Harold D. Chiang
Personal Details
First Name: | Harold |
Middle Name: | D. |
Last Name: | Chiang |
Suffix: | |
RePEc Short-ID: | pch1836 |
[This author has chosen not to make the email address public] | |
https://sites.google.com/view/haroldchiang/home | |
Affiliation
Department of Economics
Vanderbilt University
Nashville, Tennessee (United States)http://www.vanderbilt.edu/econ/
RePEc:edi:devanus (more details at EDIRC)
Research output
Jump to: Working papers SoftwareWorking papers
- Harold D. Chiang & Joel Rodrigue & Yuya Sasaki, 2019.
"Post-Selection Inference in Three-Dimensional Panel Data,"
Papers
1904.00211, arXiv.org, revised Apr 2019.
- Chiang, Harold D. & Rodrigue, Joel & Sasaki, Yuya, 2023. "Post-Selection Inference In Three-Dimensional Panel Data," Econometric Theory, Cambridge University Press, vol. 39(3), pages 623-658, June.
- Harold D. Chiang & Yuya Sasaki, 2019. "Lasso under Multi-way Clustering: Estimation and Post-selection Inference," Papers 1905.02107, arXiv.org, revised Aug 2019.
- Harold D. Chiang, 2018.
"Many Average Partial Effects: with An Application to Text Regression,"
Papers
1812.09397, arXiv.org, revised Jan 2022.
- Harold D. Chiang, 2019. "Many Average Partial Effects: with an Application to Text Regression," 2019 Papers pch1836, Job Market Papers.
Software components
- Harold D. Chiang & Bruce E. Hansen & Yuya Sasaki, 2022. "XTREGTWO: Stata module to estimate panel regression with standard errors robust to two-way clustering and serial correlation in time effects," Statistical Software Components S459110, Boston College Department of Economics.
- Harold D. Chiang & Kengo Kato & Yukun Ma & Yuya Sasaki, 2022. "CRHDREG: Stata module to estimate high-dimensional regressions based on cluster-robust double/debiased machine learning," Statistical Software Components S459091, Boston College Department of Economics.
- Heng Chen & Harold. D. Chiang & Yuya Sasaki, 2020. "RKQTE: Stata module for estimation and robust inference for quantile treatment effects (QTE) in regression kink designs (RKD)," Statistical Software Components S458887, Boston College Department of Economics, revised 08 Dec 2021.
- Harold D. Chiang & Yu-Chin Hsu & Yuya Sasaki, 2020. "RDQTE: Stata module for estimation and robust inference for quantile treatment effects (QTE) in regression discontinuity designs (RDD)," Statistical Software Components S458789, Boston College Department of Economics, revised 18 Jan 2022.
- Harold D. Chiang & Yuya Sasaki, 2020. "QRKD: Stata module to estimate and produce robust inference for heterogeneous causal effects of a continuous treatment in quantile regression kink designs," Statistical Software Components S458783, Boston College Department of Economics, revised 28 Feb 2022.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Harold D. Chiang & Joel Rodrigue & Yuya Sasaki, 2019.
"Post-Selection Inference in Three-Dimensional Panel Data,"
Papers
1904.00211, arXiv.org, revised Apr 2019.
- Chiang, Harold D. & Rodrigue, Joel & Sasaki, Yuya, 2023. "Post-Selection Inference In Three-Dimensional Panel Data," Econometric Theory, Cambridge University Press, vol. 39(3), pages 623-658, June.
Cited by:
- Andrii Babii & Ryan T. Ball & Eric Ghysels & Jonas Striaukas, 2020.
"Machine Learning Panel Data Regressions with Heavy-tailed Dependent Data: Theory and Application,"
Papers
2008.03600, arXiv.org, revised Nov 2021.
- Babii, Andrii & Ball, Ryan T. & Ghysels, Eric & Striaukas, Jonas, 2023. "Machine learning panel data regressions with heavy-tailed dependent data: Theory and application," Journal of Econometrics, Elsevier, vol. 237(2).
- Harold D. Chiang & Yuya Sasaki, 2019.
"Lasso under Multi-way Clustering: Estimation and Post-selection Inference,"
Papers
1905.02107, arXiv.org, revised Aug 2019.
Cited by:
- Harold D. Chiang & Kengo Kato & Yuya Sasaki, 2023.
"Inference for High-Dimensional Exchangeable Arrays,"
Journal of the American Statistical Association, Taylor & Francis Journals, vol. 118(543), pages 1595-1605, July.
- Harold D. Chiang & Kengo Kato & Yuya Sasaki, 2020. "Inference for high-dimensional exchangeable arrays," Papers 2009.05150, arXiv.org, revised Jul 2021.
- Andrii Babii & Eric Ghysels & Jonas Striaukas, 2019.
"High-Dimensional Granger Causality Tests with an Application to VIX and News,"
Papers
1912.06307, arXiv.org, revised Feb 2021.
- Andrii Babii & Eric Ghysels & Jonas Striaukas, 2024. "High-Dimensional Granger Causality Tests with an Application to VIX and News," Journal of Financial Econometrics, Oxford University Press, vol. 22(3), pages 605-635.
- Harold D. Chiang & Kengo Kato & Yukun Ma & Yuya Sasaki, 2019.
"Multiway Cluster Robust Double/Debiased Machine Learning,"
Papers
1909.03489, arXiv.org, revised Mar 2020.
- Harold D. Chiang & Kengo Kato & Yukun Ma & Yuya Sasaki, 2022. "Multiway Cluster Robust Double/Debiased Machine Learning," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(3), pages 1046-1056, June.
- Harold D. Chiang & Kengo Kato & Yuya Sasaki, 2023.
"Inference for High-Dimensional Exchangeable Arrays,"
Journal of the American Statistical Association, Taylor & Francis Journals, vol. 118(543), pages 1595-1605, July.
- Harold D. Chiang, 2018.
"Many Average Partial Effects: with An Application to Text Regression,"
Papers
1812.09397, arXiv.org, revised Jan 2022.
- Harold D. Chiang, 2019. "Many Average Partial Effects: with an Application to Text Regression," 2019 Papers pch1836, Job Market Papers.
Cited by:
- Isaiah Hull & Anna Grodecka-Messi, 2022. "Measuring the Impact of Taxes and Public Services on Property Values: A Double Machine Learning Approach," Papers 2203.14751, arXiv.org.
- Vira Semenova, 2020. "Generalized Lee Bounds," Papers 2008.12720, arXiv.org, revised Feb 2023.
- Mehmet Caner & Kfir Eliaz, 2021. "Shoiuld Humans Lie to Machines: The Incentive Compatibility of Lasso and General Weighted Lasso," Papers 2101.01144, arXiv.org, revised Sep 2021.
Software components
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Sorry, no citations of software components recorded.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ECM: Econometrics (3) 2019-01-14 2019-04-08 2019-05-13. Author is listed
- NEP-BIG: Big Data (1) 2019-11-25. Author is listed
- NEP-ORE: Operations Research (1) 2019-11-25. Author is listed
Corrections
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