output
20092026
most citedIntersection Bounds: Estimation and Inference

324 citations

19 papers

econ.EM2026★ 20 cited

Analysis of interactive fixed effects dynamic linear panel regression with measurement error

Nayoung Lee, Hyungsik Roger Moon, Martin Weidner

This paper studies a simple dynamic linear panel regression model with interactive fixed effects in which the variable of interest is measured with error. To estimate the dynamic c…

econ.GN2025

Long-term Health and Human Capital Effects of Early-Life Economic Conditions

Ruijun Hou, Samuel Baker, Stephanie von Hinke +3

We study the long-term health and human capital impacts of local economic conditions experienced during the first 1,000 days of life. We combine historical data on monthly unemploy…

cs.CV2025

Reasoning in machine vision by learning fast and slow thinking

Shaheer U. Saeed, Yipei Wang, Veeru Kasivisvanathan +4

Reasoning is a hallmark of human intelligence, enabling adaptive decision-making in complex unfamiliar scenarios. In contrast, machine intelligence remains bound to training data,…

hep-ph2024★ 2 cited

Axion-photon-mixing dark matter conversion mediated by torsion mass constrained by the Barbero-Immirzi parameter

Zhi-Fu Gao, Luiz C. Garcia de Andrade

In the Standard Model\,(SM) of particle physics, photon-torsion mixing is extended to include the Einstein-Cartan portal to dark-photon-axion-torsion mixing beyond the Standard Mod…

econ.GN2022★ 4 cited

Beyond Barker: Infant Mortality at Birth and Ischaemic Heart Disease in Older Age

Samuel Baker, Pietro Biroli, Hans van Kippersluis +1

Adverse conditions in early life can have consequential impacts on individuals' health in older age. In one of the first papers on this topic, Barker and Osmond 1986 show a strong…

econ.GN2022

Gene-Environment Interplay in the Social Sciences

Rita Dias Pereira, Pietro Biroli, Titus Galama +4

Nature (one's genes) and nurture (one's environment) jointly contribute to the formation and evolution of health and human capital over the life cycle. This complex interplay betwe…

econ.GN2022★ 4 cited

The Long-Term Effects of Early-Life Pollution Exposure: Evidence from the London Smog

Stephanie von Hinke, Emil N. Sørensen

This paper uses a large UK cohort to investigate the impact of early-life pollution exposure on individuals' human capital and health outcomes in older age. We compare individuals…

econ.EM2020★ 22 cited

Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate

Sokbae Lee, Yuan Liao, Myung Hwan Seo +1

In this paper, we estimate the time-varying COVID-19 contact rate of a Susceptible-Infected-Recovered (SIR) model. Our measurement of the contact rate is constructed using data on…

econ.EM2019

Econometric Models of Network Formation

Aureo de Paula

This article provides a selective review on the recent literature on econometric models of network formation. The survey starts with a brief exposition on basic concepts and tools…

econ.EM2019★ 19 cited

Identifying Network Ties from Panel Data: Theory and an Application to Tax Competition

Aureo de Paula, Imran Rasul, Pedro Souza

Social interactions determine many economic behaviors, but information on social ties does not exist in most publicly available and widely used datasets. We present results on the…

econ.GN2019★ 6 cited

Desperate times call for desperate measures: government spending multipliers in hard times

Sokbae Lee, Yuan Liao, Myung Hwan Seo +1

We investigate state-dependent effects of fiscal multipliers and allow for endogenous sample splitting to determine whether the US economy is in a slack state. When the endogenized…

econ.EM2018★ 2 cited

Minimizing Sensitivity to Model Misspecification

Stéphane Bonhomme, Martin Weidner

We propose a framework for estimation and inference when the model may be misspecified. We rely on a local asymptotic approach where the degree of misspecification is indexed by th…

astro-ph.SR2017★ 100 cited

Gaia Data Release 1. Open cluster astrometry: performance, limitations, and future prospects

Gaia Collaboration, F. van Leeuwen, A. Vallenari +589

Context. The first Gaia Data Release contains the Tycho-Gaia Astrometric Solution (TGAS). This is a subset of about 2 million stars for which, besides the position and photometry,…

stat.ME2016

Optimal Data Collection for Randomized Control Trials

Pedro Carneiro, Sokbae Lee, Daniel Wilhelm

In a randomized control trial, the precision of an average treatment effect estimator can be improved either by collecting data on additional individuals, or by collecting addition…

stat.ME2016★ 36 cited

Oracle Estimation of a Change Point in High Dimensional Quantile Regression

Sokbae Lee, Yuan Liao, Myung Hwan Seo +1

In this paper, we consider a high-dimensional quantile regression model where the sparsity structure may differ between two sub-populations. We develop -penalized estimator…

math.ST2015★ 4 cited

Uniform Asymptotics for Nonparametric Quantile Regression with an Application to Testing Monotonicity

Sokbae Lee, Kyungchul Song, Yoon-Jae Whang

In this paper, we establish a uniform error rate of a Bahadur representation for local polynomial estimators of quantile regression functions. The error rate is uniform over a rang…

math.ST2012★ 111 cited

The Lasso for High-Dimensional Regression with a Possible Change-Point

Sokbae Lee, Myung Hwan Seo, Youngki Shin

We consider a high-dimensional regression model with a possible change-point due to a covariate threshold and develop the Lasso estimator of regression coefficients as well as the…

math.ST2012★ 46 cited

Testing Functional Inequalities

Sokbae Lee, Kyungchul Song, Yoon-Jae Whang

This paper develops tests for inequality constraints of nonparametric regression functions. The test statistics involve a one-sided version of -type functionals of kernel esti…

math.ST2009★ 324 cited

Intersection Bounds: Estimation and Inference

Victor Chernozhukov, Sokbae Lee, Adam M. Rosen

We develop a practical and novel method for inference on intersection bounds, namely bounds defined by either the infimum or supremum of a parametric or nonparametric function, or…