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12/26/2022
Spectral and post-spectral estimators for grouped panel data models
In this paper, we develop spectral and post-spectral estimators for grou...
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05/19/2022
High-dimensional Data Bootstrap
This article reviews recent progress in high-dimensional bootstrap. We f...
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03/06/2022
Weighted-average quantile regression
In this paper, we introduce the weighted-average quantile regression fra...
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04/10/2021
Analytic and Bootstrap-after-Cross-Validation Methods for Selecting Penalty Parameters of High-Dimensional M-Estimators
We develop two new methods for selecting the penalty parameter for the ℓ...
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12/17/2020
Nearly optimal central limit theorem and bootstrap approximations in high dimensions
In this paper, we derive new, nearly optimal bounds for the Gaussian app...
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12/22/2019
Improved Central Limit Theorem and bootstrap approximations in high dimensions
This paper deals with the Gaussian and bootstrap approximations to the d...
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06/05/2018
High-Dimensional Econometrics and Regularized GMM
This chapter presents key concepts and theoretical results for analyzing...
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06/05/2018
High-Dimensional Econometrics and Generalized GMM
This chapter presents key concepts and theoretical results for analyzing...
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11/29/2017
Detailed proof of Nazarov's inequality
The purpose of this note is to provide a detailed proof of Nazarov's ine...
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01/30/2017
Double/Debiased/Neyman Machine Learning of Treatment Effects
Chernozhukov, Chetverikov, Demirer, Duflo, Hansen, and Newey (2016) prov...
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07/30/2016