Cover Image

Limit theorems of matching estimators with a fixed number of matches

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Chen, Songliang, Han, Fang
Format:	Preprint
Published:	2024
Subjects:	Statistics Theory Econometrics
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

On the consistency of bootstrap for matching estimators
by: Lin, Ziming, et al.
Published: (2024)

Bootstrap consistency for general double/debiased machine learning estimators
by: Lin, Ziming, et al.
Published: (2026)

Data-driven fixed-point tuning for truncated realized variations
by: Boniece, B. Cooper, et al.
Published: (2023)

An Introduction to Permutation Processes (version 0.5)
by: Han, Fang
Published: (2024)

New possibilities in identification of binary choice models with fixed effects
by: Zhu, Yinchu
Published: (2022)

A sliced Wasserstein and diffusion approach to random coefficient models
by: Lim, Keunwoo, et al.
Published: (2025)

On Rosenbaum's Rank-based Matching Estimator
by: Cattaneo, Matias D., et al.
Published: (2023)

Bias correction for Chatterjee's graph-based correlation coefficient
by: Azadkia, Mona, et al.
Published: (2025)

A Combinatorial Central Limit Theorem for Stratified Randomization
by: Tuvaandorj, Purevdorj
Published: (2024)

Limit Theorems for Network Data without Metric Structure
by: Jiang, Wen, et al.
Published: (2025)

A sequential test procedure for the choice of the number of regimes in multivariate nonlinear models
by: Bucci, Andrea
Published: (2024)

Testing for equivalence of pre-trends in Difference-in-Differences estimation
by: Dette, Holger, et al.
Published: (2023)

The Fixed-b Limiting Distribution and the ERP of HAR Tests Under Nonstationarity
by: Casini, Alessandro
Published: (2021)

Gaussian approximation for maximum score and non-smooth M-estimators with multiway dependence
by: Chiang, Harold D., et al.
Published: (2026)

Least squares estimation in nonstationary nonlinear cohort panels with learning from experience
by: Mayer, Alexander, et al.
Published: (2023)

Beyond the Mean: Limit Theory and Tests for Infinite-Mean Autoregressive Conditional Durations
by: Cavaliere, Giuseppe, et al.
Published: (2025)

Decoupling and randomization for double-indexed permutation statistics
by: Zou, Mingxuan, et al.
Published: (2026)

On (in)consistency of M-estimators under contamination
by: Klooster, Jens, et al.
Published: (2025)

Bias correction for quantile regression estimators
by: Franguridi, Grigory, et al.
Published: (2020)

Optimal estimation for regression discontinuity design with binary outcomes
by: Ishihara, Takuya, et al.
Published: (2025)

Estimation and Inference for CP Tensor Factor Models
by: Chen, Bin, et al.
Published: (2024)

Why you should also use OLS estimation of tail exponents
by: Santos, Thiago Trafane Oliveira, et al.
Published: (2024)

Estimation of High-dimensional Nonlinear Vector Autoregressive Models
by: Han, Yuefeng, et al.
Published: (2025)

Inference for parameters identified by conditional moment restrictions using a generalized Bierens maximum statistic
by: Chen, Xiaohong, et al.
Published: (2020)

Modewise Additive Factor Model for Matrix Time Series
by: Chen, Elynn, et al.
Published: (2025)

Self-normalized tests for multistep conditional predictive ability
by: Chen, Qitong, et al.
Published: (2026)

Efficient Integrated Volatility Estimation in the Presence of Infinite Variation Jumps via Debiased Truncated Realized Variations
by: Boniece, B. Cooper, et al.
Published: (2022)

Convolution-t Distributions
by: Hansen, Peter Reinhard, et al.
Published: (2024)

Optimal Estimation for General Gaussian Processes
by: Takabatake, Tetsuya, et al.
Published: (2025)

Semiparametric Conditional Factor Models in Asset Pricing
by: Chen, Qihui, et al.
Published: (2021)

Efficient Difference-in-Differences and Event Study Estimators
by: Chen, Xiaohong, et al.
Published: (2025)

Robust Priors in Nonlinear Panel Models with Individual and Time Effects
by: Yan, Zizhong, et al.
Published: (2026)

On the modelling and prediction of high-dimensional functional time series
by: Chang, Jinyuan, et al.
Published: (2024)

Estimation of a Dynamic Tobit Model with a Unit Root
by: Bykhovskaya, Anna, et al.
Published: (2025)

On Robust Empirical Likelihood for Nonparametric Regression with Application to Regression Discontinuity Designs
by: Fang, Qin, et al.
Published: (2025)

Approximate Least-Favorable Distributions and Nearly Optimal Tests via Stochastic Mirror Descent
by: Fernández, Andrés Aradillas, et al.
Published: (2025)

Weak Identification with Bounds in a Class of Minimum Distance Models
by: Cox, Gregory Fletcher
Published: (2020)

Introducing the b-value: combining unbiased and biased estimators from a sensitivity analysis perspective
by: Lin, Zhexiao, et al.
Published: (2026)

Testing Monotonicity in a Finite Population
by: Chen, Jiafeng, et al.
Published: (2025)

Training and Testing with Multiple Splits: A Central Limit Theorem for Split-Sample Estimators
by: Fava, Bruno
Published: (2025)