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20192025
most citedDo We Exploit all Information for Counterfactual Analysis? Benefits of Factor Models and Idiosyncratic Correction

7 citations · 13 across the 8 of their papers we have counts for

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math.ST2022★ 3 cited

Yurinskii's Coupling for Martingales

Matias D. Cattaneo, Ricardo P. Masini, William G. Underwood

Yurinskii's coupling is a popular theoretical tool for non-asymptotic distributional analysis in mathematical statistics and applied probability, offering a Gaussian strong approxi…

math.ST2019★ 2 cited

Regularized Estimation of High-Dimensional Vector AutoRegressions with Weakly Dependent Innovations

Ricardo P. Masini, Marcelo C. Medeiros, Eduardo F. Mendes

There has been considerable advance in understanding the properties of sparse regularization procedures in high-dimensional models. In time series context, it is mostly restricted…