4 citations · 4 across the 2 of their papers we have counts for
4 papers · 1 filter
Gaussian approximation for maximum score and non-smooth M-estimators with multiway dependence
Harold D. Chiang, Ahnaf Rafi
The maximum score estimator of Manski (1975) provides an elegant approach to estimate slope coefficient in binary choice models without requiring parametric assumptions on the erro…
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…