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20172026
most citedIdentification- and many moment-robust inference via invariant moment conditions

1 citations · 1 across the 7 of their papers we have counts for

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econ.EM2026

Testing for peer effects in short panels without identifying the network structure

Tom Boot, Artūras Juodis

We propose an instrument-based test for peer effects in short-T panels when the underlying network is unknown. The test avoids estimating the network by aggregating pairwise compar…

econ.EM2026

Transformer-based CoVaR: Systemic Risk in Textual Information

Junyu Chen, Tom Boot, Lingwei Kong +1

Conditional Value-at-Risk (CoVaR) quantifies systemic financial risk by measuring the loss quantile of one asset, conditional on another asset experiencing distress. We develop a T…