Ricardo Masini

Working Papers & Under revision

1. Yurinskii's Coupling for Martingales with Matias Cattaneo and William Underwood.
   Annals of Statistics, reject and resubmit.
2. Higher-Order Refinements of Small Bandwidth Asymptotics for Density-Weighted Average Derivative Estimators with Matias Cattaneo, Max Farrell and Michael Jansson.
   Journal of Econometrics, revise and resubmit.
3. Fixed-Point Solution via Estimation Techniques with Victor Orestes.
   Working Paper.
4. Higher-order Extensions to the Lindeberg Method with Matias Cattaneo and William Underwood.
   Working Paper.
5. Exogeneity Test in High Dimension with Victor Orestes.
   Working Paper.

Publications

1. Distributional Counterfactual Analysis in High-Dimensional Setup.
   Journal of Econometrics, forthcoming.
2. Constrained Polynomial Likelihood with Caio Almeida and Paul Schneider.
   Journal of Business & Economic Statistics, forthcoming.
   
3. Bridging Factor and Sparse Models with Jianqing Fan and Marcelo C. Medeiros.
   Annals of Statistics, forthcoming.
   
4. Do We Exploit all Information for Counterfactual Analysis? Benefits of Factor Models and Idiosyncratic Correction with Jianqing Fan and Marcelo C. Medeiros.
   Journal of the American Statistical Association, 117, 574-590, January 2022.
   Supplemental Replication
5. Counterfactual Analysis With Artificial Controls: Inference, High Dimensions and Nonstationarity with Marcelo C. Medeiros.
   Journal of the American Statistical Association, 116, 1773-1788, November 2021.
   Supplemental
6. Regularized Estimation of High-Dimensional Vector AutoRegressions with Weakly Dependent Innovations with Marcelo C. Medeiros and Eduardo Mendes.
   Journal of Time Series Analysis, 43,532-557, October 2021.
7. Machine Learning Advances for Time Series Forecasting with Marcelo C. Medeiros and Eduardo Mendes.
   Journal of Economic Surveys, 1-36, July 2021.
8. Counterfactual Analysis and Inference with Nonstationary Data with Marcelo C. Medeiros.
   Journal of Business & Economic Statistics, 40,1,227-239, September 2020.
   Appendices Supplemental
9. ArCo: An Artificial Counterfactual Approach for High-Dimensional Panel Time-Series Data with Carlos Carvalho and Marcelo C. Medeiros.
   Journal of Econometrics, 207(2):352-380, December 2018.
   Supplemental

Statistical Software Articles

1. ArCo: An R package to Estimate Artificial Counterfactuals with Yuri Fonseca, Marcelo C. Medeiros and Gabriel Vasconcelos.
   R Journal,10(1):91-108, December 2018.
   Software