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econ.EM2026
Robust Instrumental Variables: Sharp Rates and Inference under Adversarial Contamination
Anders Bredahl Kock, David Preinerstorfer
Because 2SLS is built from sample averages, a small number of observations can have a disproportionate effect on estimates and inference. We introduce W-2SLS, a simple drop-in robu…
econ.EM2024
Enhanced power enhancements for testing many moment equalities: Beyond the - and -norm
Anders Bredahl Kock, David Preinerstorfer
Contemporary testing problems in statistics are increasingly complex, i.e., high-dimensional. Tests based on the - and -norm have received considerable attention in such…
econ.EM2018
Functional Sequential Treatment Allocation
Anders Bredahl Kock, David Preinerstorfer, Bezirgen Veliyev
Consider a setting in which a policy maker assigns subjects to treatments, observing each outcome before the next subject arrives. Initially, it is unknown which treatment is best,…