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Found 9 papers, 7 papers with code
Adapting to Misspecification
Empirical research typically involves a robustness-efficiency tradeoff.
Robust Estimation and Inference in Panels with Interactive Fixed Effects
We consider estimation and inference for a regression coefficient in panels with interactive fixed effects (i. e., with a factor structure).
Bias-Aware Inference in Regularized Regression Models
We consider inference on a scalar regression coefficient under a constraint on the magnitude of the control coefficients.
Robust Empirical Bayes Confidence Intervals
We construct robust empirical Bayes confidence intervals (EBCIs) in a normal means problem.
Sensitivity Analysis using Approximate Moment Condition Models
We show that near-optimal confidence intervals (CIs) can be formed by taking a generalized method of moments (GMM) estimator, and adding and subtracting the standard error times a critical value that takes into account the potential bias from misspecification of the moment conditions.
Econometrics Methodology
Finite-Sample Optimal Estimation and Inference on Average Treatment Effects Under Unconfoundedness
We consider estimation and inference on average treatment effects under unconfoundedness conditional on the realizations of the treatment variable and covariates.
Applications Econometrics Methodology
Simple and Honest Confidence Intervals in Nonparametric Regression
We show that using the bandwidth that minimizes the maximum mean-squared error results in CIs that are nearly efficient and that in this case, the critical value depends only on the rate of convergence.
Applications Statistics Theory Statistics Theory
Optimal inference in a class of regression models
When the function class is centrosymmetric, these efficiency bounds imply that minimax CIs are close to efficient at smooth regression functions.
Statistics Theory Applications Statistics Theory
A Simple Adjustment for Bandwidth Snooping
This paper proposes a simple adjustment that gives correct coverage in such situations: replace the normal quantile with a critical value that depends only on the kernel and ratio of the maximum and minimum bandwidths the researcher has entertained.
Applications
