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David Preinerstorfer

Vienna University of Economics and Business (from arXiv:2401.17909, 2024) · OpenAlex

22 papers in scope · 20 published · 11 on the econ.EM arXiv · 95 citations · h-index 5 (over the papers listed here)

Related authors

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

  1. Anders Kock
  2. Benedikt M. Pötscher
  3. Bezirgen Veliyev
  4. Martin Thyrsgaard
  5. Wei Xiong
  6. Binghui Liu
  7. Tiefeng Jiang
  8. Long Feng
  9. Yuta Koike
  10. Kengo Kato
  11. Victor Chernozhukov
  12. Jeff Rowley
  13. Denis Chetverikov
  14. Toru Kitagawa
  15. Max-Sebastian Dovì
  16. Anna Mikusheva
  17. Mengshan Xu
  18. Liyang Sun
  19. Simon Reese
  20. Hugo Enrique Sánchez López

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

(12 of 22)

Regularizing fairness in optimal policy learning with distributional targets
published2026 · Journal of Econometrics · first circulated 2024
with Anders Kock
Paper profile Journal of Econometrics arXiv:2401.17909
Enhanced Power Enhancements for Testing Many Moment Equalities: Beyond the 2-and ∞-norm
published2025 · Journal of the American Statistical Association · first circulated 2024
with Anders Kock, Anders Bredahl Kock
Paper profile Journal of the American Statistical Association arXiv:2407.17888
A Necessary and Sufficient Condition for Size Controllability of Heteroskedasticity Robust Test Statistics
working paper2024 · arXiv
with Benedikt M. Pötscher
Paper profile arXiv arXiv:2412.17470
A remark on moment-dependent phase transitions in high-dimensional Gaussian approximations
published2024 · Statistics & Probability Letters · 2 citations · first circulated 2023
with Anders Kock
Paper profile Statistics & Probability Letters arXiv:2310.12863
A Comment on: “A Modern Gauss–Markov Theorem”
published2024 · Econometrica · 1 citations
with Benedikt M. Pötscher
Econometrica
VALID HETEROSKEDASTICITY ROBUST TESTING
published2023 · Econometric Theory · 4 citations · first circulated 2021
with Benedikt M. Pötscher
Paper profile Econometric Theory arXiv:2104.12597
Consistency of p-norm based tests in high dimensions: Characterization, monotonicity, domination
published2023 · Bernoulli · 2 citations · first circulated 2021
with Anders Kock
Bernoulli
FUNCTIONAL SEQUENTIAL TREATMENT ALLOCATION WITH COVARIATES
published2023 · Econometric Theory · 2 citations · first circulated 2020
with Anders Kock, Bezirgen Veliyev
Paper profile Econometric Theory arXiv:2001.10996
SUPERCONSISTENCY OF TESTS IN HIGH DIMENSIONS
published2022 · Econometric Theory · first circulated 2021
with Anders Kock
Paper profile Econometric Theory arXiv:2106.03700
Treatment recommendation with distributional targets
published2022 · Journal of Econometrics · 3 citations · first circulated 2020
with Anders Kock, Bezirgen Veliyev
Paper profile Journal of Econometrics arXiv:2005.09717
HOW RELIABLE ARE BOOTSTRAP-BASED HETEROSKEDASTICITY ROBUST TESTS?
published2022 · Econometric Theory · 4 citations · first circulated 2020
with Benedikt M. Pötscher
Paper profile Econometric Theory arXiv:2005.04089
A Modern Gauss-Markov Theorem? Really?
working paper2022 · arXiv · 1 citations
with Benedikt M. Pötscher
Paper profile arXiv arXiv:2203.01425
HOW TO AVOID THE ZERO-POWER TRAP IN TESTING FOR CORRELATION
published2021 · Econometric Theory · 3 citations · first circulated 2018
Paper profile Econometric Theory arXiv:1812.10752
Functional Sequential Treatment Allocation
published2020 · Journal of the American Statistical Association
with Anders Kock, Bezirgen Veliyev
Paper profile Journal of the American Statistical Association arXiv:1812.09408
Uniformly valid confidence intervals post-model-selection
published2020 · The Annals of Statistics · 13 citations
with François Bachoc, Lukas Steinberger
The Annals of Statistics
Power in High‐Dimensional Testing Problems
published2019 · Econometrica
with Anders Kock
Econometrica
Further results on size and power of heteroskedasticity and autocorrelation robust tests, with an application to trend testing
published2019 · Electronic Journal of Statistics · 1 citations · first circulated 2017
with Benedikt M. Pötscher
Electronic Journal of Statistics
Controlling the size of autocorrelation robust tests
published2018 · Journal of Econometrics · 21 citations · first circulated 2016
with Benedikt M. Pötscher
Journal of Econometrics
Finite sample properties of tests based on prewhitened nonparametric covariance estimators
published2017 · Electronic Journal of Statistics · 6 citations · first circulated 2014
Electronic Journal of Statistics
ON THE POWER OF INVARIANT TESTS FOR HYPOTHESES ON A COVARIANCE MATRIX
published2015 · Econometric Theory · 5 citations · first circulated 2014
with Benedikt M. Pötscher
Econometric Theory
ON SIZE AND POWER OF HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS
published2015 · Econometric Theory · 22 citations · first circulated 2013
with Benedikt M. Pötscher
Econometric Theory
Non-monotonic penalizing for the number of structural breaks
published2013 · Computational Statistics · 5 citations
with Erhard Reschenhofer, Lukas Steinberger
Computational Statistics

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.