2 papers
econ.EM2026
Corrected Forecast Combinations
Chu-An Liu, Andrey L. Vasnev
This paper proposes corrected forecast combinations when the original combined forecast errors are serially dependent. Motivated by the classic Bates and Granger (1969) example, we…
econ.EM2024
Lee Bounds with a Continuous Treatment in Sample Selection
Ying-Ying Lee, Chu-An Liu
We study causal inference in sample selection models where a continuous or multivalued treatment affects both outcome and their observability (eg., employment or survey response).…