96 citations · 339 across the 17 of their papers we have counts for
8 papers · 1 filter
Finite-Sample Optimal Estimation and Inference on Average Treatment Effects Under Unconfoundedness
Timothy B. Armstrong, Michal Kolesár
We consider estimation and inference on average treatment effects under unconfoundedness conditional on the realizations of the treatment variable and covariates. Given nonparametr…
Simple and Honest Confidence Intervals in Nonparametric Regression
Timothy B. Armstrong, Michal Kolesár
We consider the problem of constructing honest confidence intervals (CIs) for a scalar parameter of interest, such as the regression discontinuity parameter, in nonparametric regre…
Unbiased Instrumental Variables Estimation Under Known First-Stage Sign
Isaiah Andrews, Timothy B. Armstrong
We derive mean-unbiased estimators for the structural parameter in instrumental variables models with a single endogenous regressor where the sign of one or more first stage coeffi…
A Note on Minimax Testing and Confidence Intervals in Moment Inequality Models
Timothy B. Armstrong
This note uses a simple example to show how moment inequality models used in the empirical economics literature lead to general minimax relative efficiency comparisons. The main po…
A Simple Adjustment for Bandwidth Snooping
Timothy B. Armstrong, Michal Kolesár
Kernel-based estimators such as local polynomial estimators in regression discontinuity designs are often evaluated at multiple bandwidths as a form of sensitivity analysis. Howeve…
On the Choice of Test Statistic for Conditional Moment Inequalities
Timothy B. Armstrong
This paper derives asymptotic approximations to the power of Cramer-von Mises (CvM) style tests for inference on a finite dimensional parameter defined by conditional moment inequa…
Asymptotically Exact Inference in Conditional Moment Inequality Models
Timothy B. Armstrong
This paper derives the rate of convergence and asymptotic distribution for a class of Kolmogorov-Smirnov style test statistics for conditional moment inequality models for paramete…
Weighted KS Statistics for Inference on Conditional Moment Inequalities
Timothy B. Armstrong
This paper proposes confidence regions for the identified set in conditional moment inequality models using Kolmogorov-Smirnov statistics with a truncated inverse variance weightin…