Saved in:
| Main Authors: | Wang, William W., Jadbabaie, Ali |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2508.04897 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Weak Identification with Bounds in a Class of Minimum Distance Models
by: Cox, Gregory Fletcher
Published: (2020)
by: Cox, Gregory Fletcher
Published: (2020)
Sharp regret-Hellinger bounds for Gaussian empirical Bayes via polynomial approximation
by: Chen, Jiafeng, et al.
Published: (2026)
by: Chen, Jiafeng, et al.
Published: (2026)
Model-Based Inference and Experimental Design for Interference Using Partial Network Data
by: Reeves, Steven Wilkins, et al.
Published: (2024)
by: Reeves, Steven Wilkins, et al.
Published: (2024)
Entropy-Rate Selection for Partially Observed Processes
by: Kiriukhin, Oleg
Published: (2026)
by: Kiriukhin, Oleg
Published: (2026)
An Optimal Transport Approach to Estimating Causal Effects via Nonlinear Difference-in-Differences
by: Torous, William, et al.
Published: (2021)
by: Torous, William, et al.
Published: (2021)
Distributional Instruments: Identification and Estimation with Quantile Least Squares
by: Cherodian, Rowan, et al.
Published: (2026)
by: Cherodian, Rowan, et al.
Published: (2026)
Partial Identification of Causal Effects for Endogenous Continuous Treatments
by: Dalal, Abhinandan, et al.
Published: (2025)
by: Dalal, Abhinandan, et al.
Published: (2025)
Conditional Likelihood Ratio Test with Many Weak Instruments
by: Ayyar, Sreevidya, et al.
Published: (2022)
by: Ayyar, Sreevidya, et al.
Published: (2022)
The Canonical Decomposition of Factor Models: Weak Factors are Everywhere
by: Gersing, Philipp, et al.
Published: (2023)
by: Gersing, Philipp, et al.
Published: (2023)
Combining Experimental and Observational Data for Identification and Estimation of Long-Term Causal Effects
by: Ghassami, AmirEmad, et al.
Published: (2022)
by: Ghassami, AmirEmad, et al.
Published: (2022)
Identification and Statistical Decision Theory
by: Manski, Charles F.
Published: (2022)
by: Manski, Charles F.
Published: (2022)
An Identification and Dimensionality Robust Test for Instrumental Variables Models
by: Navjeevan, Manu
Published: (2023)
by: Navjeevan, Manu
Published: (2023)
Uniform Estimation and Inference for Nonparametric Partitioning-Based M-Estimators
by: Cattaneo, Matias D., et al.
Published: (2024)
by: Cattaneo, Matias D., et al.
Published: (2024)
Estimation of Integrated Volatility Functionals with Kernel Spot Volatility Estimators
by: Figueroa-López, José E., et al.
Published: (2024)
by: Figueroa-López, José E., et al.
Published: (2024)
Local Identification in Instrumental Variable Multivariate Quantile Regression Models
by: Kono, Haruki
Published: (2024)
by: Kono, Haruki
Published: (2024)
High Dimensional Factor Analysis with Weak Factors
by: Choi, Jungjun, et al.
Published: (2024)
by: Choi, Jungjun, et al.
Published: (2024)
Estimation with Pairwise Observations
by: Chan, Felix, et al.
Published: (2024)
by: Chan, Felix, et al.
Published: (2024)
Semiparametric Estimation of Treatment Effects in Observational Studies with Heterogeneous Partial Interference
by: Qu, Zhaonan, et al.
Published: (2021)
by: Qu, Zhaonan, et al.
Published: (2021)
Regression Adjustment for Estimating Distributional Treatment Effects in Randomized Controlled Trials
by: Oka, Tatsushi, et al.
Published: (2024)
by: Oka, Tatsushi, et al.
Published: (2024)
Driver Identification and PCA Augmented Selection Shrinkage Framework for Nordic System Price Forecasting
by: Sadabad, Yousef Adeli, et al.
Published: (2025)
by: Sadabad, Yousef Adeli, et al.
Published: (2025)
Optimal Estimation for General Gaussian Processes
by: Takabatake, Tetsuya, et al.
Published: (2025)
by: Takabatake, Tetsuya, et al.
Published: (2025)
On Rosenbaum's Rank-based Matching Estimator
by: Cattaneo, Matias D., et al.
