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Timothy Armstrong

Personal Details

First Name:Timothy
Middle Name:
Last Name:Armstrong
Suffix:
RePEc Short-ID:par625
[This author has chosen not to make the email address public]

Affiliation

Department of Economics
University of Southern California

Los Angeles, California (United States)
https://dornsife.usc.edu/econ/
RePEc:edi:deuscus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Software

Working papers

  1. Timothy B. Armstrong & Michal Kolesár & Soonwoo Kwon, 2020. "Bias-Aware Inference in Regularized Regression Models," Working Papers 2020-2, Princeton University. Economics Department..
  2. Timothy B. Armstrong & Michal Koles'ar & Mikkel Plagborg-M{o}ller, 2020. "Robust Empirical Bayes Confidence Intervals," Papers 2004.03448, arXiv.org, revised May 2022.
  3. Timothy B. Armstrong & Michal Koles'ar, 2018. "Sensitivity Analysis using Approximate Moment Condition Models," Papers 1808.07387, arXiv.org, revised Jul 2020.
  4. Timothy B. Armstrong, 2018. "Adaptation Bounds for Confidence Bands under Self-Similarity," Cowles Foundation Discussion Papers 2146, Cowles Foundation for Research in Economics, Yale University.
  5. Timothy B. Armstrong, 2017. "On the Choice of Test Statistic for Conditional Moment Inequalities," Cowles Foundation Discussion Papers 1960R2, Cowles Foundation for Research in Economics, Yale University.
  6. Timothy B. Armstrong & Michal Koles'ar, 2017. "Finite-Sample Optimal Estimation and Inference on Average Treatment Effects Under Unconfoundedness," Papers 1712.04594, arXiv.org, revised Jan 2021.
  7. Timothy B. Armstrong & Michal Koles�r, 2016. "Simple and Honest Confidence Intervals in Nonparametric Regression," Cowles Foundation Discussion Papers 2044R2, Cowles Foundation for Research in Economics, Yale University, revised Mar 2018.
  8. Timothy B. Armstrong & Michal Koles�r, 2016. "Optimal Inference in a Class of Regression Models," Cowles Foundation Discussion Papers 2043R, Cowles Foundation for Research in Economics, Yale University, revised May 2017.
  9. Isaiah Andrews & Timothy B. Armstrong, 2015. "Unbiased Instrumental Variables Estimation under Known First-Stage Sign," Cowles Foundation Discussion Papers 1984R5, Cowles Foundation for Research in Economics, Yale University, revised Nov 2016.
  10. Timothy B. Armstrong & Michal Kolesar, 2014. "A Simple Adjustment for Bandwidth Snooping," Cowles Foundation Discussion Papers 1961R, Cowles Foundation for Research in Economics, Yale University, revised Jul 2015.
  11. Timothy B. Armstrong, 2014. "A Note on Minimax Testing and Confidence Intervals in Moment Inequality Models," Cowles Foundation Discussion Papers 1975, Cowles Foundation for Research in Economics, Yale University.
  12. Timothy B. Armstrong, 2014. "Adaptive Testing on a Regression Function at a Point," Cowles Foundation Discussion Papers 1957, Cowles Foundation for Research in Economics, Yale University, revised Oct 2014.
  13. Timothy B. Armstrong & Shu Shen, 2013. "Inference on Optimal Treatment Assignments," Cowles Foundation Discussion Papers 1927R, Cowles Foundation for Research in Economics, Yale University, revised Apr 2014.
  14. Timothy B. Armstrong & Hock Peng Chan, 2013. "Multiscale Adaptive Inference on Conditional Moment Inequalities," Cowles Foundation Discussion Papers 1885R, Cowles Foundation for Research in Economics, Yale University, revised Dec 2015.

