3 papers
math.ST2025
Minimax Semiparametric Learning With Approximate Sparsity
Jelena Bradic, Victor Chernozhukov, Whitney K. Newey +1
Estimating linear, mean-square continuous functionals is a pivotal challenge in statistics. In high-dimensional contexts, this estimation is often performed under the assumption of…
econ.EM2025
New possibilities in identification of binary choice models with fixed effects
Yinchu Zhu
We study the identification of binary choice models with fixed effects. We propose a condition called sign saturation and show that this condition is sufficient for identifying the…
econ.EM2025
Debiasing and -tests for synthetic control inference on average causal effects
Victor Chernozhukov, Kaspar Wuthrich, Yinchu Zhu
We propose a practical and robust method for making inferences on average treatment effects estimated by synthetic controls. We develop a -fold cross-fitting procedure for bias…