“A simple adjustment for bandwidth snooping”, with Michal Kolesár, Review of Economic Studies, 2018, 85(2), 732–65, R package, working paper version here, with supplementary appendix “On the choice of test statistic for conditional moment inequalities,” Journal of Econometrics, 2018, 203(2): 241–55, working paper version here, with supplementary appendix “Optimal Inference in a Class of Regression Models,” with Michal Kolesár, Econometrica, 2018, 86(2), 655–683, R package, Stata package, working paper version here, with supplementary appendix “Simple and Honest Confidence Intervals in Nonparametric Regression,” with Michal Kolesár, Quantitative Economics, 2020, 11(1), 1–39, R package, Stata package, working paper version here, with supplementary appendix “Sensitivity Analysis using Approximate Moment Condition Models,” with Michal Kolesár, Quantitative Economics, 2021, 12(1), 77–108, R package, working paper version here, with supplementary appendix “Adaptation Bounds for Confidence Bands under Self-Similarity,” Bernoulli, 2021, 27(2), 1348–1370, working paper version here “Finite-Sample Optimal Estimation and Inference on Average Treatment Effects Under Unconfoundedness,”, with Michal Kolesár, Econometrica, 2021, 89(3), 1141–1177, R package, working paper version here R package, Matlab code, Stata package, working paper version here, with supplementary appendix.

“Robust Empirical Bayes Confidence Intervals,” with Michal Kolesár and Mikkel Plagborg-Møller, Econometrica, 90, no.

Tim armstrong flight