8 papers
IV regression with distribution-valued outcomes
David Van Dijcke, Kaspar Wüthrich
We develop IV Fréchet regression (IVFR), an instrumental-variable (IV) method for settings where the outcome is an entire distribution. Framing the problem as an IV regression in…
Inference with few treated units
Luis Alvarez, Bruno Ferman, Kaspar Wüthrich
In many causal inference applications, only one or a few units (or clusters of units) are treated. An important challenge in such settings is that standard inference methods relyin…
A model of multiple hypothesis testing
Davide Viviano, Kaspar Wuthrich, Paul Niehaus
Multiple hypothesis testing practices vary widely, without consensus on which are appropriate when. This paper provides an economic foundation for these practices designed to captu…
The Power of Tests for Detecting -Hacking
Graham Elliott, Nikolay Kudrin, Kaspar Wüthrich
A flourishing empirical literature investigates the prevalence of -hacking based on the distribution of -values across studies. Interpreting results in this literature requir…
Debiasing and -tests for synthetic control inference on average causal effects
Victor Chernozhukov, Kaspar Wuthrich, Yinchu Zhu
We propose a practical and robust method for making inferences on average treatment effects estimated by synthetic controls. We develop a -fold cross-fitting procedure for bias…
Bias correction for quantile regression estimators
Grigory Franguridi, Bulat Gafarov, Kaspar Wuthrich
We study the bias of classical quantile regression and instrumental variable quantile regression estimators. While being asymptotically first-order unbiased, these estimators can h…