Yinchu Zhu
Assistant Professor of Economics
Brandeis University
Brandeis University
My main research area is theory and methodology in econometrics, statistics and machine learning. Currently, a major focus is high-dimensional models. Applications of my research include big data analysis, causal inference, economics and finance.
Published & Accepted Papers
-
with Jelena Bradic.
Working Papers
- Semidiscrete optimal transport with unknown costs — with Ilya Ryzhov
- New possibilities in identification of binary choice models with fixed effects
- Phase transition of the monotonicity assumption in learning local average treatment effects
- Can two forecasts have the same conditional expected accuracy? — with Allan Timmermann
- A simple method for uniform subvector inference of linear instrumental variables models
- Minimax semiparametric learning with approximate sparsity — with Jelena Bradic, Victor Chernozhukov and Whitney Newey
- Do any economists have superior forecasting skills? — with Ritong Qu and Allan Timmermann
- How well can we learn large factor models without assuming strong factors?
- Learning non-smooth models: instrumental variable quantile regressions and related problems
- Sparsity Double Robust Inference of Average Treatment Effects — with Jelena Bradic and Stefan Wager
- Debiasing and t-tests for synthetic control inference on average causal effects — with Victor Chernozhukov and Kaspar Wüthrich
- High-dimensional panel data with time heterogeneity: estimation and inference
- Testing for common factors in large factor models
- Breaking the curse of dimensionality in regression — with Jelena Bradic
- Two-sample testing in non-sparse high-dimensional linear models — with Jelena Bradic
- A projection pursuit framework for testing general high-dimensional hypothesis — with Jelena Bradic
- Quantile spacings: a simple method for the joint estimation of multiple quantiles without crossing — with Lawrence Schmidt
- Tests of forecasting performance and choice of estimation window — with Allan Timmermann
- Inference on manifolds — with Ivana Komunjer
- Limit theory of filtered historical simulation in GARCH models — with Brendan Beare and Lajos Horvath