Working papers

Identification and Inference on Treatment Effects under Covariate-Adaptive Randomization and Imperfect Compliance

joint with Federico Bugni, Mengsi Gao, and Filip Obradovic. *Submitted.*

The out-of-sample prediction error of the square-root-LASSO and related estimators

joint with José Luis Montiel Olea, Cynthia Rush, and Johannes Wiesel. *Resubmitted.*

On the Asymptotic Properties of Debiased Machine Learning Estimators

New version *coming soon*

The Local Projection Residual Bootstrap for AR(1) Models

Resubmitted.

On the Power Properties of Confidence Sets for Parameters with Interval Identified Sets

joint with Federico Bugni, Mengsi Gao, and Filip Obradovic. *Submitted.*

Linear IV Model with Missing Data on the Instrumental Variable

Draft coming *soon*

Representation Learning in Linear Factor Models

joint with José Luis Montiel Olea.