Timothy B. Armstrong
ProfessorDepartment of Economics
University of Southern California
Publications
“Robust Empirical Bayes Confidence Intervals,” with Michal Kolesár and Mikkel Plagborg-Møller, Econometrica, 90, no. 6 (2022): 2567–2602. R package, Matlab code, Stata package, working paper version here, with supplementary appendix.
“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
“Adaptation Bounds for Confidence Bands under Self-Similarity,” Bernoulli, 2021, 27(2), 1348–1370, working paper version here
“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
“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
“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
“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
“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
“Unbiased instrumental variables estimation under known first‐stage sign,” with Isaiah Andrews, Quantitative Economics, 2017, 8(2), 479–503, working paper version here, with supplementary appendix
“Large market asymptotics for differentiated product demand estimators with economic models of supply,” Econometrica, 2016, 84(5), 1961-1980. Previous drafts: Aug 2015 (with supplementary appendix), Aug 2014 (with supplementary appendix), Jul 2013 (with supplementary appendix), Feb 2012
“Multiscale adaptive inference on conditional moment inequalities,” with Hock Peng Chan, Journal of Econometrics, 2016, 194(1), 24-43, working paper version here
“Adaptive testing on a regression function at a point,” Annals of Statistics, 2015, 43(5), 2086–2101, working paper version here
“Asymptotically exact inference in conditional moment inequality models,” Journal of Econometrics, 2015, 186(1), 51-65, working paper version here, with supplementary appendix
“Weighted KS statistics for inference on conditional moment inequalities,” Journal of Econometrics, 2014, 181(2), 92–116, working paper version here
“A fast resample method for parametric and semiparametric models,” with Marinho Bertanha and Han Hong, Journal of Econometrics, 2014, 179(2), 128–133, working paper version here
“Bounds in auctions with unobserved heterogeneity,” Quantitative Economics, 2013, 4(3), 377–415, working paper version here
Invited Articles
“Inference on optimal treatment assignments,” Japanese Economic Review, Special Issue on Statistical Decision Theory and Treatment Choice, 2023, 74(4), 471–500, working paper version here. Previous drafts: Apr 2014
Working Papers
“Adapting to Misspecification” (Aug 2024), with Patrick Kline and Liyang Sun. Supplementary appendix. R/matlab code, shiny app. Previous drafts: June 2023 with supplementary appendix, May 2023
“Robust Estimation and Inference in Panels with Interactive Fixed Effects” (July 2023), with Martin Weidner and Andrei Zeleneev. Previous draft: Oct 2022
“False Discovery Rate Adjustments for Average Significance Level Controlling Tests” (Sep 2022)
“Asymptotic Efficiency Bounds for a Class of Experimental Designs” (May 2022)
“Bias-Aware Inference in Regularized Regression Models” (Aug 2023), with Michal Kolesár and Soonwoo Kwon. Previous draft: Dec 2020
“A Note on Minimax Testing and Confidence Intervals in Moment Inequality Models” (Dec 2014)
“The Asymptotic Distribution of Estimators with Overlapping Simulation Draws” (Dec 2017), with Ron Gallant, Han Hong and Huiyu Li. Previous drafts: Aug 2015, May 2013