44 citations · 48 across the 6 of their papers we have counts for
8 papers
Can we have it all? Non-asymptotically valid and asymptotically exact confidence intervals for expectations and linear regressions
Alexis Derumigny, Lucas Girard, Yannick Guyonvarch
We contribute to bridging the gap between large- and finite-sample inference by studying confidence sets (CSs) that are both non-asymptotically valid and asymptotically exact unifo…
Analytic inference with two-way clustering
Laurent Davezies, Xavier D'Haultfœuille, Yannick Guyonvarch
This paper studies analytic inference along two dimensions of clustering. In such setups, the commonly used approach has two drawbacks. First, the corresponding variance estimator…
Bridging Methodologies: Angrist and Imbens' Contributions to Causal Identification
Lucas Girard, Yannick Guyonvarch
In the 1990s, Joshua Angrist and Guido Imbens studied the causal interpretation of Instrumental Variable estimates (a widespread methodology in economics) through the lens of poten…
The Marcinkiewicz-Zygmund law of large numbers for exchangeable arrays
Laurent Davezies, Xavier D'Haultfoeuille, Yannick Guyonvarch
We show a Marcinkiewicz-Zygmund law of large numbers for jointly, dissociated exchangeable arrays, in () and almost surely. Then, we obtain a law of iterated loga…
Explicit non-asymptotic bounds for the distance to the first-order Edgeworth expansion
Alexis Derumigny, Lucas Girard, Yannick Guyonvarch
In this article, we obtain explicit bounds on the uniform distance between the cumulative distribution function of a standardized sum of independent centered random varia…
Empirical Process Results for Exchangeable Arrays
Laurent Davezies, Xavier D'Haultfoeuille, Yannick Guyonvarch
Exchangeable arrays are natural tools to model common forms of dependence between units of a sample. Jointly exchangeable arrays are well suited to dyadic data, where observed rand…
On the construction of confidence intervals for ratios of expectations
Alexis Derumigny, Lucas Girard, Yannick Guyonvarch
In econometrics, many parameters of interest can be written as ratios of expectations. The main approach to construct confidence intervals for such parameters is the delta method.…
Asymptotic results under multiway clustering
Laurent Davezies, Xavier D'Haultfoeuille, Yannick Guyonvarch
If multiway cluster-robust standard errors are used routinely in applied economics, surprisingly few theoretical results justify this practice. This paper aims to fill this gap. We…