We propose a complete framework for model-free difference-in-differences analysis with covariates, where model-free means data-driven, in particular nonparametric estimation and testing, variable and scale choice. We start with searching for the preferred data setup by simultaneously choosing...

We propose a complete framework for model-free difference-in-differences analysis with covariates, where model-free means data-driven, in particular nonparametric estimation and testing, variable and scale choice. We start with searching for the preferred data setup by simultaneously choosing...

The dissertation consists of three essays. The main focus is set on semiparametric regression modeling, which embodies the strength of parametric and nonparametric regression models in terms of flexibility, dimensionality and interpretability. The first essay is “Some Recent Advances in...