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Timothy Christensen

Yale University (from arXiv:2601.05374, 2026) · ORCID · OpenAlex

21 papers in scope · 13 published · 11 on the econ.EM arXiv · 527 citations · h-index 11 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Ben Boukai
  2. Zuofeng Shang
  3. Ruiqi Liu
  4. Stephen Hansen
  5. Laura Battaglia
  6. Szymon Sacher
  7. Jörg Stoye
  8. Christoph Breunig
  9. Xiaohong Chen
  10. Benoît Perron
  11. Sid Kankanala
  12. Victor Chernozhukov
  13. Andreas Tryphonides
  14. Hiroaki Kaido
  15. Haonan Ye
  16. Ziyu Jiang
  17. Sukjin Han
  18. Christopher D. Walker
  19. Toru Kitagawa
  20. Jens Ludwig

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(11 of 21)

Performing Valid Inference with AI/ML-Generated Covariates: A Guide for Empirical Practice
published2026 · AEA Papers and Proceedings
with Stephen Hansen
AEA Papers and Proceedings
Bootstrapping with AI/ML-generated labels
working paper2026 · arXiv
with Śılvia Gonçalves, Benoît Perron
Paper profile arXiv arXiv:2604.23770
From Unstructured Data to Demand Counterfactuals: Theory and Practice
working paper2026 · arXiv
with Giovanni Compiani
Paper profile arXiv arXiv:2601.05374
Adaptive Estimation and Uniform Confidence Bands for Nonparametric Structural Functions and Elasticities
published2024 · The Review of Economic Studies · 24 citations · first circulated 2021
with Xiaohong Chen, Sid Kankanala
Paper profile The Review of Economic Studies arXiv:2107.11869
Inference for Regression with Variables Generated by AI or Machine Learning
working paper2024 · arXiv · 2 citations
with Laura Battaglia, Stephen Hansen, Szymon Sacher
Paper profile arXiv arXiv:2402.15585
Counterfactual Sensitivity and Robustness
published2023 · Econometrica · 28 citations
with Benjamin Connault
Econometrica
Externally Valid Policy Choice
working paper2022 · arXiv
with Christopher Adjaho
Paper profile arXiv arXiv:2205.05561
Optimal Decision Rules when Payoffs are Partially Identified
working paper2022 · arXiv · 3 citations
with Hyungsik Roger Moon, Frank Schorfheide
Paper profile arXiv arXiv:2204.11748
Existence and uniqueness of recursive utilities without boundedness
published2022 · Journal of Economic Theory · 12 citations · first circulated 2020
Journal of Economic Theory
Robust Forecasting.
working paper2020 · arXiv · 3 citations
with Hyungsik Roger Moon, Frank Schorfheide
Paper profile arXiv arXiv:2011.03153
Dynamic Models with Robust Decision Makers: Identification and Estimation
working paper2018 · arXiv · 2 citations
Paper profile arXiv arXiv:1812.11246
Optimal sup-norm rates and uniform inference on nonlinear functionals of nonparametric IV regression
published2018 · Quantitative Economics · 75 citations · first circulated 2017
with Xiaohong Chen
Paper profile Quantitative Economics arXiv:1508.03365
Monte Carlo Confidence Sets for Identified Sets
published2018 · Econometrica · 81 citations · first circulated 2016
with Xiaohong Chen, Elie Tamer
Paper profile Econometrica arXiv:1605.00499
Nonparametric Stochastic Discount Factor Decomposition
published2017 · Econometrica · 54 citations · first circulated 2014
Econometrica
Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions
published2015 · Journal of Econometrics · 142 citations · first circulated 2014
with Xiaohong Chen
Journal of Econometrics
NONPARAMETRIC IDENTIFICATION OF POSITIVE EIGENFUNCTIONS
published2014 · Econometric Theory · 16 citations · first circulated 2013
Econometric Theory
Optimal Uniform Convergence Rates for Sieve Nonparametric Instrumental Variables Regression
working paper2013 · arXiv · 14 citations
with Xiaohong Chen
Paper profile arXiv arXiv:1311.0412
Forecasting spikes in electricity prices
published2011 · International Journal of Forecasting
with Stan Hurn, Ken Lindsay
International Journal of Forecasting
Detecting Common Dynamics in Transitory Components
published2011 · Journal of Time Series Econometrics · 7 citations
with Stan Hurn, Adrian Pagan
Journal of Time Series Econometrics
It Never Rains but it Pours: Modeling the Persistence of Spikes in Electricity Prices
published2009 · The Energy Journal · 52 citations · first circulated 2008
with Stan Hurn, K. A. Lindsay, Ken Lindsay
The Energy Journal
The Devil is in the Detail: Hints for Practical Optimisation
published2008 · Economic Analysis and Policy · 12 citations
with Stan Hurn, K. A. Lindsay
Economic Analysis and Policy

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.