activity
20202023
most citedInference on model parameters with many L-moments

4 citations · 6 across the 4 of their papers we have counts for

collaborators

5 papers

econ.EM2023

Extensions for Inference in Difference-in-Differences with Few Treated Clusters

Luis Alvarez, Bruno Ferman

In settings with few treated units, Difference-in-Differences (DID) estimators are not consistent, and are not generally asymptotically normal. This poses relevant challenges for i…

stat.ME2022★ 4 cited

Inference on model parameters with many L-moments

Luis Alvarez, Chang Chiann, Pedro Morettin

This paper studies parameter estimation using L-moments, an alternative to traditional moments with attractive statistical properties. The estimation of model parameters by matchin…

econ.EM2022★ 2 cited

Randomization Inference Tests for Shift-Share Designs

Luis Alvarez, Bruno Ferman, Raoni Oliveira

We consider the problem of inference in shift-share research designs. The choice between existing approaches that allow for unrestricted spatial correlation involves tradeoffs, var…

econ.EM2022

Homophily in preferences or meetings? Identifying and estimating an iterative network formation model

Luis Alvarez, Cristine Pinto, Vladimir Ponczek

Is homophily in social and economic networks driven by a taste for homogeneity (preferences) or by a higher probability of meeting individuals with similar attributes (opportunity)…

econ.EM2020

Inference in Difference-in-Differences with Few Treated Units and Spatial Correlation

Luis Alvarez, Bruno Ferman

We consider the problem of inference in Difference-in-Differences (DID) when there are few treated units and errors are spatially correlated. We first show that, when there is a si…