2 papers
econ.EM2026
Bounds for Standard Errors in Combined Data
Jooyoung Cha, Yuya Sasaki, Nelson Matthew P. Tan
We propose methods for constructing lower bounds on the standard errors of parameters estimated from moment conditions obtained across different samples. Sharp explicit bounds are…
econ.EM2024
Local Projections Inference with High-Dimensional Covariates without Sparsity
Jooyoung Cha
This paper presents a comprehensive local projections (LP) framework for estimating future responses to current shocks, robust to high-dimensional controls without relying on spars…