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GLS under Monotone Heteroskedasticity
Our GLS estimator is shown to be asymptotically equivalent to the infeasible GLS estimator with knowledge of the conditional error variance, and involves only some tuning to trim boundary observations, not only for point estimation but also for interval estimation or hypothesis testing.
Isotonic propensity score matching
We propose a one-to-many matching estimator of the average treatment effect based on propensity scores estimated by isotonic regression.
Policy Choice in Time Series by Empirical Welfare Maximization
This paper develops a novel method for policy choice in a dynamic setting where the available data is a multivariate time series.
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