96 citations · 339 across the 17 of their papers we have counts for
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econ.EM2020★ 5 cited
Bias-Aware Inference in Regularized Regression Models
Timothy B. Armstrong, Michal Kolesár, Soonwoo Kwon
We consider inference on a scalar regression coefficient under a constraint on the magnitude of the control coefficients. A class of estimators based on a regularized propensity sc…
econ.EM2020★ 41 cited
Robust Empirical Bayes Confidence Intervals
Timothy B. Armstrong, Michal Kolesár, Mikkel Plagborg-Møller
We construct robust empirical Bayes confidence intervals (EBCIs) in a normal means problem. The intervals are centered at the usual linear empirical Bayes estimator, but use a crit…