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Robert P. Lieli
Robert P. Lieli
Central European University, Vienna
Verified email at ceu.edu - Homepage
Title
Cited by
Year
Inference for Roc Curves Based on Estimated Predictive Indices
R Lieli, YC Hsu
Available at SSRN 4870136, 2024
2024
Forecasting with Feedback
RP Lieli, A Nieto-Barthaburu
arXiv preprint arXiv:2308.15062, 2023
12023
Treatment Effect Analysis for Pairs with Endogenous Treatment Takeup
M Kormos, RP Lieli, M Huber
arXiv preprint arXiv:2301.04876, 2023
2023
Estimation and inference for distribution and quantile functions in endogenous treatment effect models
YC Hsu, TC Lai, RP Lieli
Econometric Reviews 41 (1), 22-50, 2022
16*2022
Counterfactual treatment effects: Estimation and inference
YC Hsu, TC Lai, RP Lieli
Journal of Business & Economic Statistics 40 (1), 240-255, 2022
222022
Estimation of conditional average treatment effects with high-dimensional data
Q Fan, YC Hsu, RP Lieli, Y Zhang
Journal of Business & Economic Statistics 40 (1), 313-327, 2022
1182022
The Use of Machine Learning in Treatment Effect Estimation
RP Lieli, YC Hsu, Á Reguly
Econometrics with Machine Learning, eds. Felix Chan and Laszlo Matyas, 79-109, 2022
12022
Inference for ROC curves based on estimated predictive indices
YC Hsu, RP Lieli
arXiv preprint arXiv:2112.01772, 2021
42021
Supplement to “Estimation of Conditional Average Treatment Effects with High-Dimensional Data”
Q Fan, YC Hsu, RP Lieli, Y Zhang
2020
On the possibility of informative equilibria in futures markets with feedback
RP Lieli, A Nieto-Barthaburu
Journal of the European Economic Association 18 (3), 1521-1552, 2020
8*2020
Using the area under an estimated ROC curve to test the adequacy of binary predictors
RP Lieli, YC Hsu
Journal of Nonparametric Statistics 31 (1), 100-130, 2019
31*2019
Unrestricted and Controlled Identification of Loss Functions: Possibility and Impossibility Results
RP Lieli, MB Stinchcombe
International Journal of Forecasting 35, 878– 890, 2019
22019
Information Flow Between Prediction Markets, Polls and Media: Evidence from the 2008 Presidential Primaries
U Khan, RP Lieli
International Journal of Forecasting 34 (4), 696-710, 2018
62018
Bregman and GPL Losses: Identified or Not?
RP Lieli, MB Stinchcombe
Working paper, Department of Economics, Central European University, 2016
12016
The Impact of the National Bank of Hungary's Funding for Growth Scheme on Firm Level Investment
M Endresz, P Harasztosi, RP Lieli
working paper, 2016
31*2016
Essays on responses to taxation
P Mosberger
Wor ing Paper, 2016
52016
Estimating Conditional Average Treatment Effects
J Abrevaya, YC Hsu, RP Lieli
Journal of Business and Economic Statistics 33 (4), 485-505, 2015
2052015
Inverse Probability Weighted Estimation of Local Average Treatment Effects: A Higher Order MSE Expansion
SG Donald, YC Hsu, RP Lieli
Statistics and Probability Letters 95, 132-138, 2014
212014
Testing the Asset Pricing Model of Exchange Rates with Survey Forecasts
A Naszodi, R Lieli
Working Paper, 2014
32014
Testing the unconfoundedness assumption via inverse probability weighted estimators of (l) att
SG Donald, YC Hsu, RP Lieli
Journal of Business and Economic Statistics 32 (3), 395-415, 2014
682014
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