Robust Data-Driven Statistical Inference for Local Polynomial Regression and Kernel Density Estimation – Max Farrell

Link to Stata Code and R code

Estimation of Best Linear Approximations to set Identified Functions – Paul Schrimpf, Victor Chernozhukov & Francesca Molinari

Link to R Code

Asymptotically Median Unbiased Estimation of Coefficient Variance in a Time Varying Parameter Model – Mark Watson

Link to R Code

Testing for Cointegration When Some of the Cointegrating Vectors are Prespecified – Mark Watson

Link to R Code

Pivotal Estimation of Nonparametric Functions via Square-root Lasso – Victor Chernozhukov

Link to Matlab Code

Intersection Bounds: Estimation and Inference – Victor Chernozhukov

Link to Stata Code

Least Squares after Model Selection in High Dimensional Sparse Models – Victor Chernozhukov

Link to Matlab Code