Applied researchers commonly interpret coefficient movements across OLS and difference-in-differences specifications with varying controls as evidence of bias reduction or improved identification. This note shows that such interpretations generally fail under heterogeneous treatment effects. In...

This book introduces modern series methods with a focus on applications in econometrics and statistics. It explores how new orthogonal series techniques can address challenges in model building and estimation, particularly for variables with unbounded support, nonparametric nonstationary data,...