José Luis Montiel Olea

1. Simultaneous confidence bands: Theory, implementation, and an application to SVARs
   2018/09/06 by José Luis Montiel Olea, Mikkel Plagborg‐Møller · 1 voice · 8 citations
   Decision Sciences · Mathematics · #Advanced Statistical Process Monitoring #Advanced Statistical Methods and Models #Forecasting Techniques and Applications
2. Local Projection Inference Is Simpler and More Robust Than You Think
   2021/01/01 by José Luis Montiel Olea, Mikkel Plagborg-Møller, Mikkel Plagborg‐Møller · 9 citations
   Economics, Econometrics and Finance · #Monetary Policy and Economic Impact #Market Dynamics and Volatility #Financial Risk and Volatility Modeling
3. A Robust Test for Weak Instruments
   2013/07/01 by José Luis Montiel Olea, Carolin Pflueger · 4 citations
4. The out-of-sample prediction error of the square-root-LASSO and related estimators
   2022/11/14 by José Luis Montiel Olea, Olea, José Luis Montiel, Cynthia Rush +5 · 3 citations
   Decision Sciences · #FOS: Mathematics #Optimization and Control (math.OC) #Risk and Portfolio Optimization #Statistics Theory (math.ST)
5. Decision Theory for Treatment Choice Problems with Partial Identification
   2023/12/29 by José Luis Montiel Olea, Olea, José Luis Montiel, Chen Qiu +3 · 1 citation
   Economics, Econometrics and Finance · Mathematics · #Advanced Causal Inference Techniques #Econometrics (econ.EM) #FOS: Economics and business #Game Theory and Voting Systems #Statistical Methods and Inference