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Asymptotic size of Kleibergen's LM and conditional LR tests for moment condition models
Andrews, Donald W. K.; Guggenberger, Patrik - 2014
Persistent link: https://www.econbiz.de/10010470613
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Identification- and singularity-robust inference for moment condition models
Andrews, Donald W. K.; Guggenberger, Patrik - 2014 - rev.
Persistent link: https://www.econbiz.de/10010487255
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Inference in moment inequality models that Is robust to spurious precision under model misspeci fication
Andrews, Donald W. K.; Kwon, Soonwoo - 2019 - Revised: July 8, 2019
Persistent link: https://www.econbiz.de/10012053175
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Finite-sample optimal estimation and inference on average treatment effects under unconfoundedness
Armstrong, Timothy B.; Kolesár, Michal - 2017
Persistent link: https://www.econbiz.de/10011797261
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Inference in a stationary/nonstationary autoregressive time-varying-parameter model
Andrews, Donald W. K.; Li, Ming - 2024
Persistent link: https://www.econbiz.de/10014538994
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Efficient counterfactual learning from bandit feedback
Narita, Yusuke; Yasui, Shota; Yata, Kohei - 2018
Persistent link: https://www.econbiz.de/10011948939
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Algorithm as experiment: machine learning, market design, and policy eligibility rules
Narita, Yusuke; Yata, Kohei - 2024
Persistent link: https://www.econbiz.de/10014539002