16 citations · 17 across the 7 of their papers we have counts for
7 papers
Heavy Tail Robust Estimation and Inference for Average Treatment Effects
Jonathan B. Hill, Saraswata Chaudhuri
We study the probability tail properties of Inverse Probability Weighting (IPW) estimators of the Average Treatment Effect (ATE) when there is limited overlap between the covariate…
Testing Many Zero Restrictions in a High Dimensional Linear Regression Setting
Jonathan B. Hill
We propose a test of many zero parameter restrictions in a high dimensional linear iid regression model with regressors. The test statistic is formed by estimating key…
A Global Wavelet Based Bootstrapped Test of Covariance Stationarity
Jonathan B. Hill, Tianqi Li
We propose a covariance stationarity test for an otherwise dependent and possibly globally non-stationary time series. We work in a generalized version of the new setting in Jin, W…
Testing (Infinitely) Many Zero Restrictions
Jonathan B. Hill
This paper proposes a max-test for testing (possibly infinitely) many zero parameter restrictions in an extremum estimation framework. The test statistic is formed by estimating ke…
Weak-Identification Robust Wild Bootstrap applied to a Consistent Model Specification Test
Jonathan B. Hill
We present a new robust bootstrap method for a test when there is a nuisance parameter under the alternative, and some parameters are possibly weakly or non-identified. We focus on…
Asymptotic Theory for the Maximum of an Increasing Sequence of Parametric Functions
Jonathan B. Hill
\cite{HillMotegi2017} present a new general asymptotic theory for the maximum of a random array , where…
A Max-Correlation White Noise Test for Weakly Dependent Time Series
Jonathan B. Hill, Kaiji Motegi
This paper presents a bootstrapped p-value white noise test based on the maximum correlation, for a time series that may be weakly dependent under the null hypothesis. The time ser…