The paper constructs minimax-bias estimators and uniformly valid confidence intervals for weighted estimands by bounding differences via parameter heterogeneity and weight distance.
Econometrica , volume=
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Develops asymptotic theory and bootstrap inference for the τ-quantile of cross-sectional individual coefficient distributions in panel data under stochastic and deterministic designs.
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Robust Inference for Weighted Estimands
The paper constructs minimax-bias estimators and uniformly valid confidence intervals for weighted estimands by bounding differences via parameter heterogeneity and weight distance.
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Estimation and Inference for the $\tau$-Quantile of Individual Heterogeneous Coefficient
Develops asymptotic theory and bootstrap inference for the τ-quantile of cross-sectional individual coefficient distributions in panel data under stochastic and deterministic designs.