Author name: Edvard Bakhitov

arXiv:2603.29889v2 Announce Type: replace-cross
Abstract: This paper develops a penalized GMM (PGMM) framework for automatic debiased inference on functionals of nonparametric instrumental variable estimators. We derive convergence rates for the PGMM …

arXiv:2603.29889v1 Announce Type: cross
Abstract: This paper develops a penalized GMM (PGMM) framework for automatic debiased inference on functionals of nonparametric instrumental variable estimators. We derive convergence rates for the PGMM estimato…