T
Timothy B. Armstrong
Researcher at Yale University
Publications - 51
Citations - 875
Timothy B. Armstrong is an academic researcher from Yale University. The author has contributed to research in topics: Estimator & Moment (mathematics). The author has an hindex of 15, co-authored 46 publications receiving 721 citations. Previous affiliations of Timothy B. Armstrong include Cowles Foundation & University of Southern California.
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Optimal inference in a class of regression models
TL;DR: In this article, the authors consider the problem of constructing confidence intervals (CIs) for a linear functional of a regression function, such as its value at a point, the regression discontinuity parameter, or a regression coefficient in a linear or partly linear regression.
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Optimal inference in a class of regression models
TL;DR: This work derives finite-sample optimal CIs and sharp efficiency bounds under normal errors with known variance under the assumption that the regression function is known to lie in a convex function class, which covers most smoothness and/or shape assumptions used in econometrics.
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Asymptotically exact inference in conditional moment inequality models
TL;DR: In this article, the authors derived the rate of convergence and asymptotic distribution for a class of Kolmogorov-Smirnov style test statistics for conditional moment inequality models for parameters on the boundary of the identified set under general conditions.
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Weighted KS Statistics for Inference on Conditional Moment Inequalities
TL;DR: In this article, the authors proposed confidence regions for the identified set in conditional moment inequality models using Kolmogorov-Smirnov statistics with a truncated inverse variance weighting with increasing truncation points.
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Large Market Asymptotics for Differentiated Product Demand Estimators With Economic Models of Supply
TL;DR: In this article, the authors address the question of consistency and asymptotic distributions of IV estimates of demand in a small number of markets as the number of products increases in some commonly used demand models under conditions on economic primitives.