various tail dependence patterns. Using regression analysis of the upper and lower tail dependence simultaneously, we have …

We develop inference procedures for policy analysis based on regression methods. We consider policy interventions that … covariates, or both. Under either of these policy scenarios, we derive functional central limit theorems for regression … effect, or stochastic dominance. Our theory applies to general policy interventions and covers the main regression methods …

economics. In this article we develop modeling and inference tools for counterfactual distributions based on regression methods … scenarios we derive joint functional central limit theorems and bootstrap validity results for regression-based estimators of … the main regression methods including classical, quantile, duration, and distribution regressions. We illustrate the …