Details about Robert Pal Lieli

Access statistics for papers by Robert Pal Lieli.

Last updated 2023-05-09. Update your information in the RePEc Author Service.

Short-id: pli759

Working Papers

2024

1. Interacting Treatments with Endogenous Takeup
   Papers, arXiv.org

2021

2. Estimation of Conditional Average Treatment Effects with High-Dimensional Data
   Papers, arXiv.org View citations (11)
   See also Journal Article Estimation of Conditional Average Treatment Effects With High-Dimensional Data, Journal of Business & Economic Statistics, Taylor & Francis Journals (2022) View citations (18) (2022)
3. Inference for ROC Curves Based on Estimated Predictive Indices
   Papers, arXiv.org View citations (1)

2018

4. Using the Area Under an Estimated ROC Curve to Test the Adequacy of Binary Predictors
   CEU Working Papers, Department of Economics, Central European University View citations (2)
   See also Journal Article Using the area under an estimated ROC curve to test the adequacy of binary predictors, Journal of Nonparametric Statistics, Taylor & Francis Journals (2019) View citations (7) (2019)

2017

5. Estimating Counterfactual Treatment Effects to Assess External Validity
   IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan
6. Information Flow Between Prediction Markets, Polls and Media: Evidence from the 2008 Presidential Primaries
   Working Papers, University of California at Riverside, Department of Economics
   Also in Working Papers, University of California at Riverside, Department of Economics (2016)
   See also Journal Article Information flow between prediction markets, polls and media: Evidence from the 2008 presidential primaries, International Journal of Forecasting, Elsevier (2018) (2018)

2016

7. The Null Distribution of the Empirical AUC for Classi ers with Estimated Parameters: a Special Case
   IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan

2015

8. Estimation and Inference for Distribution Functions and Quantile Functions in Endogenous Treatment Effect Models
   IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan View citations (5)
9. The Impact of the Magyar Nemzeti Bank's Funding for Growth Scheme on Firm Level Investment
   MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary) View citations (7)

2014

10. Inverse Probability Weighted Estimation of Local Average Treatment Effects: A Higher Order MSE Expansion
    IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan View citations (8)
    See also Journal Article Inverse probability weighted estimation of local average treatment effects: A higher order MSE expansion, Statistics & Probability Letters, Elsevier (2014) View citations (10) (2014)

2012

11. Estimating Conditional Average Treatment Effects
    CEU Working Papers, Department of Economics, Central European University View citations (4)
    See also Journal Article Estimating Conditional Average Treatment Effects, Journal of Business & Economic Statistics, Taylor & Francis Journals (2015) View citations (60) (2015)
12. Testing the Unconfoundedness Assumption via Inverse Probability Weighted Estimators of (L)ATT
    IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan View citations (6)
    See also Journal Article Testing the Unconfoundedness Assumption via Inverse Probability Weighted Estimators of (L)ATT, Journal of Business & Economic Statistics, Taylor & Francis Journals (2014) View citations (38) (2014)

2010

13. Inverse Propensity Score Weighted Estimation of Local Average Treatment Effects and a Test of the Unconfoundedness Assumption
    CEU Working Papers, Department of Economics, Central European University View citations (1)

Journal Articles

2022

1. Counterfactual Treatment Effects: Estimation and Inference
   Journal of Business & Economic Statistics, 2022, 40, (1), 240-255 View citations (4)
2. Estimation and inference for distribution and quantile functions in endogenous treatment effect models
   Econometric Reviews, 2022, 41, (1), 22-50
3. Estimation of Conditional Average Treatment Effects With High-Dimensional Data
   Journal of Business & Economic Statistics, 2022, 40, (1), 313-327 View citations (18)
   See also Working Paper Estimation of Conditional Average Treatment Effects with High-Dimensional Data, Papers (2021) View citations (11) (2021)

2020

4. On the Possibility of Informative Equilibria in Futures Markets with Feedback
   Journal of the European Economic Association, 2020, 18, (3), 1521-1552 View citations (3)

2019

5. Unrestricted and controlled identification of loss functions: Possibility and impossibility results
   International Journal of Forecasting, 2019, 35, (3), 878-890 View citations (1)
6. Using the area under an estimated ROC curve to test the adequacy of binary predictors
   Journal of Nonparametric Statistics, 2019, 31, (1), 100-130 View citations (7)
   See also Working Paper Using the Area Under an Estimated ROC Curve to Test the Adequacy of Binary Predictors, CEU Working Papers (2018) View citations (2) (2018)

2018

7. Doktoranduszhallgatók VI. Nyári Műhelye. MKE-PTE KTK, Pécs, 2018. május 25-26
   (6th Summer Conference of Doctoral Students)
   Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), 2018, LXV, (7), 852-853
8. Előszó. A Magyar Közgazdaságtudományi Egyesület 11. konferenciája, Budapest, 2017. december 18-19
   (Introduction. 11th Conference, Hungarian Society of Economics)
   Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), 2018, LXV, (7), 685-686
9. Information flow between prediction markets, polls and media: Evidence from the 2008 presidential primaries
   International Journal of Forecasting, 2018, 34, (4), 696-710
   See also Working Paper Information Flow Between Prediction Markets, Polls and Media: Evidence from the 2008 Presidential Primaries, Working Papers (2017) (2017)

2015

10. Estimating Conditional Average Treatment Effects
    Journal of Business & Economic Statistics, 2015, 33, (4), 485-505 View citations (60)
    See also Working Paper Estimating Conditional Average Treatment Effects, CEU Working Papers (2012) View citations (4) (2012)

2014

11. Inverse probability weighted estimation of local average treatment effects: A higher order MSE expansion
    Statistics & Probability Letters, 2014, 95, (C), 132-138 View citations (10)
    See also Working Paper Inverse Probability Weighted Estimation of Local Average Treatment Effects: A Higher Order MSE Expansion, IEAS Working Paper : academic research (2014) View citations (8) (2014)
12. Testing the Unconfoundedness Assumption via Inverse Probability Weighted Estimators of (L)ATT
    Journal of Business & Economic Statistics, 2014, 32, (3), 395-415 View citations (38)
    See also Working Paper Testing the Unconfoundedness Assumption via Inverse Probability Weighted Estimators of (L)ATT, IEAS Working Paper : academic research (2012) View citations (6) (2012)

2013

13. Closing the Gap between Risk Estimation and Decision Making: Efficient Management of Trade-Related Invasive Species Risk
    The Review of Economics and Statistics, 2013, 95, (2), 632-645 View citations (6)
14. ON THE RECOVERABILITY OF FORECASTERS’ PREFERENCES
    Econometric Theory, 2013, 29, (3), 517-544 View citations (4)
15. Predicting binary outcomes
    Journal of Econometrics, 2013, 174, (1), 15-26 View citations (48)

2010

16. Optimal Binary Prediction for Group Decision Making
    Journal of Business & Economic Statistics, 2010, 28, (2), 308-319 View citations (7)
17. The construction of empirical credit scoring rules based on maximization principles
    Journal of Econometrics, 2010, 157, (1), 110-119 View citations (13)

Chapters

2022

1. The Use of Machine Learning in Treatment Effect Estimation
   Springer View citations (3)