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econ.EM2025
Improved inference for nonparametric regression and regression-discontinuity designs
Giuseppe Cavaliere, Sílvia Gonçalves, Morten Ørregaard Nielsen +1
Nonparametric regression and regression-discontinuity designs suffer from smoothing bias that distorts conventional confidence intervals. Solutions based on robust bias correction…
econ.EM2023
Inference on common trends in functional time series
Morten Ørregaard Nielsen, Won-Ki Seo, Dakyung Seong
We study statistical inference on unit roots and cointegration for time series in a Hilbert space. We develop statistical inference on the number of common stochastic trends embedd…