3 papers
econ.EM2025
Distributionally Robust Treatment Effect
Ruonan Xu, Xiye Yang
Using only retrospective data, we study the problem of predicting treatment effects for the same treatment/policy implemented in a different location or time period. We propose a d…
econ.EM2025
Influence Function: Local Robustness and Efficiency
Xiye Yang, Ruonan Xu
This paper introduces a direct differentiation-based framework that unifies the derivation of influence functions across parametric, nonparametric, and semiparametric models. We sh…
econ.EM2024
Clustering with Potential Multidimensionality: Inference and Practice
Ruonan Xu, Luther Yap
We show how clustering standard errors in one or more dimensions can be justified in M-estimation when there is sampling or assignment uncertainty. Since existing procedures for va…