3 papers
econ.EM2026
Influence Function: Local Robustness and Efficiency
Xiye Yang, Ruonan Xu
This paper introduces a direct differentiation-based framework that unifies the derivation of influence functions across parametric, nonparametric, and semiparametric models. We sh…
econ.EM2026
Distributionally Robust Treatment Effect
Ruonan Xu, Xiye Yang
Using only retrospective data, we study the problem of predicting treatment effects for the same treatment/policy implemented in a different location or time period. We propose a d…
econ.EM2024
Clustering with Potential Multidimensionality: Inference and Practice
Ruonan Xu, Luther Yap
We show how clustering standard errors in one or more dimensions can be justified in M-estimation when there is sampling or assignment uncertainty. Since existing procedures for va…