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Estimation and Confidence Regions for Parameter Sets in Econometric Models1, , and . Econometrica, 75 (5): 1243--1284 (244 09 2007)doi: 10.1111/j.1468-0262.2007.00794.x.Improved Central Limit Theorem and bootstrap approximations in high dimensions, , , and . (2019)cite arxiv:1912.10529Comment: 53 pages.Inference approaches for instrumental variable quantile regression, , and . Economics Letters, 95 (2): 272--277 (May 2007)Likelihood Estimation and Inference in a Class of Nonregular Econometric Models, and . Econometrica, 72 (5): 1445--1480 (245 09 2004)doi: 10.1111/j.1468-0262.2004.00540.x.Shape-Enforcing Operators for Generic Point and Interval Estimators of Functions., , , , and . J. Mach. Learn. Res., (2021)Instrumental variable quantile regression: A robust inference approach, and . Journal of Econometrics, 142 (1): 379--398 (January 2008)A Simple and General Debiased Machine Learning Theorem with Finite Sample Guarantees., , and . CoRR, (2021)Causal Bias Quantification for Continuous Treatment., , , and . CoRR, (2021)An IV Model of Quantile Treatment Effects, and . Econometrica, 73 (1): 245--261 (Jan 1, 2005)doi: 10.1111/j.1468-0262.2005.00570.x.Rearranging Edgeworth-Cornish-Fisher Expansions, , and . (2007)cite arxiv:0708.1627Comment: 17 pages, 3 figures.