3 citations · 11 across the 17 of their papers we have counts for
4 papers · 1 filter
Locally Robust Inference with Outcomes Predicted by Machine Learning
Juan Carlos Escanciano, Alejandro Puerta-Cuartas
Many parameters of interest in economics depend on outcomes generated by machine learning (ML).These generated outcomes are subsequently used in standard econometric estimation and…
Locally Robust Kernel Specification Tests for Conditional Moment Restrictions
Juan Carlos Escanciano
We develop kernel-based specification tests for semiparametric conditional moment models with high-dimensional nuisance parameters, extending existing conditional moment tests---wh…
Goodness-of-Fit Tests for Censored and Truncated Data: Maximum Mean Discrepancy Over Regular Functionals
Juan Carlos Escanciano, Jacobo de Uña-Álvarez
We develop a systematic, omnibus approach to goodness-of-fit testing for parametric distributional models when the variable of interest is only partially observed due to censoring…
Identification and Estimation in Fuzzy Regression Discontinuity Designs with Covariates
Carolina Caetano, Gregorio Caetano, Juan Carlos Escanciano
We study fuzzy regression discontinuity designs with covariates and characterize the weighted averages of conditional local average treatment effects (WLATEs) that are point identi…