including high-dimensional linear regression and linear instrumental variables models to illustrate the general results. …

. 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 …

We consider estimation of a dynamic distribution regression panel data model with heterogeneous coefficients across …

analysis. This paper develops a general nonparametric framework for testing monotonicity of a regression function. Using this … attainable rate of uniform consistency against models whose regression function has Lipschitz-continuous first-order derivatives … and that automatically adapts to the unknown smoothness of the regression function. Simulations show that the power of the …