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José Luis Montiel Olea

Cornell University (from arXiv:2607.05350, 2026) · ORCID · OpenAlex

26 papers in scope · 18 published · 9 on the econ.EM arXiv · 1,834 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. Christian K. Wolf
  2. Mikkel Plagborg-Møller
  3. Eric Qian
  4. Chen Qiu
  5. Aleksei Nemtyrev
  6. Dake Li
  7. Balázs Vonnák
  8. Chaoyi Chen
  9. Otilia Boldea
  10. Ekaterina Zubova
  11. Jiaqi Huang
  12. Lion Hirth
  13. Raffaele Sgarlato
  14. Silvana Tiedemann
  15. Andres Fernandez
  16. Oliver Ruhnau
  17. Felix Schur
  18. Elena Pesavento
  19. Jörg Stoye
  20. Jonas Peters

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 26)

Approximate Minimax Estimation of a Bounded Normal Mean via Stochastic Mirror Ascent
working paper2026 · arXiv
with Ekaterina Zubova
Paper profile arXiv arXiv:2607.05350
Decision Theory for the Archetype Discovery Problem
working paper2026 · arXiv
with Amilcar Velez, Zhewei Xu, Haomin Yu, S. Q. Zhang
Paper profile arXiv arXiv:2606.15002
The distributionally robust prediction error of the LASSO and related estimators
published2026 · The Annals of Statistics
with Cynthia Rush, Amilcar Velez, Johannes Wiesel
The Annals of Statistics
Local Projections or Vector Autoregressions? A Primer for Macroeconomists
published2026 · NBER Macroeconomics Annual · 1 citations
with Mikkel Plagborg-Møller, Eric Qian, Christian K. Wolf
NBER Macroeconomics Annual
Double Robustness of Local Projections and Some Unpleasant VARithmetic
published2026 · Econometrica · 25 citations · first circulated 2024
with Mikkel Plagborg-Møller, Eric Qian, Christian K. Wolf, Christian Wolf
Paper profile Econometrica arXiv:2405.09509
Evaluating Counterfactual Policies Using Instruments
working paper2025 · arXiv
with Michal Kolesár, Jonathan Roth
Paper profile arXiv arXiv:2512.24096
Approximate Least-Favorable Distributions and Nearly Optimal Tests via Stochastic Mirror Descent
working paper2025 · arXiv
with Andres Fernandez, José Blanchet, Chen Qiu, Jörg Stoye, Lezhi Tan
Paper profile arXiv arXiv:2511.16925
Epsilon-Minimax Solutions of Statistical Decision Problems
working paper2025 · arXiv
with Andres Fernandez, José Blanchet, Chen Qiu, Jörg Stoye, Lezhi Tan, Andres Aradillas Fernandez
Paper profile arXiv arXiv:2509.08107
Local Projections or VARs? A Primer for Macroeconomists
working paper2025 · arXiv · 23 citations
with Mikkel Plagborg-Møller, Eric Qian, Christian K. Wolf, Christian Wolf
Paper profile arXiv arXiv:2503.17144
Robust Bayes Treatment Choice with Partial Identification
working paper2024 · arXiv · 1 citations
with Andres Fernandez, Chen Qiu, Jörg Stoye, Serdil Tinda
Paper profile arXiv arXiv:2408.11621
Externally Valid Selection of Experimental Sites via the k-Median Problem
working paper2024 · arXiv
with Brenda Prallon, Chen Qiu, Jörg Stoye, Yiwei Sun
Paper profile arXiv arXiv:2408.09187
Robust machine learning algorithms for text analysis
published2024 · Quantitative Economics · 8 citations
with Shikun Ke, James Nesbit
Quantitative Economics
The A/B testing problem with Gaussian priors
published2023 · Journal of Economic Theory · 5 citations
with Eduardo M. Azevedo, David T. Mao, Amilcar Velez
Journal of Economic Theory
SVAR Identification from Higher Moments: Has the Simultaneous Causality Problem Been Solved?
published2022 · AEA Papers and Proceedings · 36 citations
with Mikkel Plagborg-Møller, Eric Qian
AEA Papers and Proceedings
Competing Models
published2022 · The Quarterly Journal of Economics · 24 citations · first circulated 2019
with Pietro Ortoleva, Mallesh M. Pai, Andrea Prat
Paper profile The Quarterly Journal of Economics arXiv:1907.03809
Local Projection Inference Is Simpler and More Robust Than You Think
published2021 · Econometrica · 51 citations
with Mikkel Plagborg-Møller
Paper profile Econometrica arXiv:2007.13888
(Machine) learning parameter regions
published2020 · Journal of Econometrics · 6 citations
with James Nesbit
Journal of Econometrics
Inference in Structural Vector Autoregressions identified with an external instrument
published2020 · Journal of Econometrics · 152 citations
with James H. Stock, Mark W. Watson
Journal of Econometrics
A/B Testing with Fat Tails
published2020 · Journal of Political Economy · 55 citations
with Eduardo M. Azevedo, Alex Deng, Justin M. Rao, E. Glen Weyl
Journal of Political Economy
Posterior distribution of nondifferentiable functions
published2020 · Journal of Econometrics · 5 citations · first circulated 2016
with Toru Kitagawa, Jonathan L. Payne, Amilcar Velez
Journal of Econometrics
ADMISSIBLE, SIMILAR TESTS: A CHARACTERIZATION
published2019 · Econometric Theory · 5 citations
Econometric Theory
Empirical Bayes Estimation of Treatment Effects with Many A/B Tests: An Overview
published2019 · AEA Papers and Proceedings · 10 citations
with Eduardo M. Azevedo, Alex Deng, E. Glen Weyl
AEA Papers and Proceedings
Simultaneous confidence bands: Theory, implementation, and an application to SVARs
published2018 · Journal of Applied Econometrics · 145 citations
with Mikkel Plagborg-Møller
Journal of Applied Econometrics
Delta-method inference for a class of set-identified SVARs
published2018 · Journal of Econometrics · 67 citations
with Bulat Gafarov, Matthias Meier
Journal of Econometrics
Axiomatization and Measurement of Quasi-Hyperbolic Discounting *
published2014 · The Quarterly Journal of Economics · 96 citations
with Tomasz Strzalecki
The Quarterly Journal of Economics
A Robust Test for Weak Instruments
published2013 · Journal of Business and Economic Statistics · 1119 citations
with Carolin Pflueger
Journal of Business and Economic 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.