Ricardo Masini

Working Papers & Under revision

1. General Berry-Esseen bound for U-Statistics with Matias Cattaneo and Michael Jasson.
   Working Paper.
2. Balancing Flexibility and Interpretability: A Conditional Linear Model Estimation via Random Forest with Marcelo Medeiros.
   Working Paper.
3. Fixed-Point Solution via Estimation Techniques with Victor Orestes.
   Under Revision
4. Higher-order Lindeberg Approximation with Matias Cattaneo and William Underwood.
   Working Paper.
5. Graph-based framework for counterfactual analysis with spill-over effects with Hongqi Chen and Marcelo Medeiros.
   Working Paper.

Publications

1. Sharp Anti-Concentration Inequalities for Extremum Statistics via Copulas with Matias Cattaneo and William Underwood.
   Bernoulli Journal, forthcoming.
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, 252(B):105855, November 2025.
3. Yurinskii's Coupling for Martingales with Matias Cattaneo and William Underwood.
   Annals of Statistics, 53(5):2179-2203, October 2025.
4. Distributional Counterfactual Analysis in High-Dimensional Setup.
   Journal of Econometrics, 247(A):105675, May 2025.
5. Constrained Polynomial Likelihood with Caio Almeida and Paul Schneider.
   Journal of Business & Economic Statistics, 43(2):482-493, October 2024.
   
6. Bridging Factor and Sparse Models with Jianqing Fan and Marcelo C. Medeiros.
   Annals of Statistics, 51(4):1692-1717, August 2023.
   
7. 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(538)574-590, January 2022.
   Supplemental Replication
8. Counterfactual Analysis With Artificial Controls: Inference, High Dimensions and Nonstationarity with Marcelo C. Medeiros.
   Journal of the American Statistical Association, 116(536)1773-1788, September 2021.
   Supplemental
9. Regularized Estimation of High-Dimensional Vector AutoRegressions with Weakly Dependent Innovations with Marcelo C. Medeiros and Eduardo Mendes.
   Journal of Time Series Analysis, 43(4):532-557, July 2022.
10. Machine Learning Advances for Time Series Forecasting with Marcelo C. Medeiros and Eduardo Mendes.
    Journal of Economic Surveys, 37(1):1-36, July 2021.
11. Counterfactual Analysis and Inference with Nonstationary Data with Marcelo C. Medeiros.
    Journal of Business & Economic Statistics, 40(1)227-239, September 2020.
    Appendices Supplemental
12. 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