3 papers
econ.EM2025
Nonparametric Uniform Inference in Binary Classification and Policy Values
Nan Liu, Yanbo Liu, Yuya Sasaki +1
We develop methods for nonparametric uniform inference in cost-sensitive binary classification, a framework that encompasses maximum score estimation, predicting utility maximizing…
econ.EM2024
Estimation and Inference for Causal Functions with Multiway Clustered Data
Nan Liu, Yanbo Liu, Yuya Sasaki
This paper proposes methods of estimation and uniform inference for a general class of causal functions, such as the conditional average treatment effects and the continuous treatm…
econ.EM2023
Some Finite-Sample Results on the Hausman Test
Jinyong Hahn, Zhipeng Liao, Nan Liu +1
This paper shows that the endogeneity test using the control function approach in linear instrumental variable models is a variant of the Hausman test. Moreover, we find that the t…