:: Library Catalog

Cover Image

Saved in:

Bibliographic Details
Main Authors:	Liu, Nan, Liu, Yanbo, Sasaki, Yuya, Wan, Yuanyuan
Format:	Preprint
Published:	2026
Subjects:	Econometrics
Online Access:	https://arxiv.org/abs/2604.13399
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Nonparametric Uniform Inference in Binary Classification and Policy Values
by: Liu, Nan, et al.
Published: (2025)

Estimation and Inference for Causal Functions with Multiway Clustered Data
by: Liu, Nan, et al.
Published: (2024)

GMM and M Estimation under Network Dependence
by: Sasaki, Yuya
Published: (2025)

Slow Movers in Panel Data
by: Sasaki, Yuya, et al.
Published: (2021)

Heterogeneous Effects of Endogenous Treatments with Interference and Spillovers in a Large Network
by: Chen, Lin, et al.
Published: (2025)

The Informativeness of Combined Experimental and Observational Data under Dynamic Selection
by: Park, Yechan, et al.
Published: (2024)

A Bracketing Relationship for Long-Term Policy Evaluation with Combined Experimental and Observational Data
by: Park, Yechan, et al.
Published: (2024)

Non-Robustness of the Cluster-Robust Inference: with a Proposal of a New Robust Method
by: Sasaki, Yuya, et al.
Published: (2022)

Extreme Quantile Treatment Effects under Endogeneity: Evaluating Policy Effects for the Most Vulnerable Individuals
by: Sasaki, Yuya, et al.
Published: (2024)

Matching $\leq$ Hybrid $\leq$ Difference in Differences
by: Park, Yechan, et al.
Published: (2024)

Tuning Parameter-Free Nonparametric Density Estimation from Tabulated Summary Data
by: Lee, Ji Hyung, et al.
Published: (2022)

Robust Econometrics for Growth-at-Risk
by: Adrian, Tobias, et al.
Published: (2025)

Non-Existent Moments of Earnings Growth
by: Sarpietro, Silvia, et al.
Published: (2022)

Inference on Buffer‐Stock Saving
by: Hao Dong, et al.
Published: (2026)

Doubly Robust Estimators with Weak Overlap
by: Ma, Yukun, et al.
Published: (2023)

Genuinely Robust Inference for Clustered Data
by: Chiang, Harold D., et al.
Published: (2023)

Algorithmic subsampling under multiway clustering
by: Chiang, Harold D., et al.
Published: (2021)

A Bayesian Perspective on the Maximum Score Problem
by: Walker, Christopher D.
Published: (2024)

ReLU-Based and DNN-Based Generalized Maximum Score Estimators
by: Chen, Xiaohong, et al.
Published: (2025)

High-Dimensional Tail Index Regression
by: Sasaki, Yuya, et al.
Published: (2024)

Asymptotic Properties of the Maximum Likelihood Estimator for Markov-switching Observation-driven Models
by: Krabbe, Frederik
Published: (2024)

Extremal Quantiles under Two-Way Clustering
by: Chiang, Harold D., et al.
Published: (2024)

Binary Classification with the Maximum Score Model and Linear Programming
by: Horowitz, Joel L., et al.
Published: (2025)

On the Asymptotics of the Minimax Linear Estimator
by: Kong, Jing
Published: (2025)

On the Asymptotic Properties of Debiased Machine Learning Estimators
by: Velez, Amilcar
Published: (2024)

Normal Approximation for U-Statistics with Cross-Sectional Dependence
by: Liu, Weiguang
Published: (2024)

Asymptotic equivalence of Principal Components and Quasi Maximum Likelihood estimators in Large Approximate Factor Models
by: Barigozzi, Matteo
Published: (2023)

Slope Consistency of Quasi-Maximum Likelihood Estimator for Binary Choice Models
by: Chang, Yoosoon, et al.
Published: (2025)

IV Estimation of Panel Data Tobit Models with Normal Errors
by: Honore, Bo E.
Published: (2024)

Maximum Likelihood Estimation of Stochastic Frontier Models with Endogeneity
by: Centorrino, Samuele, et al.
Published: (2020)

Root-n-consistent Conditional ML estimation of dynamic panel logit models with fixed effects
by: Kruiniger, Hugo
Published: (2021)

Nonparametric Regression under Cluster Sampling
by: Shimizu, Yuya
Published: (2024)

A Sharp Test for the Judge Leniency Design
by: Coulibaly, Mohamed, et al.
Published: (2024)

Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Empirical Likelihood Estimators
by: Lee, Seojeong
Published: (2018)

Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Method of Moments Estimators
by: Lee, Seojeong
Published: (2018)

A Note on Uncertainty Quantification for Maximum Likelihood Parameters Estimated with Heuristic Based Optimization Algorithms
by: Porreca, Zachary
Published: (2024)

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

Covariance Matrix Estimation for Positively Correlated Assets
by: Liu, Weilong, et al.
Published: (2025)

Design-Based and Network Sampling-Based Uncertainties in Network Experiments
by: Sakamoto, Kensuke, et al.
Published: (2025)

Panel Data Unit Root testing: Overview
by: Skrobotov, Anton
Published: (2024)