Working Papers

• Quantile Forward Regression in High-dimensional Distributional Counterfactual Analysis
• Predictive Quantile Regression with High-dimensional Predictors: the Variable Screening Approach (with Ji Hyung Lee)
• Inference on Linear Quantile Regression with Dyadic Data
• Forecasting Growth-at-Risk with Many Predictors a Quantile Random Forests Approach (with Ji Hyung Lee)