Damian Kozbur
Journal Publications
Targeted Undersmoothing. (with Christian Hansen and Sannjog Misra, Forthcoming in The Review of Economics and Statistics).
Inference in Additively Separable Models with a High-Dimensional Set of Conditioning Variables. (Forthcoming in Journal of Business and Economic Statistics).
Analysis of Testing-Based Forward Model Selection. Econometrica, 2020, 88(5), 2147-2173.
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 Regularised JIVE. (with Christian Hansen) Journal of Econometrics, 2014, 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: P&P, 2017, 107 (5), 266-269.
Working Papers
Inference for Dependent Data with Learned Clusters. (with Jianfei Cao, Christian Hansen and Lucciano Villacorta) arXiv, 2021.