Damian Kozbur

Inference for Dependent Data with Learned Clusters (with Jianfei Cao, Christian Hansen and Lucciano Villacorta).  The Review of Economics and Statistics, Forthcoming.

Targeted Undersmoothing (with Christian Hansen and Sannjog Misra). The Review of Economics and Statistics, 2023, 105(1): 101-112.

Inference in Additively Separable Models with a High-Dimensional Set of Conditioning Variables. Journal of Business and Economic Statistics, 2021, 39(4): 984 - 1000.

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.

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

Dimension-Free Anticoncentration Bounds for Gaussian Order Statistics with Discussion of Applications to Multiple Testing. arXiv, 2021.  

Hedging Forecast Combinations With an Application to the Random Forest. (with Elliot Beck and Michael Wolf) arXiv, 2023.

Improved Spatial Dependence-Robust Inference via Pre-whitening (PDF, 450 KB). (with Timothy Conley and Morgan Kelly), 2024.