José Luis Montiel Olea
Columbia University in the City of New York
H-index: 13
North America-United States
Top articles of José Luis Montiel Olea
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
On the testability of the anchor words assumption in topic models | Simon Freyaldenhoven Shikun Ke Dingyi Li José Luis Montiel Olea | 2023/11/2 | |
Dropout Training is Distributionally Robust Optimal | Journal of Machine Learning Research | José Blanchet Yang Kang José Luis Montiel Olea Viet Anh Nguyen Xuhui Zhang | 2023 |
Corrigendum: Local Projection Inference is Simpler and More Robust Than You Think | José Luis Montiel Olea Mikkel Plagborg-Møller | 2022/2/25 | |
On the robustness to misspecification of α-posteriors and their variational approximations | Journal of Machine Learning Research | Marco Avella Medina José Luis Montiel Olea Cynthia Rush Amilcar Velez | 2022 |
The out-of-sample prediction error of the square-root-LASSO and related estimators | arXiv preprint arXiv:2211.07608 | José Luis Montiel Olea Cynthia Rush Amilcar Velez Johannes Wiesel | 2022/11/14 |
Competing models | The Quarterly Journal of Economics | José Luis Montiel Olea Pietro Ortoleva Mallesh M Pai Andrea Prat | 2022/11 |
Svar identification from higher moments: Has the simultaneous causality problem been solved? | AEA Papers and Proceedings | José Luis Montiel Olea Mikkel Plagborg-Møller Eric Qian | 2022/5/1 |
Representation Learning in Linear Factor Models | José Luis Montiel Olea Amilcar Velez | 2021/12/30 | |
Empirical Bayes Counterfactuals in Poisson Regression with an Application to Police Use of Deadly Force | José Luis Montiel Olea Brendan O’Flaherty Rajiv Sethi | 2021/7/25 | |
Local Projection Inference is Simpler and More Robust Than You Think | Econometrica | José Luis Montiel Olea Mikkel Plagborg-Møller | 2021/7 |
Inference in structural vector autoregressions identified with an external instrument | Journal of Econometrics | José L Montiel Olea James H Stock Mark W Watson | 2021 |
Admissible, Similar Tests: A Characterization | Econometric Theory | José Luis Montiel Olea | 2020/4 |
A/B testing with Fat Tails | Journal of Political Economy | Eduardo M Azevedo Deng Alex Jose Montiel Olea Justin M Rao E Glen Weyl | 2020 |
Posterior Distribution of Nondifferentiable functions | Journal of Econometrics | Toru Kitagawa José Luis Montiel Olea Jonathan Payne | 2020 |
Co-Authors
