EconPapers    
Economics at your fingertips  
 

Details about Timothy Armstrong

Workplace:Department of Economics, University of Southern California, (more information at EDIRC)

Access statistics for papers by Timothy Armstrong.

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

Short-id: par625


Jump to Journal Articles Software Items

Working Papers

2023

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

2022

  1. Robust Empirical Bayes Confidence Intervals
    Papers, arXiv.org Downloads View citations (3)

2021

  1. Finite-Sample Optimal Estimation and Inference on Average Treatment Effects Under Unconfoundedness
    Papers, arXiv.org Downloads View citations (16)
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2017) Downloads View citations (2)
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2018) Downloads View citations (3)

    See also Journal Article Finite‐Sample Optimal Estimation and Inference on Average Treatment Effects Under Unconfoundedness, Econometrica, Econometric Society (2021) Downloads View citations (13) (2021)

2020

  1. Sensitivity Analysis using Approximate Moment Condition Models
    Papers, arXiv.org Downloads View citations (7)
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2019) Downloads View citations (10)
    Working Papers, Princeton University. Economics Department. (2020) Downloads
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2018) Downloads View citations (6)

    See also Journal Article Sensitivity analysis using approximate moment condition models, Quantitative Economics, Econometric Society (2021) Downloads View citations (8) (2021)

2019

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

2018

  1. Simple and Honest Confidence Intervals in Nonparametric Regression
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (2)
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2016) Downloads View citations (6)
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2018) Downloads View citations (2)
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2016) Downloads View citations (6)

    See also Journal Article Simple and honest confidence intervals in nonparametric regression, Quantitative Economics, Econometric Society (2020) Downloads View citations (21) (2020)

2017

  1. A Simple Adjustment for Bandwidth Snooping
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (1)
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2016) Downloads
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2015) Downloads View citations (1)
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2014) Downloads View citations (2)

    See also Journal Article A Simple Adjustment for Bandwidth Snooping, The Review of Economic Studies, Review of Economic Studies Ltd (2018) Downloads View citations (5) (2018)
  2. On the Choice of Test Statistic for Conditional Moment Inequalities
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2016) Downloads View citations (1)
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2014) Downloads View citations (1)

    See also Journal Article On the choice of test statistic for conditional moment inequalities, Journal of Econometrics, Elsevier (2018) Downloads View citations (5) (2018)
  3. Optimal Inference in a Class of Regression Models
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2017) Downloads
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2016) Downloads View citations (5)

    See also Journal Article Optimal Inference in a Class of Regression Models, Econometrica, Econometric Society (2018) Downloads View citations (53) (2018)

2016

  1. Unbiased Instrumental Variables Estimation under Known First-Stage Sign
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2015) Downloads View citations (2)
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2015) Downloads View citations (2)
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2015) Downloads View citations (2)
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2015) Downloads View citations (2)
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2016) Downloads

    See also Journal Article Unbiased instrumental variables estimation under known first‐stage sign, Quantitative Economics, Econometric Society (2017) Downloads View citations (13) (2017)

2015

  1. Adaptive Testing on a Regression Function at a Point
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (17)
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2014) Downloads View citations (2)
  2. Inference on Optimal Treatment Assignments
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (10)
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2013) Downloads View citations (1)
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2014) Downloads View citations (3)
  3. Multiscale Adaptive Inference on Conditional Moment Inequalities
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2013) Downloads View citations (8)
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2014) Downloads View citations (2)

    See also Journal Article Multiscale adaptive inference on conditional moment inequalities, Journal of Econometrics, Elsevier (2016) Downloads View citations (28) (2016)

2014

  1. A Note on Minimax Testing and Confidence Intervals in Moment Inequality Models
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads 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 Downloads View citations (13)
    See also Working Paper Finite-Sample Optimal Estimation and Inference on Average Treatment Effects Under Unconfoundedness, Papers (2021) Downloads View citations (16) (2021)
  2. Sensitivity analysis using approximate moment condition models
    Quantitative Economics, 2021, 12, (1), 77-108 Downloads View citations (8)
    See also Working Paper Sensitivity Analysis using Approximate Moment Condition Models, Papers (2020) Downloads View citations (7) (2020)

2020

  1. Simple and honest confidence intervals in nonparametric regression
    Quantitative Economics, 2020, 11, (1), 1-39 Downloads View citations (21)
    See also Working Paper Simple and Honest Confidence Intervals in Nonparametric Regression, Cowles Foundation Discussion Papers (2018) Downloads View citations (2) (2018)

2018

  1. A Simple Adjustment for Bandwidth Snooping
    The Review of Economic Studies, 2018, 85, (2), 732-765 Downloads View citations (5)
    See also Working Paper A Simple Adjustment for Bandwidth Snooping, Cowles Foundation Discussion Papers (2017) Downloads View citations (1) (2017)
  2. On the choice of test statistic for conditional moment inequalities
    Journal of Econometrics, 2018, 203, (2), 241-255 Downloads View citations (5)
    See also Working Paper On the Choice of Test Statistic for Conditional Moment Inequalities, Cowles Foundation Discussion Papers (2017) Downloads (2017)
  3. Optimal Inference in a Class of Regression Models
    Econometrica, 2018, 86, (2), 655-683 Downloads View citations (53)
    See also Working Paper Optimal Inference in a Class of Regression Models, Cowles Foundation Discussion Papers (2017) Downloads (2017)

2017

  1. Unbiased instrumental variables estimation under known first‐stage sign
    Quantitative Economics, 2017, 8, (2), 479-503 Downloads View citations (13)
    See also Working Paper Unbiased Instrumental Variables Estimation under Known First-Stage Sign, Cowles Foundation Discussion Papers (2016) Downloads (2016)

2016

  1. Large Market Asymptotics for Differentiated Product Demand Estimators With Economic Models of Supply
    Econometrica, 2016, 84, 1961-1980 Downloads View citations (40)
  2. Multiscale adaptive inference on conditional moment inequalities
    Journal of Econometrics, 2016, 194, (1), 24-43 Downloads View citations (28)
    See also Working Paper Multiscale Adaptive Inference on Conditional Moment Inequalities, Cowles Foundation Discussion Papers (2015) Downloads (2015)

2015

  1. Asymptotically exact inference in conditional moment inequality models
    Journal of Econometrics, 2015, 186, (1), 51-65 Downloads View citations (20)

2014

  1. A fast resample method for parametric and semiparametric models
    Journal of Econometrics, 2014, 179, (2), 128-133 Downloads View citations (12)
  2. Weighted KS statistics for inference on conditional moment inequalities
    Journal of Econometrics, 2014, 181, (2), 92-116 Downloads View citations (43)

2013

  1. Bounds in auctions with unobserved heterogeneity
    Quantitative Economics, 2013, 4, (3), 377-415 Downloads 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 Downloads
 
Page updated 2024-07-17