Working Papers

 

Model Averaging and Double Machine Learning (with A. Ahrens, M. Schaffer, and T. Wiemann)

Identification, Estimation, and Visualization in the Linear Panel Event Study Design (with S. Freyaldenhoven, J. Perez Perez, and J. Shapiro)

High-Dimensional Econometrics and Regularized GMM (with A. Belloni, V. Chernozhukov, D. Chetverikov, and K. Kato)

Inference for Heterogeneous Effects Using Low-Rank Estimators (with V. Chernozhukov, Y. Liao, and Y. Zhu)

Using Double-Lasso Regression for Principled Variable Selection
(with O. Urminsky and V. Chernozhukov)

Lasso Methods for Gaussian Instrumental Variables Models
(with A. Belloni and V. Chernozhukov)

Flexible Correlated Random Effects Estimation in Panel Models with Unobserved Heterogeneity
(with C. A. Bester)

Bias Reduction for Bayesian and Frequentist Estimators
(with C. A. Bester)