activity
20242026
collaborators

8 papers

econ.EM2026

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…

econ.EM2026

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…

econ.GN2026

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…

econ.EM2025

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…

econ.EM2025

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…

econ.EM2025

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…