| Double/debiased machine learning for treatment and structural parameters |
70 |
| Central limit theorems for conditional efficiency measures and tests of the separability' condition in non-parametric, two-stage models of production |
35 |
| The wild bootstrap for few (treated) clusters |
15 |
| On the role of covariates in the synthetic control method |
7 |
| Quantile coherency: A general measure for dependence between cyclical economic variables |
6 |
| Beyond plausibly exogenous |
5 |
| High-dimensional macroeconomic forecasting and variable selection via penalized regression |
3 |
| Adaptive wild bootstrap tests for a unit root with non-stationary volatility |
3 |
| Testing for changing volatility |
2 |
| Unobserved heterogeneity in auctions |
2 |
| Testing for moderate explosiveness |
1 |
| Identification of treatment effects with selective participation in a randomized trial |
1 |
| Non-parametric inference on (conditional) quantile differences and interquantile ranges, using L-statistics |
1 |
| Two-stage least squares as minimum distance |
1 |
| Testing for constant correlation of filtered series under structural change |
1 |
| Estimating latent group structure in time-varying coefficient panel data models |
1 |
| Reconsideration of a simple approach to quantile regression for panel data |
1 |
| Fragility of identification in panel binary response models |
0 |
| Quantile-based smooth transition value at risk estimation |
0 |
| BLP-2LASSO for aggregate discrete choice models with rich covariates |
0 |
| A guided nonparametric goodness-of-fit test with application to income distributions |
0 |
| A simple and robust estimator for linear regression models with strictly exogenous instruments |
0 |
| Simpler bootstrap estimation of the asymptotic variance of U-statistic-based estimators |
0 |
| Oracle and adaptive false discovery rate controlling methods for one-sided testing: theory and application in treatment effect evaluation |
0 |
| Identification and estimation of semi-parametric censored dynamic panel data models of short time periods |
0 |
| Identification and estimation of heteroscedastic binary choice models with endogenous dummy regressors |
0 |
| Non-parametric Bayesian inference of strategies in repeated games |
0 |
| Robust tests for deterministic seasonality and seasonal mean shifts |
0 |
| CCE in panels with general unknown factors |
0 |
| Estimation of graphical models using the L-L-2 norm |
0 |
| Separating different individual effects in a panel data model |
0 |
| Inferential results for a new measure of inequality |
0 |
| A simple, graphical approach to comparing multiple treatments |
0 |
| Testing collinearity of vector time series |
0 |
| Optimal panel unit root testing with covariates |
0 |
