Manu Navjeevan

We study inference in models where a transformation of parameters exhibits first-order degeneracy -- that is, its gradient is zero or close to zero, making the standard delta method invalid. A leading example is causal mediation analysis,…

Using modifications of Lindeberg's interpolation technique, I propose a new identification-robust test for the structural parameter in a heteroskedastic instrumental variables model. While my analysis allows the number of instruments to be…

This paper develops a class of potential outcomes models characterized by three main features: (i) Unobserved heterogeneity can be represented by a vector of potential outcomes and a type describing the manner in which an instrument…

Plausible identification of conditional average treatment effects (CATEs) may rely on controlling for a large number of variables to account for confounding factors. In these high-dimensional settings, estimation of the CATE requires…