{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,8,19]],"date-time":"2026-08-19T18:04:51Z","timestamp":1787162691380,"version":"build-2736575974"},"reference-count":36,"publisher":"Cambridge University Press (CUP)","license":[{"start":{"date-parts":[[2026,7,23]],"date-time":"2026-07-23T00:00:00Z","timestamp":1784764800000},"content-version":"unspecified","delay-in-days":0,"URL":"https:\/\/creativecommons.org\/licenses\/by\/4.0"}],"funder":[{"DOI":"10.13039\/501100000286","name":"British Academy","doi-asserted-by":"publisher","award":["SRG24\\241614"],"award-info":[{"award-number":["SRG24\\241614"]}],"id":[{"id":"10.13039\/501100000286","id-type":"DOI","asserted-by":"publisher"}]},{"DOI":"10.13039\/100000001","name":"National Science Foundation","doi-asserted-by":"publisher","award":["DMS-2210561,SES-1947662,SES-1947805,SES-2241575"],"award-info":[{"award-number":["DMS-2210561,SES-1947662,SES-1947805,SES-2241575"]}],"id":[{"id":"10.13039\/100000001","id-type":"DOI","asserted-by":"publisher"}]}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"abstract":"<jats:p>This article develops distribution theory and bootstrap-based inference methods for a broad class of convex pairwise difference estimators. These estimators minimize a kernel-weighted convex-in-parameter function over observation pairs with similar covariates, where the similarity is governed by a localization (bandwidth) parameter. While classical results establish asymptotic normality under restrictive bandwidth conditions, we show that valid Gaussian and bootstrap-based inference remains possible under substantially weaker assumptions. First, we extend the theory of small-bandwidth asymptotics to convex pairwise difference estimation settings, deriving robust Gaussian approximations even when a smaller-than-standard bandwidth is used. Second, we employ a debiasing procedure based on generalized jackknifing to enable inference with larger bandwidths, while preserving convexity of the objective function. Third, we construct a novel bootstrap method that adjusts for bandwidth-induced variance distortions, yielding valid inference across a wide range of bandwidth choices. Our proposed inference method enjoys demonstrably greater robustness, while retaining the practical appeal of convex pairwise difference estimators.<\/jats:p>","DOI":"10.1017\/s026646662610053x","type":"journal-article","created":{"date-parts":[[2026,7,23]],"date-time":"2026-07-23T09:41:17Z","timestamp":1784799677000},"page":"1-37","source":"Crossref","is-referenced-by-count":1,"title":["ROBUST INFERENCE FOR CONVEX PAIRWISE DIFFERENCE ESTIMATORS"],"prefix":"10.1017","author":[{"ORCID":"https:\/\/orcid.org\/0000-0003-0493-7506","authenticated-orcid":false,"given":"Matias D.","family":"Cattaneo","sequence":"first","affiliation":[{"id":[{"id":"https:\/\/ror.org\/00hx57361","id-type":"ROR","asserted-by":"publisher"}],"name":"Princeton University"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Michael","family":"Jansson","sequence":"additional","affiliation":[{"id":[{"id":"https:\/\/ror.org\/01an7q238","id-type":"ROR","asserted-by":"publisher"}],"name":"UC Berkeley"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Kenichi","family":"Nagasawa","sequence":"additional","affiliation":[{"id":[{"id":"https:\/\/ror.org\/01a77tt86","id-type":"ROR","asserted-by":"publisher"}],"name":"University of Warwick"}],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"56","published-online":{"date-parts":[[2026,7,23]]},"reference":[{"key":"S026646662610053X_r5","doi-asserted-by":"publisher","DOI":"10.1111\/j.1467-937X.2004.00299.x"},{"key":"S026646662610053X_r28","doi-asserted-by":"publisher","DOI":"10.1017\/S0266466600004394"},{"key":"S026646662610053X_r14","doi-asserted-by":"publisher","DOI":"10.1017\/S026646661600013X"},{"key":"S026646662610053X_r20","doi-asserted-by":"publisher","DOI":"10.2307\/2951583"},{"key":"S026646662610053X_r3","doi-asserted-by":"publisher","DOI":"10.1016\/j.jeconom.2011.09.010"},{"key":"S026646662610053X_r15","doi-asserted-by":"publisher","DOI":"10.1093\/jrsssb\/qkaf077"},{"key":"S026646662610053X_r36","doi-asserted-by":"publisher","DOI":"10.1016\/S0165-1765(97)00218-8"},{"key":"S026646662610053X_r18","unstructured":"Hjort, N. 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