3 papers
econ.EM2026
Bootstrapping with AI/ML-generated labels
Timothy Christensen, Silvia Goncalves, Benoit Perron
AI/ML methods are increasingly used in economics to generate binary variables (or labels) via classification algorithms. When these generated variables are included as covariates i…
stat.ML2026
Nonparametric Instrumental Regression via Kernel Methods is Minimax Optimal
Dimitri Meunier, Zhu Li, Tim Christensen +1
We study the kernel instrumental variable (KIV) algorithm, a kernel-based two-stage least-squares method for nonparametric instrumental variable regression. We provide a convergenc…
econ.EM2025
Inference for Regression with Variables Generated by AI or Machine Learning
Laura Battaglia, Timothy Christensen, Stephen Hansen +1
Researchers now routinely use AI or other machine learning methods to estimate latent variables of economic interest, then plug-in the estimates as covariates in a regression. We s…