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econ.EM2026
Robust Inference for Convex Pairwise Difference Estimators
Matias D. Cattaneo, Michael Jansson, Kenichi Nagasawa
This paper develops distribution theory and bootstrap-based inference methods for a broad class of convex pairwise difference estimators. These estimators minimize a kernel-weighte…
econ.EM2025
Continuity of the Distribution Function of the argmax of a Gaussian Process
Matias D. Cattaneo, Gregory Fletcher Cox, Michael Jansson +1
Certain extremum estimators have asymptotic distributions that are non-Gaussian, yet characterizable as the distribution of the of a Gaussian process. This paper presents…