3 papers
econ.GN2025
Machine-learning Growth at Risk
Tobias Adrian, Hongqi Chen, Max-Sebastian Dovì +1
We analyse growth vulnerabilities in the US using quantile partial correlation regression, a selection-based machine-learning method that achieves model selection consistency under…
econ.EM2022
A Ridge-Regularised Jackknifed Anderson-Rubin Test
Max-Sebastian Dovì, Anders Bredahl Kock, Sophocles Mavroeidis
We consider hypothesis testing in instrumental variable regression models with few included exogenous covariates but many instruments -- possibly more than the number of observatio…
econ.GN2021
Inference on the New Keynesian Phillips Curve with Very Many Instrumental Variables
Max-Sebastian Dovì
Limited-information inference on New Keynesian Phillips Curves (NKPCs) and other single-equation macroeconomic relations is characterised by weak and high-dimensional instrumental…