“...Summary We revisit the classic semi‐parametric problem of inference on a low‐dimensional parameter θ0 in the presence of high‐dimensional nuisance parameters...”

“...This paper provides a set of sufficient conditions that point identify a quantile regression model with fixed effects. It also proposes a simple transformation...”

“...This paper proposes a bias-adjusted version of Breusch and Pagan (1980) Lagrange multiplier (LM) test statistic of error cross-section independence, in the...”

“...This paper studies identification of potential outcome distributions when treatment response may have social interactions. Defining a person's treatment...”

“...Summary The estimation of large covariance and precision matrices is fundamental in modern multivariate analysis. However, problems arise from the statistical...”

“...Summary This paper surveys recent applications of methods from the theory of optimal transport to econometric problems...”

“...This paper proposes a test statistic for the null hypothesis of panel stationarity that allows for the presence of multiple structural breaks. Two different...”

“...Abstract When estimating local average and marginal treatment effects using instrumental variables (IV), multivalued endogenous treatments are frequently...”

“...Summary In order to simultaneously consider mixed-frequency time series, their joint dynamics, and possible structural change, we introduce a time-varying...”

“...Abstract In this paper we consider estimation of dynamic models of recurrent events (event histories) in continuous time using censored data. We develop...”