* indicates current or former PhD students supervised or mentored

13. "Regression adjustment in completely randomised experiments with many covariates"

Journal of Econometrics, forthcoming

Harold D. Chiang, Yukitoshi Matsushita, and Taisuke Otsu

       Supplementary Appendix

12. "Double machine learning for dyadic data"

Harold D. Chiang, Joel Rodrigue, Yukun Ma*, and Yuya Sasaki

Econometric Theory, forthcoming

       Supplementary Appendix

11."Standard errors for two-way clustering with serially correlated time effects"

Harold D. Chiang, Bruce E. Hansen, and Yuya Sasaki

Review of Economics and Statistics, forthcoming

       Supplementary Appendix

10. "Inference in high-dimensional regression models without the exact or Lp sparsity"

Jooyoung Cha*, Harold D. Chiang, and Yuya Sasaki

Review of Economics and Statistics, forthcoming

       R Code   Supplementary Appendix

9."Multiway empirical likelihood"

Harold D. Chiang, Yukitoshi Matsushita, and Taisuke Otsu

Journal of Econometrics (2025)

       Online Supplementary Appendix

8. "Algorithmic subsampling under multiway clustering"

Harold D. Chiang, Jiatong Li*, and Yuya Sasaki

      Econometric Theory (2025)

       R Code

7. "Inference for high-dimensional exchangeable arrays"

Harold D. Chiang, Kengo Kato, and Yuya Sasaki

Journal of the American Statistical Association (2023)

R Code and Supplementary Appendix

6. "Post-selection inference in three-dimensional panel data"

     Harold D. Chiang, Joel Rodrigue, and Yuya Sasaki

     Econometric Theory (2023)

5. "Empirical likelihood and uniform convergence rates for dyadic kernel density estimation"

Harold D. Chiang and Bing Yang Tan

Journal of Business and Economic Statistics (2023)

4."Multiway cluster-robust double/debiased machine learning"

     Harold D. Chiang, Kengo Kato, Yukun Ma*, and Yuya Sasaki

    Journal of Business and Economic Statistics (2022)

    Correction for Table 2   Python Package   R Package   R Code   Stata Code

     The command can be installed by "ssc install crhdreg" in Stata command prompt.

3."Quantile treatment effects in the regression kink design"

     Heng Chen, Harold D. Chiang, and Yuya Sasaki

    Econometric Theory (2020)

     Stata Code

2. "Robust uniform inference for quantile treatment effects in regression discontinuity designs"

     Harold D. Chiang, Yu-Chin Hsu, and Yuya Sasaki

     Journal of Econometrics (2019)

      R Code   Stata Code   Supplement

1. "Causal inference by quantile regression kink designs"

     Harold D. Chiang and Yuya Sasaki

     Journal of Econometrics (2019)

     R Code   Stata Code   Data  

"Many average partial effects: with an application to text regression"

Harold D. Chiang

arXiv

"Linear programming approach to nonparametric inference under shape restrictions: with an application to regression kink designs"

Harold D. Chiang, Kengo Kato, Yuya Sasaki, and Takuya Ura

arXiv