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stat.ME2025
Sharp Hybrid Confidence Bands for Partially Identified Treatment Effects under Tail Uncertainty with an Application to Workforce Gender Diversity and Firm Performance
Grace Lordan, Kaveh Salehzadeh Nobari
Manski's nonparametric bounds partially identify the average treatment effects (ATEs) under minimal assumptions, yielding an interval-valued estimand with endpoints that depend on…
stat.ME2024
-Regularized Generalized Least Squares
Kaveh S. Nobari, Alex Gibberd
We study an -regularized generalized least-squares (GLS) estimator for high-dimensional regressions with autocorrelated errors. Specifically, we consider the case where e…
stat.ME2023
Disaggregating Time-Series with Many Indicators: An Overview of the DisaggregateTS Package
Luke Mosley, Kaveh Salehzadeh Nobari, Giuseppe Brandi +1
Low-frequency time-series (e.g., quarterly data) are often treated as benchmarks for interpolating to higher frequencies, since they generally exhibit greater precision and accurac…