conservative estimation 1dependent data 1dual cones 1eigenvalue truncation 1heterogeneous means 1variance estimation 1
From the 1 of 2 linked papers with an AI index.
2 papers
econ.EM2026
Variance Estimation with Dependence and Heterogeneous Means
Luther Yap
The paper develops a framework for variance estimation when data exhibit dependence and heterogeneous means, showing that consistent estimation is generally impossible and providin…
econ.EM2025
Inference with Many Weak Instruments and Heterogeneity
Luther Yap
This paper considers inference in a linear instrumental variable regression model with many potentially weak instruments, in the presence of heterogeneous treatment effects. I firs…