Details about Timothy Armstrong

Access statistics for papers by Timothy Armstrong.

Last updated 2022-04-19. Update your information in the RePEc Author Service.

Short-id: par625

Working Papers

2023

1. Bias-Aware Inference in Regularized Regression Models
   Papers, arXiv.org View citations (2)
   Also in Working Papers, Princeton University. Economics Department. (2020) View citations (1)

2022

2. Robust Empirical Bayes Confidence Intervals
   Papers, arXiv.org View citations (4)

2021

3. Finite-Sample Optimal Estimation and Inference on Average Treatment Effects Under Unconfoundedness
   Papers, arXiv.org View citations (19)
   Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2017) View citations (2)
   Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2018) View citations (3)
   See also Journal Article Finite‐Sample Optimal Estimation and Inference on Average Treatment Effects Under Unconfoundedness, Econometrica, Econometric Society (2021) View citations (14) (2021)

2020

4. Sensitivity Analysis using Approximate Moment Condition Models
   Papers, arXiv.org View citations (7)
   Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2018) View citations (7)
   Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2019) View citations (10)
   Working Papers, Princeton University. Economics Department. (2020)
   See also Journal Article Sensitivity analysis using approximate moment condition models, Quantitative Economics, Econometric Society (2021) View citations (10) (2021)

2019

5. Adaptation Bounds for Confidence Bands under Self-Similarity
   Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University
   Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2018) View citations (1)

2018

6. Simple and Honest Confidence Intervals in Nonparametric Regression
   Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (2)
   Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2016) View citations (6)
   Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2016) View citations (6)
   Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2018) View citations (2)
   See also Journal Article Simple and honest confidence intervals in nonparametric regression, Quantitative Economics, Econometric Society (2020) View citations (27) (2020)

2017

7. A Simple Adjustment for Bandwidth Snooping
   Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (1)
   Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2016)
   Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2015) View citations (1)
   Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2014) View citations (2)
   See also Journal Article A Simple Adjustment for Bandwidth Snooping, The Review of Economic Studies, Review of Economic Studies Ltd (2018) View citations (7) (2018)
8. On the Choice of Test Statistic for Conditional Moment Inequalities
   Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University
   Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2016) View citations (1)
   Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2014) View citations (1)
   See also Journal Article On the choice of test statistic for conditional moment inequalities, Journal of Econometrics, Elsevier (2018) View citations (6) (2018)
9. Optimal Inference in a Class of Regression Models
   Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University
   Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2017)
   Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2016) View citations (5)
   See also Journal Article Optimal Inference in a Class of Regression Models, Econometrica, Econometric Society (2018) View citations (59) (2018)

2016

10. Unbiased Instrumental Variables Estimation under Known First-Stage Sign
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2015) View citations (2)
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2015) View citations (2)
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2015) View citations (2)
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2015) View citations (2)
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2016)
    See also Journal Article Unbiased instrumental variables estimation under known first‐stage sign, Quantitative Economics, Econometric Society (2017) View citations (15) (2017)

2015

11. Adaptive Testing on a Regression Function at a Point
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (19)
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2014) View citations (2)
12. Inference on Optimal Treatment Assignments
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (10)
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2013) View citations (1)
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2014) View citations (3)
13. Multiscale Adaptive Inference on Conditional Moment Inequalities
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2014) View citations (2)
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2013) View citations (8)
    See also Journal Article Multiscale adaptive inference on conditional moment inequalities, Journal of Econometrics, Elsevier (2016) View citations (28) (2016)

2014

14. A Note on Minimax Testing and Confidence Intervals in Moment Inequality Models
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (3)

Journal Articles

2021

1. Finite‐Sample Optimal Estimation and Inference on Average Treatment Effects Under Unconfoundedness
   Econometrica, 2021, 89, (3), 1141-1177 View citations (14)
   See also Working Paper Finite-Sample Optimal Estimation and Inference on Average Treatment Effects Under Unconfoundedness, Papers (2021) View citations (19) (2021)
2. Sensitivity analysis using approximate moment condition models
   Quantitative Economics, 2021, 12, (1), 77-108 View citations (10)
   See also Working Paper Sensitivity Analysis using Approximate Moment Condition Models, Papers (2020) View citations (7) (2020)

2020

3. Simple and honest confidence intervals in nonparametric regression
   Quantitative Economics, 2020, 11, (1), 1-39 View citations (27)
   See also Working Paper Simple and Honest Confidence Intervals in Nonparametric Regression, Cowles Foundation Discussion Papers (2018) View citations (2) (2018)

2018

4. A Simple Adjustment for Bandwidth Snooping
   The Review of Economic Studies, 2018, 85, (2), 732-765 View citations (7)
   See also Working Paper A Simple Adjustment for Bandwidth Snooping, Cowles Foundation Discussion Papers (2017) View citations (1) (2017)
5. On the choice of test statistic for conditional moment inequalities
   Journal of Econometrics, 2018, 203, (2), 241-255 View citations (6)
   See also Working Paper On the Choice of Test Statistic for Conditional Moment Inequalities, Cowles Foundation Discussion Papers (2017) (2017)
6. Optimal Inference in a Class of Regression Models
   Econometrica, 2018, 86, (2), 655-683 View citations (59)
   See also Working Paper Optimal Inference in a Class of Regression Models, Cowles Foundation Discussion Papers (2017) (2017)

2017

7. Unbiased instrumental variables estimation under known first‐stage sign
   Quantitative Economics, 2017, 8, (2), 479-503 View citations (15)
   See also Working Paper Unbiased Instrumental Variables Estimation under Known First-Stage Sign, Cowles Foundation Discussion Papers (2016) (2016)

2016

8. Large Market Asymptotics for Differentiated Product Demand Estimators With Economic Models of Supply
   Econometrica, 2016, 84, 1961-1980 View citations (46)
9. Multiscale adaptive inference on conditional moment inequalities
   Journal of Econometrics, 2016, 194, (1), 24-43 View citations (28)
   See also Working Paper Multiscale Adaptive Inference on Conditional Moment Inequalities, Cowles Foundation Discussion Papers (2015) (2015)

2015

10. Asymptotically exact inference in conditional moment inequality models
    Journal of Econometrics, 2015, 186, (1), 51-65 View citations (23)

2014

11. A fast resample method for parametric and semiparametric models
    Journal of Econometrics, 2014, 179, (2), 128-133 View citations (12)
12. Weighted KS statistics for inference on conditional moment inequalities
    Journal of Econometrics, 2014, 181, (2), 92-116 View citations (44)

2013

13. Bounds in auctions with unobserved heterogeneity
    Quantitative Economics, 2013, 4, (3), 377-415 View citations (21)

Software Items

2021

1. EBREG: Stata module to compute Robust Empirical Bayes Confidence Intervals
   Statistical Software Components, Boston College Department of Economics