3 papers
econ.EM2025
Compound Selection Decisions: An Almost SURE Approach
Jiafeng Chen, Lihua Lei, Timothy Sudijono +2
This paper proposes methods for producing compound selection decisions in a Gaussian sequence model. Given unknown, fixed parameters and known with observation…
econ.EM2025
Estimating Treatment Effects Under Bounded Heterogeneity
Soonwoo Kwon, Liyang Sun
Specifications that impose constant treatment effects are common and can be biased under heterogeneity, whereas fully flexible alternatives can be imprecise or infeasible. Under a…
econ.EM2025
Policy Learning with Confidence
Victor Chernozhukov, Sokbae Lee, Adam M. Rosen +1
This paper introduces a rule for policy selection in the presence of estimation uncertainty, explicitly accounting for estimation risk. The rule belongs to the class of risk-aware…