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Amilcar Velez
Amilcar Velez
Verified email at u.northwestern.edu
Title
Cited by
Cited by
Year
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 (147), 1-51, 2022
172022
Posterior distribution of nondifferentiable functions
T Kitagawa, JLM Olea, J Payne, A Velez
Journal of econometrics 217 (1), 161-175, 2020
112020
The out-of-sample prediction error of the square-root-LASSO and related estimators
JL Montiel Olea, C Rush, A Velez, J Wiesel
arXiv e-prints, arXiv: 2211.07608, 2023
5*2023
A User’s guide for inference in models defined by moment inequalities
IA Canay, G Illanes, A Velez
Journal of Econometrics, 105558, 2023
32023
The A/B testing problem with Gaussian priors
EM Azevedo, D Mao, JLM Olea, A Velez
Journal of Economic Theory 210, 105646, 2023
32023
Modelo de proyección trimestral: una actualización hasta 2019
J Aguirre, JA Vidal, LE Castillo, DF Hoyle, A Ledesma, J Martinez, ...
Banco Central de Reserva del Perú, 2022
22022
The Local Projection Residual Bootstrap for AR (1) Models
A Velez
arXiv preprint arXiv:2309.01889, 2023
2023
Representation Learning in Linear Factor Models
JLM Olea, A Velez
2021
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Articles 1–8