 Assumption-lean falsification tests of rate double-robustness of
double-machine-learning estimatorsJournal of Econometrics (J. Econometrics), 2023 |
 Higher-order Refinements of Small Bandwidth Asymptotics for
Density-Weighted Average Derivative EstimatorsJournal of Econometrics (JE), 2022 |
 Treatment Effect Estimation with Efficient Data AggregationBernoulli (Bernoulli), 2022 |
 The costs and benefits of uniformly valid causal inference with
high-dimensional nuisance parametersStatistical Science (Statist. Sci.), 2021 |
 Valid Heteroskedasticity Robust TestingEconometric Theory (ET), 2021 |
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 On rank estimators in increasing dimensionsJournal of Econometrics (JE), 2019 |
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 Omitted variable bias of Lasso-based inference methods: A finite sample
analysisReview of Economics and Statistics (REStat), 2019 |
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 Statistical inference with F-statistics when fitting simple models to
high-dimensional dataEconometric Theory (ET), 2019 |
