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math.ST2025
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…
econ.EM2025
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…