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JosÚ Luis Montiel Olea
JosÚ Luis Montiel Olea
Associate Professor of Economics, Cornell University
Verified email at cornell.edu - Homepage
Title
Cited by
Cited by
Year
A Robust Test for Weak Instruments
JL Montiel Olea, C Pflueger
Journal of Business & Economic Statistics 31 (3), 358-369, 2013
11732013
Local Projection Inference is Simpler and More Robust Than You Think
JL Montiel Olea, M Plagborg-M°ller
Econometrica 89 (4), 1789-1823, 2021
3312021
Marginal Tax Rates and Income: New Time Series Evidence
K Mertens, JL Montiel Olea
Quarterly Journal of Economics 133 (4), 1803-1884, 2018
2692018
Inference in structural vector autoregressions identified with an external instrument
JL Montiel Olea, JH Stock, MW Watson
Journal of Econometrics 225 (1), 74-87, 2021
240*2021
Axiomatization and measurement of Quasi-hyperbolic Discounting
JL Montiel Olea, T Strzalecki
Quarterly Journal of Economics 129 (3), 1449-1499, 2014
1472014
Simultaneous Confidence Bands: Theory, Implementation, and an Application to SVARs
JL Montiel Olea, M Plagborg-M°ller
Journal of Applied Econometrics 34 (1), 1-17, 2019
1272019
Delta-Method inference for a class of set-identified SVARs
B Gafarov, M Meier, JL Montiel Olea
Journal of Econometrics 203 (2), 316-327, 2018
84*2018
A/B testing with Fat Tails
EM Azevedo, D Alex, J Montiel Olea, JM Rao, EG Weyl
Journal of Political Economy 128 (12), 4614-4672, 2020
79*2020
Competing models
JL Montiel Olea, P Ortoleva, MM Pai, A Prat
The Quarterly Journal of Economics 137 (4), 2419-2457, 2022
532022
Svar identification from higher moments: Has the simultaneous causality problem been solved?
JL Montiel Olea, M Plagborg-M°ller, E Qian
AEA Papers and Proceedings 112, 481-485, 2022
362022
Robust Machine Learning Algorithms for Text Analysis.
S Ke, JL Montiel Olea, J Nesbit
262019
Projection Inference for Set-Identified SVARs
B Gafarov, M Meier, JL Montiel Olea
Working Paper, 2016
262016
Admissible, Similar Tests: A Characterization
JL Montiel Olea
Econometric Theory 36 (2), 347-366, 2020
21*2020
On the robustness to misspecification of α-posteriors and their variational approximations
MA Medina, JLM Olea, C Rush, A Velez
Journal of Machine Learning Research 23 (1), 6579-6629, 2022
202022
Dropout Training is Distributionally Robust Optimal
J Blanchet, Y Kang, JLM Olea, VA Nguyen, X Zhang
Journal of Machine Learning Research 24 (180), 1-60, 2023
16*2023
Empirical bayes estimation of treatment effects with many a/b tests: An overview
EM Azevedo, A Deng, JL Montiel Olea, EG Weyl
AEA Papers and Proceedings 109, 43-47, 2019
162019
The A/B testing problem
EM Azevedo, A Deng, JLM Olea, J Rao, EG Weyl
Proceedings of the 2018 ACM Conference on Economics and Computation, 461-462, 2018
122018
Posterior Distribution of Nondifferentiable functions
T Kitagawa, JL Montiel Olea, J Payne
Journal of Econometrics 217 (1), 161-175, 2020
112020
The A/B testing problem with Gaussian priors
EM Azevedo, D Mao, JLM Olea, A Velez
Journal of Economic Theory 210, 105646, 2023
52023
The out-of-sample prediction error of the square-root-LASSO and related estimators
JLM Olea, C Rush, A Velez, J Wiesel
arXiv preprint arXiv:2211.07608, 2022
32022
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