    repec:pri:econom:2021-19 is not listed on IDEAS

Articles

  1. Timothy B. Armstrong & Michal Kolesár, 2021. "Sensitivity analysis using approximate moment condition models," Quantitative Economics, Econometric Society, vol. 12(1), pages 77-108, January.
  2. Timothy B. Armstrong & Michal Kolesár, 2021. "Finite‐Sample Optimal Estimation and Inference on Average Treatment Effects Under Unconfoundedness," Econometrica, Econometric Society, vol. 89(3), pages 1141-1177, May.
  3. Timothy B. Armstrong & Michal Kolesár, 2020. "Simple and honest confidence intervals in nonparametric regression," Quantitative Economics, Econometric Society, vol. 11(1), pages 1-39, January.
  4. Armstrong, Timothy B., 2018. "On the choice of test statistic for conditional moment inequalities," Journal of Econometrics, Elsevier, vol. 203(2), pages 241-255.
  5. Timothy B. Armstrong & Michal Kolesár, 2018. "Optimal Inference in a Class of Regression Models," Econometrica, Econometric Society, vol. 86(2), pages 655-683, March.
  6. Timothy B Armstrong & Michal Kolesár, 2018. "A Simple Adjustment for Bandwidth Snooping," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 85(2), pages 732-765.
  7. Isaiah Andrews & Timothy B. Armstrong, 2017. "Unbiased instrumental variables estimation under known first‐stage sign," Quantitative Economics, Econometric Society, vol. 8(2), pages 479-503, July.
  8. Armstrong, Timothy B. & Chan, Hock Peng, 2016. "Multiscale adaptive inference on conditional moment inequalities," Journal of Econometrics, Elsevier, vol. 194(1), pages 24-43.
  9. Timothy B. Armstrong, 2016. "Large Market Asymptotics for Differentiated Product Demand Estimators With Economic Models of Supply," Econometrica, Econometric Society, vol. 84, pages 1961-1980, September.
  10. Armstrong, Timothy B., 2015. "Asymptotically exact inference in conditional moment inequality models," Journal of Econometrics, Elsevier, vol. 186(1), pages 51-65.
  11. Armstrong, Timothy B., 2014. "Weighted KS statistics for inference on conditional moment inequalities," Journal of Econometrics, Elsevier, vol. 181(2), pages 92-116.
  12. Armstrong, Timothy B. & Bertanha, Marinho & Hong, Han, 2014. "A fast resample method for parametric and semiparametric models," Journal of Econometrics, Elsevier, vol. 179(2), pages 128-133.
  13. Timothy B. Armstrong, 2013. "Bounds in auctions with unobserved heterogeneity," Quantitative Economics, Econometric Society, vol. 4(3), pages 377-415, November.

Software components

  1. Timothy Armstrong & Michal Kolesár & Mikkel Plagborg-Møller & Luther Yap, 2021. "EBREG: Stata module to compute Robust Empirical Bayes Confidence Intervals," Statistical Software Components S459007, Boston College Department of Economics.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Distinct Works, Weighted by Recursive Impact Factor
  2. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  3. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  4. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  5. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  6. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  7. Number of Journal Pages, Weighted by Simple Impact Factor
  8. Number of Journal Pages, Weighted by Recursive Impact Factor
  9. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  10. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 24 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (15) 2013-01-26 2013-11-22 2014-10-03 2014-11-07 2014-12-29 2015-01-14 2015-02-16 2016-06-18 2016-06-25 2018-04-09 2018-04-16 2018-09-03 2018-11-05 2020-04-13 2021-02-01. Author is listed
  2. NEP-ORE: Operations Research (8) 2014-10-03 2014-11-01 2019-01-07 2019-02-25 2019-07-29 2022-03-14 2022-03-21 2022-03-21. Author is listed
  3. NEP-SEA: South East Asia (3) 2013-01-26 2014-11-01 2015-12-20
  4. NEP-BAN: Banking (2) 2022-03-21 2022-03-21
  5. NEP-MFD: Microfinance (1) 2015-03-05
  6. NEP-NET: Network Economics (1) 2016-06-25

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