Contact Information

Eisenhauer, P., Janys, L., Walsh, C. and Gabler, J. (2026+),  Structural models for policy-making. Coping with parametric uncertainty, International Economic Review, working paper version

Rücker, M., Vogt, M., Linton, O. and Walsh, C. (2025), Estimation and inference in high-dimensional panel data models with interactive fixed effects, Quantitative Economics, 16 (4), 1457 - 1509,  paper 

Walsh, C.   and Jentsch, C. (2025), Nearest neighbor matching: M-out-of-N bootstrapping without bias correction vs. the naive bootstrap,  Econometrics and Statistics.  36, 81 - 89, paper 

Walsh, C.  and Vogt, M. (2023),  Locally Stationary Multiplicative Volatility Modeling, Journal of Business & Economic Statistics, 41 (2), 497 - 508, paper,  code 

Vogt, M.  and  Walsh, C. P. (2019) , Estimating Nonlinear Additive Models with Nonstationarities and Correlated Errors, Scandinavian Journal of Statistics, 46 (1), 160 - 199, paper

 Weighted bootstrap consistency for matching estimators: the role of bias-correction'', with C. Jentsch and S.T. Hossain,  SFB 823 Discussion Paper 08/2021

Revisiting the Stealth Trading Hypothesis: Does Time-Varying Liquidity Explain the Size Effect?, with G. Cebiroglu and N. Hautsch, working paper 

Resampling based bias-correction for nearest neighbor matching  with C. Jentsch and M. Hafer

Selecting Relevant Outcomes in Multiple Outcome Treatment Effect Models by Sparse Group LASSO, with L. Janys

R package implementing smooth backfitting algorithm.