activity
20232025
most citedInference for Nonlinear Endogenous Treatment Effects Accounting for High-Dimensional Covariate Complexity

1 citations · 1 across the 3 of their papers we have counts for

collaborators
Showing stat.MEShow all

1 paper · 1 filter

stat.ME2024

Robust Inference for Multiple Predictive Regressions with an Application on Bond Risk Premia

Xiaosai Liao, Xinjue Li, Qingliang Fan

We propose a robust hypothesis testing procedure for the predictability of multiple predictors that could be highly persistent. Our method improves the popular extended instrumenta…