Published: (2023)
by: Cattaneo, Matias D., et al.
Published: (2023)
Efficient Difference-in-Differences and Event Study Estimators
by: Chen, Xiaohong, et al.
Published: (2025)
by: Chen, Xiaohong, et al.
Published: (2025)
GMM and M Estimation under Network Dependence
by: Sasaki, Yuya
Published: (2025)
by: Sasaki, Yuya
Published: (2025)
Weak-instrument-robust subvector inference in instrumental variables regression: A subvector Lagrange multiplier test and properties of subvector Anderson-Rubin confidence sets
by: Londschien, Malte, et al.
Published: (2024)
by: Londschien, Malte, et al.
Published: (2024)
How Much Weak Overlap Can Doubly Robust T-Statistics Handle?
by: Dorn, Jacob
Published: (2025)
by: Dorn, Jacob
Published: (2025)
Partial Identification under Stratified Randomization
by: Ferman, Bruno, et al.
Published: (2026)
by: Ferman, Bruno, et al.
Published: (2026)
Prewhitened Long-Run Variance Estimation Robust to Nonstationarity
by: Casini, Alessandro, et al.
Published: (2021)
by: Casini, Alessandro, et al.
Published: (2021)
Estimation of a Dynamic Tobit Model with a Unit Root
by: Bykhovskaya, Anna, et al.
Published: (2025)
by: Bykhovskaya, Anna, et al.
Published: (2025)
Local Polynomial Estimation of Time-Varying Parameters in Nonlinear Models
by: Kristensen, Dennis, et al.
Published: (2019)
by: Kristensen, Dennis, et al.
Published: (2019)
Optimal Decision Rules Under Partial Identification
by: Yata, Kohei
Published: (2021)
by: Yata, Kohei
Published: (2021)
Debiased Kernel Estimation of Spot Volatility in the Presence of Infinite Variation Jumps
by: Boniece, B. Cooper, et al.
Published: (2025)
by: Boniece, B. Cooper, et al.
Published: (2025)
A New Design-Based Variance Estimator for Finely Stratified Experiments
by: Bai, Yuehao, et al.
Published: (2025)
by: Bai, Yuehao, et al.
Published: (2025)
Nonparametric Identification of Demand without Exogenous Product Characteristics
by: Borusyak, Kirill, et al.
Published: (2025)
by: Borusyak, Kirill, et al.
Published: (2025)
Asymptotic Properties of the Maximum Likelihood Estimator for Markov-switching Observation-driven Models
by: Krabbe, Frederik
Published: (2024)
by: Krabbe, Frederik
Published: (2024)
A General Design-Based Framework and Estimator for Randomized Experiments
by: Harshaw, Christopher, et al.
Published: (2022)
by: Harshaw, Christopher, et al.
Published: (2022)
Quasi Maximum Likelihood Estimation of High-Dimensional Factor Models: A Critical Review
by: Barigozzi, Matteo
Published: (2023)
by: Barigozzi, Matteo
Published: (2023)
Selecting Penalty Parameters of High-Dimensional M-Estimators using Bootstrapping after Cross-Validation
by: Chetverikov, Denis, et al.
Published: (2021)
by: Chetverikov, Denis, et al.
Published: (2021)
On Efficient Estimation of Distributional Treatment Effects under Covariate-Adaptive Randomization
by: Byambadalai, Undral, et al.
Published: (2025)
by: Byambadalai, Undral, et al.
Published: (2025)
Identification and Debiased Learning of Causal Effects with General Instrumental Variables
by: Chen, Shuyuan, et al.
Published: (2025)
by: Chen, Shuyuan, et al.
Published: (2025)
Similar Items
-
Weak Identification with Bounds in a Class of Minimum Distance Models
by: Cox, Gregory Fletcher
Published: (2020) -
Sharp regret-Hellinger bounds for Gaussian empirical Bayes via polynomial approximation
by: Chen, Jiafeng, et al.
Published: (2026) -
Model-Based Inference and Experimental Design for Interference Using Partial Network Data
by: Reeves, Steven Wilkins, et al.
Published: (2024) -
Entropy-Rate Selection for Partially Observed Processes
by: Kiriukhin, Oleg
Published: (2026) -
An Optimal Transport Approach to Estimating Causal Effects via Nonlinear Difference-in-Differences
by: Torous, William, et al.
Published: (2021)