2. Statistical Inference on Partially Linear Panel Model under Unobserved Linearity
Keywords: Linearity Detection, Shrinkage Estimation, Partially Linear Panel Summary: We develop a method to automatically detect the linear components in partially linear panel when the linearity of regressors is unknown.
3. Optimal Nonparametric Inference via Deep Neural Network
Keywords: Deep Neural Network, Optimal Inference, Optimal Rate of Convergence Summary: