• "Market counterfactuals with nonparametric supply: an ML/AI approach"

Harold D. Chiang, Jack Collison, Lorenzo Magnolfi, and Christopher Sullivan

-Extended abstract in Proceedings of the 26th ACM Conference on Economics and Computation (EC'25) 

• "Panel quantile regression with common shocks"

Harold D. Chiang, Antonio F. Galvao, and Chia-Min Wei*

• "Gaussian approximation for maximum score and non-smooth M-estimators with multiway dependence"

Harold D. Chiang and Ahnaf Rafi

• "Cross-fitting-free debiased machine learning with multiway dependence"

Kaicheng Chen and Harold D. Chiang

-This paper supersedes the earlier manuscript ``Maximal inequalities for separately exchangeable empirical processes" by Harold D. Chiang  (arXiv:2502.11432)

• "Empirical likelihood for random forests and ensembles"

Harold D. Chiang, Yukitoshi Matsushita, and Taisuke Otsu

• "Genuinely robust inference for clustered data"

Harold D. Chiang, Yuya Sasaki, and Yulong Wang

• "Regression adjustment in completely randomised experiments with many covariates"

Resubmitted

Harold D. Chiang, Yukitoshi Matsushita, and Taisuke Otsu

• "Extremal quantiles under two-way clustering" 

Revise and Resubmit

Harold D. Chiang, Ryutah Kato, and Yuya Sasaki

*Current and former PhD students I have supervised or mentored