no code implementations • 20 Aug 2023 • Harold D. Chiang, Yuya Sasaki, Yulong Wang
Conventional methods of cluster-robust inference are inconsistent in the presence of unignorably large clusters.
no code implementations • 21 Aug 2021 • Jooyoung Cha, Harold D. Chiang, Yuya Sasaki
This paper proposes a new method of inference in high-dimensional regression models and high-dimensional IV regression models.
no code implementations • 28 Feb 2021 • Harold D. Chiang, Jiatong Li, Yuya Sasaki
This paper proposes a novel method of algorithmic subsampling (data sketching) for multiway cluster dependent data.
no code implementations • 12 Feb 2021 • Harold D. Chiang, Kengo Kato, Yuya Sasaki, Takuya Ura
We develop a novel method of constructing confidence bands for nonparametric regression functions under shape constraints.
no code implementations • 17 Oct 2020 • Harold D. Chiang, Bing Yang Tan
This paper studies the asymptotic properties of and alternative inference methods for kernel density estimation (KDE) for dyadic data.
no code implementations • 10 Sep 2020 • Harold D. Chiang, Kengo Kato, Yuya Sasaki
We consider inference for high-dimensional separately and jointly exchangeable arrays where the dimensions may be much larger than the sample sizes.
no code implementations • 21 Dec 2018 • Harold D. Chiang
We study estimation, pointwise and simultaneous inference, and confidence intervals for many average partial effects of lasso Logit.