Amilcar Velez
Amilcar Velez
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Working papers
Identification and Inference on Treatment Effects under Covariate-Adaptive Randomization and Imperfect Compliance
joint with Federico Bugni, Mengsi Gao, and Filip Obradovic. *Draft coming soon.*
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. *New version available!*
Linear IV Model with Missing Data on the Instrumental Variable
Draft coming *soon*
The Local Projection Residual Bootstrap for AR(1) Models
New version available!
Representation Learning in Linear Factor Models
joint with José Luis Montiel Olea.
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