52 citations · 99 across the 10 of their papers we have counts for
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stat.ME2020★ 2 cited
An estimator for predictive regression: reliable inference for financial economics
Neil Shephard
Estimating linear regression using least squares and reporting robust standard errors is very common in financial economics, and indeed, much of the social sciences and elsewhere.…
stat.ME2020
Panel Experiments and Dynamic Causal Effects: A Finite Population Perspective
Iavor Bojinov, Ashesh Rambachan, Neil Shephard
In panel experiments, we randomly assign units to different interventions, measuring their outcomes, and repeating the procedure in several periods. Using the potential outcomes fr…