Inference in parametric models with many L-moments
L-moments are expected values of linear combinations of order statistics that provide robust
alternatives to traditional moments. The estimation of parametric models by matching …
alternatives to traditional moments. The estimation of parametric models by matching …
[PDF][PDF] Semiparametric analysis of randomised experiments using l-moments
LAF ALVAREZ, C BIDERMAN - 2022 - ime.usp.br
L-moments are expected values of linear combinations of order statistics that provide robust
alternatives to standard moments. The estimation of parametric density models by matching …
alternatives to standard moments. The estimation of parametric density models by matching …
[HTML][HTML] Debiased machine learning of set-identified linear models
V Semenova - Journal of Econometrics, 2023 - Elsevier
This paper provides estimation and inference methods for an identified set's boundary (ie,
support function) where the selection among a very large number of covariates is based on …
support function) where the selection among a very large number of covariates is based on …
Analytical Finite Sample Econometrics: From AL Nagar to Now
Professor AL Nagar was a world-renowned econometrician and an international authority on
finite sample econometrics with many path-breaking papers on the statistical properties of …
finite sample econometrics with many path-breaking papers on the statistical properties of …
[PDF][PDF] Literature on recent advances in applied micro methods
C Cai - 2020 - christinecai.github.io
“Suppose estimating a model on each of a small number of potentially heterogeneous
clusters yields approximately independent, unbiased, and Gaussian parameter estimators …
clusters yields approximately independent, unbiased, and Gaussian parameter estimators …
Debiased machine learning of set-identified linear models
V Semenova - arXiv preprint arXiv:1712.10024, 2017 - arxiv.org
This paper provides estimation and inference methods for an identified set's boundary (ie,
support function) where the selection among a very large number of covariates is based on …
support function) where the selection among a very large number of covariates is based on …