PUBLISHED/ACCEPTED PAPERS
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, conditionally accepted
Supplementary Appendix
10."Multiway empirical likelihood"
Harold D. Chiang, Yukitoshi Matsushita, and Taisuke Otsu
Journal of Econometrics, conditionally accepted
Online Supplementary Appendix
9. "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
8. "Algorithmic subsampling under multiway clustering"
Harold D. Chiang, Jiatong Li, and Yuya Sasaki
Econometric Theory, forthcoming
R Code
7. "Inference for high-dimensional exchangeable arrays"
Harold D. Chiang, Kengo Kato, and Yuya Sasaki
Journal of the American Statistical Association, 118 (543), pp. 1595-1605 (2023)
6. "Empirical likelihood and uniform convergence rates for dyadic kernel density estimation"
Harold D. Chiang and Bing Yang Tan
Journal of Business and Economic Statistics, 41 (3), pp. 906-914 (2023)
5. "Post-selection inference in three-dimensional panel data"
Harold D. Chiang, Joel Rodrigue, and Yuya Sasaki
Econometric Theory, 39 (3), pp. 623-658 (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, 40 (3), pp. 1046-1056 (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, 36 (6), pp. 1167–1191 (2020)
2. "Robust uniform inference for quantile treatment effects in regression discontinuity designs"
Harold D. Chiang, Yu-Chin Hsu, and Yuya Sasaki
Journal of Econometrics, 211 (2), pp. 589-618 (2019)
1. "Causal inference by quantile regression kink designs"
Harold D. Chiang and Yuya Sasaki
Journal of Econometrics, 210 (2), pp. 405-433 (2019)