15 citations · 49 across the 22 of their papers we have counts for
5 papers · 1 filter
Dyadic double/debiased machine learning for analyzing determinants of free trade agreements
Harold D Chiang, Yukun Ma, Joel Rodrigue +1
This paper presents novel methods and theories for estimation and inference about parameters in econometric models using machine learning for nuisance parameters estimation when da…
Inference in high-dimensional regression models without the exact or sparsity
Jooyoung Cha, Harold D. Chiang, Yuya Sasaki
This paper proposes a new method of inference in high-dimensional regression models and high-dimensional IV regression models. Estimation is based on a combined use of the orthogon…
Multiway empirical likelihood
Harold D Chiang, Yukitoshi Matsushita, Taisuke Otsu
This paper develops a general methodology to conduct statistical inference for observations indexed by multiple sets of entities. We propose a novel multiway empirical likelihood s…
Algorithmic subsampling under multiway clustering
Harold D. Chiang, Jiatong Li, Yuya Sasaki
This paper proposes a novel method of algorithmic subsampling (data sketching) for multiway cluster dependent data. We establish a new uniform weak law of large numbers and a new c…
Linear programming approach to nonparametric inference under shape restrictions: with an application to regression kink designs
Harold D. Chiang, Kengo Kato, Yuya Sasaki +1
We develop a novel method of constructing confidence bands for nonparametric regression functions under shape constraints. This method can be implemented via a linear programming,…