3 papers
econ.EM2026
Kernel Minimum Distance Estimation and Testing with Conditional Moment Restrictions: A Unified Framework
Yuhao Li, Haokun Lu, Xiaojun Song
We propose a unified Kernel Minimum Distance (KMD) framework for estimating and testing models defined by conditional moment restrictions. By embedding conditional moments into a R…
econ.EM2026
Orthogonal Integrated Conditional Moment Tests for Treatment Effect Heterogeneity
Haokun Lu, Xiaojun Song
We propose a nonparametric integrated conditional moment (ICM) test for treatment effect heterogeneity across subpopulations defined by a given covariate subvector. Under unconfoun…
stat.ME2023
Mixture Conditional Regression with Ultrahigh Dimensional Text Data for Estimating Extralegal Factor Effects
Jiaxin Shi, Fang Wang, Yuan Gao +2
Testing judicial impartiality is a problem of fundamental importance in empirical legal studies, for which standard regression methods have been popularly used to estimate the extr…