Related papers: Difference-in-Discontinuities: Estimation, Inferen…
Regression discontinuity designs have been widely used in observational studies to estimate causal effects of an intervention or treatment at a cutoff point. We propose a generalization of regression discontinuity designs to handle complex…
Treatment effects in regression discontinuity designs (RDDs) are often estimated using local regression methods. \cite{Hahn:01} demonstrated that the identification of the average treatment effect at the cutoff in RDDs relies on the…
There are many physical processes that have inherent discontinuities in their mathematical formulations. This paper is motivated by the specific case of collisions between two rigid or deformable bodies and the intrinsic nature of that…
It is known that input-output approaches based on scaled small-gain theorems with constant $D$-scalings and integral linear constraints are non-conservative for the analysis of some classes of linear positive systems interconnected with…
Neural network-based methods for (un)conditional density estimation have recently gained substantial attention, as various neural density estimators have outperformed classical approaches in real-data experiments. Despite these empirical…
We establish new results for estimation and inference in financial durations models, where events are observed over a given time span, such as a trading day, or a week. For the classical autoregressive conditional duration (ACD) models by…
Selecting subsets of features that differentiate between two conditions is a key task in a broad range of scientific domains. In many applications, the features of interest form clusters with similar effects on the data at hand. To recover…
We study nonparametric distance-based (isotropic) local polynomial methods for estimating the boundary average treatment effect curve, a causal functional that captures treatment effect heterogeneity in boundary discontinuity designs. We…
This paper presents a novel framework for characterizing dissipativity of uncertain systems whose dynamics evolve according to differential-algebraic equations. Sufficient conditions for dissipativity (specializing to, e.g., stability or…
The Difference-in-Differences (DiD) method is a fundamental tool for causal inference, yet its application is often complicated by missing data. Although recent work has developed robust DiD estimators for complex settings like staggered…
Nonmonotone missing data arise routinely in empirical studies of social and health sciences, and when ignored, can induce selection bias and loss of efficiency. In practice, it is common to account for nonresponse under a missing-at-random…
Among the different possible strategies for evaluating the reliability of individual predictions of classifiers, robustness quantification stands out as a method that evaluates how much uncertainty a classifier could cope with before…
This article introduces Regression Discontinuity Design (RDD) with Distribution-Valued Outcomes (R3D), extending the standard RDD framework to settings where the outcome is a distribution rather than a scalar. Such settings arise when…
Scientists need to compare the support for models based on observed phenomena. The main goal of the evidential paradigm is to quantify the strength of evidence in the data for a reference model relative to an alternative model. This is done…
In this paper we discuss recent developments in econometrics that we view as important for empirical researchers working on policy evaluation questions. We focus on three main areas, where in each case we highlight recommendations for…
We introduce estimation and test procedures through divergence optimization for discrete or continuous parametric models. This approach is based on a new dual representation for divergences. We treat point estimation and tests for simple…
The plausibility of the ``parallel trends assumption'' in Difference-in-Differences estimation is usually assessed by a test of the null hypothesis that the difference between the average outcomes of both groups is constant over time before…
Understanding and developing a correlation measure that can detect general dependencies is not only imperative to statistics and machine learning, but also crucial to general scientific discovery in the big data age. In this paper, we…
Difference-in-differences (DID) is a widely used approach for drawing causal inference from observational panel data. Two common estimation strategies for DID are outcome regression and propensity score weighting. In this paper, motivated…
The use of formal privacy to protect the confidentiality of responses in the 2020 Decennial Census of Population and Housing has triggered renewed interest and debate over how to measure the disclosure risks and societal benefits of the…