. Efficient estimators and uniformly valid confidence intervals for regression coefficients on target variables (e.g., treatment … or policy variable) in a high-dimensional approximately sparse regression model, for average treatment effect (ATE) and … heteroscedastic and non-Gaussian errors are implemented. Moreover, joint/ simultaneous confidence intervals for regression …

of group-level unobservables, standard quantile regression techniques are inconsistent in our setting even if the …, consisting of group-by-group quantile regression followed by two-stage least squares. Using the Bahadur representation of …

Treatment effect estimates in regression discontinuity (RD) designs are often sensitive to the choice of bandwidth and … polynomial order, the two important ingredients of widely used local regression methods. While Imbens and Kalyanaraman (2012) and … of the local regression RD estimator as the criterion to guide polynomial order selection. We show in Monte Carlo …

statistics and proposed inference methods are based on the minimum of the generalized method of moments (GMM) objective function … have good power relative to unrestricted GMM. …