Showing econ.EMShow all
3 papers · 1 filter
econ.EM2026
Cross-Fitting Under Nonregularity: Normality and Inference via Locality
Bruno Fava
Cross-fitting is routine in much of applied research. While conventional confidence intervals that ignore cross-fold dependence are asymptotically valid in several settings, they u…
econ.EM2025
Training and Testing with Multiple Splits: A Central Limit Theorem for Split-Sample Estimators
Bruno Fava
As predictive algorithms grow in popularity, using the same dataset to both train and test a new model has become routine across research, policy, and industry. Sample-splitting at…
econ.EM2024
Predicting the Distribution of Treatment Effects: A Covariate-Adjustment Approach
Bruno Fava
Important questions for impact evaluation require knowledge not only of average effects, but of the distribution of treatment effects. The inability to observe individual counterfa…