3 papers
econ.EM2026
Average Marginal Effects in One-Step Partially Linear Instrumental Regressions
Lucas Girard, Elia Lapenta
We propose a novel procedure for estimating and conducting inference on average marginal effects in partially linear instrumental regressions using Reproducing Kernel Hilbert Space…
math.ST2025
Can we have it all? Non-asymptotically valid and asymptotically exact confidence intervals for expectations and linear regressions
Alexis Derumigny, Lucas Girard, Yannick Guyonvarch
We contribute to bridging the gap between large- and finite-sample inference by studying confidence sets (CSs) that are both non-asymptotically valid and asymptotically exact unifo…
econ.EM2024
Bridging Methodologies: Angrist and Imbens' Contributions to Causal Identification
Lucas Girard, Yannick Guyonvarch
In the 1990s, Joshua Angrist and Guido Imbens studied the causal interpretation of Instrumental Variable estimates (a widespread methodology in economics) through the lens of poten…