2 citations · 2 across the 3 of their papers we have counts for
4 papers
Choosing the Dictionary and Penalty for IV-LASSO
Yukun Ma, Manu Navjeevan, Bogdan Salahub
Estimating an instrumental variables (IV) first stage with the least absolute shrinkage and selection operator (LASSO) requires choosing a dictionary and penalty. Existing rules ta…
Doubly Robust Estimators with Weak Overlap
Yukun Ma, Pedro H. C. Sant'Anna, Yuya Sasaki +1
Doubly robust (DR) estimators guard against model misspecification but remain sensitive to weak covariate overlap. We show that trimming propensity scores reduces variance but elim…
Identification-robust inference for the LATE with high-dimensional covariates
Yukun Ma
This paper presents an inference method for the local average treatment effect (LATE) in the presence of high-dimensional covariates, regardless of the strength of identification.…
Dyadic double/debiased machine learning for analyzing determinants of free trade agreements
Harold D Chiang, Yukun Ma, Joel Rodrigue +1
This paper presents novel methods and theories for estimation and inference about parameters in econometric models using machine learning for nuisance parameters estimation when da…