Working papers

The Local Projection Residual Bootstrap for AR(1) Models

New version available!

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.

Linear IV Model with Incomplete Data on the Instrumental Variable

Draft coming soon.

Representation Learning in Linear Factor Models

joint with José Luis Montiel Olea.