Publications

The Distributionally Robust Prediction Error of the Square-Root-LASSO and Related Estimators

joint with José Luis Montiel Olea, Cynthia Rush, and Johannes Wiesel. Accepted at The Annals of Statistics.

The Local Projection Residual Bootstrap for AR(1) Models

Accepted at Econometric Theory.

A User's Guide for Inference in Models Defined by Moment Inequalities

joint with Ivan A. Canay and Gaston Illanes. Accepted at Journal of Econometrics.

The A/B Testing Problem with Gaussian Priors

joint with Eduardo M. Azevedo, David Mao, and José Luis Montiel Olea. Journal of Economic Theory, Volume (210), June 2023.

On the Robustness to Misspecification of alpha-Posteriors and Their Variational Approximations

Joint with Marco Avella Medina, José Luis Montiel Olea, and Cynthia Rush. Journal of Machine Learning Research, 23(147):1−51, 2022.

Posterior distribution of nondifferentiable functions

Joint with Toru Kitagawa, José Luis Montiel Olea, and Jonathan Payne. Journal of Econometrics, Volume 217(1), July 2020, pp. 161-175. Supplementary Appendix (pdf).