A Robust Test for Weak Instruments JL Montiel Olea, C Pflueger Journal of Business & Economic Statistics 31 (3), 358-369, 2013 | 1155 | 2013 |
Local Projection Inference is Simpler and More Robust Than You Think JL Montiel Olea, M Plagborg-Møller Econometrica 89 (4), 1789-1823, 2021 | 323 | 2021 |
Marginal Tax Rates and Income: New Time Series Evidence K Mertens, JL Montiel Olea Quarterly Journal of Economics 133 (4), 1803-1884, 2018 | 270 | 2018 |
Inference in structural vector autoregressions identified with an external instrument JL Montiel Olea, JH Stock, MW Watson Journal of Econometrics 225 (1), 74-87, 2021 | 239* | 2021 |
Axiomatization and measurement of Quasi-hyperbolic Discounting JL Montiel Olea, T Strzalecki Quarterly Journal of Economics 129 (3), 1449-1499, 2014 | 147 | 2014 |
Simultaneous Confidence Bands: Theory, Implementation, and an Application to SVARs JL Montiel Olea, M Plagborg-Møller Journal of Applied Econometrics 34 (1), 1-17, 2019 | 121 | 2019 |
Delta-Method inference for a class of set-identified SVARs B Gafarov, M Meier, JL Montiel Olea Journal of Econometrics 203 (2), 316-327, 2018 | 81* | 2018 |
A/B testing with Fat Tails EM Azevedo, D Alex, J Montiel Olea, JM Rao, EG Weyl Journal of Political Economy 128 (12), 4614-4672, 2020 | 76* | 2020 |
Competing models JL Montiel Olea, P Ortoleva, MM Pai, A Prat The Quarterly Journal of Economics 137 (4), 2419-2457, 2022 | 51 | 2022 |
Svar identification from higher moments: Has the simultaneous causality problem been solved? JL Montiel Olea, M Plagborg-Møller, E Qian AEA Papers and Proceedings 112, 481-485, 2022 | 35 | 2022 |
Robust Machine Learning Algorithms for Text Analysis. S Ke, JL Montiel Olea, J Nesbit | 26 | 2019 |
Projection Inference for Set-Identified SVARs B Gafarov, M Meier, JL Montiel Olea Working Paper, 2016 | 25 | 2016 |
Admissible, Similar Tests: A Characterization JL Montiel Olea Econometric Theory 36 (2), 347-366, 2020 | 21* | 2020 |
On the robustness to misspecification of α-posteriors and their variational approximations MA Medina, JLM Olea, C Rush, A Velez Journal of Machine Learning Research 23 (1), 6579-6629, 2022 | 20 | 2022 |
Dropout Training is Distributionally Robust Optimal J Blanchet, Y Kang, JLM Olea, VA Nguyen, X Zhang Journal of Machine Learning Research 24 (180), 1-60, 2023 | 16* | 2023 |
Empirical bayes estimation of treatment effects with many a/b tests: An overview EM Azevedo, A Deng, JL Montiel Olea, EG Weyl AEA Papers and Proceedings 109, 43-47, 2019 | 14 | 2019 |
Posterior Distribution of Nondifferentiable functions T Kitagawa, JL Montiel Olea, J Payne Journal of Econometrics 217 (1), 161-175, 2020 | 11 | 2020 |
The A/B testing problem EM Azevedo, A Deng, JLM Olea, J Rao, EG Weyl Proceedings of the 2018 ACM Conference on Economics and Computation, 461-462, 2018 | 11 | 2018 |
The A/B testing problem with Gaussian priors EM Azevedo, D Mao, JLM Olea, A Velez Journal of Economic Theory 210, 105646, 2023 | 5 | 2023 |
Decision Theory for Treatment Choice Problems with Partial Identification JL Montiel Olea, C Qiu, J Stoye arXiv e-prints, arXiv: 2312.17623, 2023 | 2 | 2023 |