Damian Kozbur

Journal publications

Inference in High-Dimensional Panel Data Models with an Application to Gun Control (with Alexandre Belloni, Victor Chernozhukov and Christian Hansen) Journal of Business and Economic Statistics, 2016, 34(4) 590-605.

Instrumental Variables Estimation with Many Weak Instruments Using Regularized JIVE (with Christian Hansen) Journal of Econometrics, 2012, 182(2) 290-308.


P-value Based Analysis for Shared Controls Design in Genome-wide Association Studies (with Dmitri Zaykin) Genetic Epidemiology, 2010, 34(7) 725-738.

Papers and proceedings publications

Testing-Based Forward Model Selection American Economic Review, 2017, 107 (5), 266-269

Working papers

Sharp Convergence Rates for Forward Regression in High-Dimensional Sparse Linear Models (PDF, 338 KB), Econ Working Paper Series No. 253, University of Zurich

Testing-Based Forward Model Selection. Job Market Paper. [view copy]

Inference in Additively Separable Models with a High-Dimensional Set of Conditioning Variables. Under review. [view copy]

Teaching Fall 2016

Econometrics for Research Students Part I (Ph.D.)

Lecture with Excersices: DOEC0379

Contact: Prof. Damian Kozbur

Go to course site on OLAT with online syllabus