Establishes asymptotic consistency of factor estimates and √T-normality in factor-augmented regressions for fixed R ≥ r using anisotropic local laws from random matrix theory.
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4 Pith papers cite this work. Polarity classification is still indexing.
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A regime-adaptive projection wild bootstrap achieves uniform validity for two-way clustered regression inference across four feasible asymptotic regimes while permitting serial and spatial dependence.
A generalized Tweedie identity and moment-generating-function representation enable nonparametric recovery of full posteriors for heteroscedastic normal means with unknown variances without specifying a prior.
Develops asymptotic theory and bootstrap inference for the τ-quantile of cross-sectional individual coefficient distributions in panel data under stochastic and deterministic designs.
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Nonparametric f-Modeling for Empirical Bayes Inference with Unequal and Unknown Variances
A generalized Tweedie identity and moment-generating-function representation enable nonparametric recovery of full posteriors for heteroscedastic normal means with unknown variances without specifying a prior.