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20232026
most citedFixed-b Asymptotics for Panel Models with Two-Way Clustering

2 citations · 3 across the 6 of their papers we have counts for

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econ.EM2026

Fixed-smoothing Uniform Inference for Quantile Regression

Kaicheng Chen, Antonio F. Galvao, Seunghwa Rho +2

This paper develops fixed-smoothing (fixed-b, fixed-K) inference methods for time-series quantile regression that are robust to heteroskedasticity and autocorrelation. Our approach…

econ.EM2026

Cross-Fitting-Free Debiased Machine Learning with Multiway Dependence

Kaicheng Chen, Harold D. Chiang

This paper develops an asymptotic theory for two-step debiased machine learning (DML) estimators in generalised method of moments (GMM) models with general multiway clustered depen…