Jose Luis Montiel Olea
Prof Assoc
Economics · CAS
45 publications
1,838 citations
12 h-index
Economics, Econometrics and Finance
Recent Papers (4)
2026-04-01 · The Annals of Statistics · Statistics and Probability
The distributionally robust prediction error of the LASSO and related estimators
José Luis Montiel OleaProf Assoc, Economics · CAS
2026-02-03 · Zenodo (CERN European Organization for Nuclear Research)
Replication package for: Double Robustness of Local Projections and Some Unpleasant VARithmetic
José Luis Montiel OleaProf Assoc, Economics · CAS
2026-02-03 · Zenodo (CERN European Organization for Nuclear Research)
Replication package for: Double Robustness of Local Projections and Some Unpleasant VARithmetic
José Luis Montiel OleaProf Assoc, Economics · CAS
2022-03-16
Competing Models
José Luis Montiel OleaProf Assoc, Economics · CAS