Details about Jad Beyhum

Access statistics for papers by Jad Beyhum.

Last updated 2025-12-10. Update your information in the RePEc Author Service.

Short-id: pbe1455

Working Papers

2025

1. Estimation of the complier causal hazard ratio under dependent censoring
   Papers, arXiv.org
2. Factor-augmented sparse MIDAS regressions with an application to nowcasting
   Papers, arXiv.org View citations (2)
   Also in Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven (2024)
3. High-dimensional censored MIDAS logistic regression for corporate survival forecasting
   Papers, arXiv.org
4. Inference after discretizing time-varying unobserved heterogeneity
   Papers, arXiv.org

2024

5. Counterfactuals in factor models
   Papers, arXiv.org
6. Identification with possibly invalid IVs
   Papers, arXiv.org
7. Inference after discretizing unobserved heterogeneity
   Working Papers, HAL
   Also in PSE Working Papers, HAL (2024)
   CeMMAP working papers, Institute for Fiscal Studies (2024)
8. One-step smoothing splines instrumental regression
   Post-Print, HAL
   Also in Papers, arXiv.org (2024)
   See also Journal Article One-step smoothing splines instrumental regression, The Econometrics Journal, Royal Economic Society (2025) (2025)
9. Testing for sparse idiosyncratic components in factor-augmented regression models
   Papers, arXiv.org
   See also Journal Article Testing for sparse idiosyncratic components in factor-augmented regression models, Journal of Econometrics, Elsevier (2024) (2024)

2023

10. Factor and Factor Loading Augmented Estimators for Panel Regression With Possibly Nonstrong Factors
    Post-Print, HAL View citations (5)
    See also Journal Article Factor and Factor Loading Augmented Estimators for Panel Regression With Possibly Nonstrong Factors, Journal of Business & Economic Statistics, Taylor & Francis Journals (2022) View citations (3) (2022)
11. Instrumental variable estimation of the proportional hazards model by presmoothing
    Papers, arXiv.org View citations (1)
12. Instrumental variable quantile regression under random right censoring
    Papers, arXiv.org View citations (2)
    See also Journal Article Instrumental variable quantile regression under random right censoring, The Econometrics Journal, Royal Economic Society (2024) View citations (3) (2024)
13. One-step nonparametric instrumental regression using smoothing splines
    Working Papers, HAL
    Also in TSE Working Papers, Toulouse School of Economics (TSE) (2023) View citations (1)
14. Testing for homogeneous treatment effects in linear and nonparametric instrumental variable models
    Papers, arXiv.org
    See also Journal Article Testing for homogeneous treatment effects in linear and nonparametric instrumental variable models, Econometric Reviews, Taylor & Francis Journals (2024) (2024)

2022

15. Instrumental variable estimation of dynamic treatment effects on a duration outcome
    Papers, arXiv.org
    See also Journal Article Instrumental Variable Estimation of Dynamic Treatment Effects on a Duration Outcome, Journal of Business & Economic Statistics, Taylor & Francis Journals (2024) View citations (3) (2024)
16. Nonparametric Instrumental Regression With Right Censored Duration Outcomes
    Post-Print, HAL View citations (4)
    Also in Papers, arXiv.org (2020)
    TSE Working Papers, Toulouse School of Economics (TSE) (2020)
    See also Journal Article Nonparametric Instrumental Regression With Right Censored Duration Outcomes, Journal of Business & Economic Statistics, Taylor & Francis Journals (2022) View citations (5) (2022)

2021

17. A nonparametric instrumental approach to endogeneity in competing risks models
    Papers, arXiv.org
18. Factor and factor loading augmented estimators for panel regression
    TSE Working Papers, Toulouse School of Economics (TSE)
    Also in Working Papers, HAL (2020)
19. Two-stage least squares with a randomly right censored outcome
    Papers, arXiv.org

2020

20. Inference robust to outliers with L1‐norm penalization
    Post-Print, HAL
    Also in TSE Working Papers, Toulouse School of Economics (TSE) (2019)

2019

21. Square-root nuclear norm penalized estimator for panel data models with approximately low-rank unobserved Heterogeneity
    TSE Working Papers, Toulouse School of Economics (TSE) View citations (17)

Journal Articles

2025

1. One-step smoothing splines instrumental regression
   The Econometrics Journal, 2025, 28, (2), 176-197
   See also Working Paper One-step smoothing splines instrumental regression, Post-Print (2024) (2024)

2024

2. An instrumental variable approach under dependent censoring
   TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2024, 33, (2), 473-495 View citations (2)
3. High-dimensional nonconvex LASSO-type M-estimators
   Journal of Multivariate Analysis, 2024, 202, (C)
4. Instrumental Variable Estimation of Dynamic Treatment Effects on a Duration Outcome
   Journal of Business & Economic Statistics, 2024, 42, (2), 732-742 View citations (3)
   See also Working Paper Instrumental variable estimation of dynamic treatment effects on a duration outcome, Papers (2022) (2022)
5. Instrumental variable quantile regression under random right censoring
   The Econometrics Journal, 2024, 27, (1), 21-36 View citations (3)
   See also Working Paper Instrumental variable quantile regression under random right censoring, Papers (2023) View citations (2) (2023)
6. Testing for homogeneous treatment effects in linear and nonparametric instrumental variable models
   Econometric Reviews, 2024, 43, (7), 540-557
   See also Working Paper Testing for homogeneous treatment effects in linear and nonparametric instrumental variable models, Papers (2023) (2023)
7. Testing for sparse idiosyncratic components in factor-augmented regression models
   Journal of Econometrics, 2024, 244, (1)
   See also Working Paper Testing for sparse idiosyncratic components in factor-augmented regression models, Papers (2024) (2024)

2023

8. A nonparametric instrumental approach to confounding in competing risks models
   Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, 2023, 29, (4), 709-734 View citations (2)
9. Discussion on “Instrumented difference‐in‐differences” by Ting Ye, Ashkan Ertefaie, James Flory, Sean Hennessy, and Dylan S. Small
   Biometrics, 2023, 79, (2), 582-586
10. High-dimensional inference robust to outliers with ℓ1-norm penalization
    Communications in Statistics - Theory and Methods, 2023, 52, (16), 5866-5876
11. Robust censored regression with $$\ell _1$$ ℓ 1 -norm regularization
    TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2023, 32, (1), 146-162

2022

12. Factor and Factor Loading Augmented Estimators for Panel Regression With Possibly Nonstrong Factors
    Journal of Business & Economic Statistics, 2022, 41, (1), 270-281 View citations (3)
    See also Working Paper Factor and Factor Loading Augmented Estimators for Panel Regression With Possibly Nonstrong Factors, Post-Print (2023) View citations (5) (2023)
13. Nonparametric Instrumental Regression With Right Censored Duration Outcomes
    Journal of Business & Economic Statistics, 2022, 40, (3), 1034-1045 View citations (5)
    See also Working Paper Nonparametric Instrumental Regression With Right Censored Duration Outcomes, Post-Print (2022) View citations (4) (2022)