4 citations · 6 across the 5 of their papers we have counts for
5 papers
Maximum score and non-smooth M-estimators with multiway dependence
Harold D. Chiang, Ahnaf Rafi
Under i.i.d. sampling, the maximum score estimator of Manski (1975) converges at the cube-root rate to a non-Gaussian limit. We show that, under multiway dependence and low-level c…
Regression Discontinuity Design with Spillovers
Eric Auerbach, Yong Cai, Ahnaf Rafi
This paper studies regression discontinuity designs (RDD) when linear-in-means spillovers occur between units that are close in their running variable. We show that the RDD estiman…
Efficient Semiparametric Estimation of Average Treatment Effects Under Covariate Adaptive Randomization
Ahnaf Rafi
Experiments that use covariate adaptive randomization (CAR) are commonplace in applied economics and other fields. In such experiments, the experimenter first stratifies the sample…
Bootstrap based asymptotic refinements for high-dimensional nonlinear models
Joel L. Horowitz, Ahnaf Rafi
We consider penalized extremum estimation of a high-dimensional, possibly nonlinear model that is sparse in the sense that most of its parameters are zero but some are not. We use…
On the Performance of the Neyman Allocation with Small Pilots
Yong Cai, Ahnaf Rafi
The Neyman Allocation is used in many papers on experimental design, which typically assume that researchers have access to large pilot studies. This may be unrealistic. To underst…