Continuity of the Distribution Function of the arg max of a Gaussian Process (with Matias Cattaneo, Gregory Cox, and Kenichi Nagasawa)
PaperHigher-order Refinements of Small Bandwidth Asymptotics for Density-Weighted Average Derivative Estimators (with Matias Cattaneo, Max Farrell, and Ricardo Masini)
Journal of Econometrics, forthcoming
PreprintTowards a General Large Sample Theory for Regularized Estimators (with Demian Pouzo)
July 2020
Paper