2 papers
econ.EM2026
Identification and Inference with Machine-Learned Instruments
Fangzhou Yu
Instrumental-variables estimation increasingly pools many or high-dimensional instruments into a single machine-learned first stage, with rich controls partialled out. The resultin…
econ.EM2026
A Variance-Based Test for Heterogeneous Treatment Effects
Fangzhou Yu
This paper proposes a robust nonparametric hypothesis test for the existence of heterogeneous treatment effects. We focus on the variance of the Conditional Average Treatment Effec…