Xinwei Ma

Research

Journal Articles

  1. Principal Component Analysis for a Mix of Stationary and Nonstationary Variables

    Journal of Econometrics, accepted.

    With James D. Hamilton and Jin Xi.

    Supplement Replication arXiv

  2. Covariate Adjusted Response Adaptive Design with Delayed Outcomes

    Journal of the American Statistical Association, accepted.

    With Jingshen Wang and Waverly Wei.

    Supplement arXiv

  3. Enhanced Language Models for Predicting and Understanding HIV Care Disengagement: A Case Study in Tanzania

    npj Digital Medicine 9: 165, 2026.

    With Waverly Wei, Junzhe Shao, Rita Qiuran Lyu, Rebecca Hemono, Joseph Giorgio, Zeyu Zheng, Feng Ji, Xiaoya Zhang, Emmanuel Katabaro, Matilda Mlowe, Amon Sabasaba, Caroline Lister, Siraji Shabani, Prosper Njau, Sandra I. McCoy, and Jingshen Wang.

  4. Testing Limited Overlap

    Econometric Theory 41(5): 1129-1162, 2025.

    With Yuya Sasaki and Yulong Wang.

  5. Adaptive Experiments Toward Learning Treatment Effect Heterogeneity

    Journal of the Royal Statistical Society Series B: Statistical Methodology 87(4): 1055-1084, 2025.

    With Jingshen Wang and Waverly Wei.

    Supplement arXiv

  6. Boundary Adaptive Local Polynomial Conditional Density Estimators

    Bernoulli 30(4): 3193-3223, 2024.

    With Matias D. Cattaneo, Rajita Chandak, and Michael Jansson.

    Supplement arXiv Software

  7. Local Regression Distribution Estimators

    Journal of Econometrics 240(2): 105074, 2024.

    With Matias D. Cattaneo and Michael Jansson.

    Supplement arXiv Replication

  8. Breaking the Winner's Curse in Mendelian Randomization: Rerandomized Inverse Variance Weighted Estimator

    Annals of Statistics 51(1): 211-232, 2023.

    With Jingshen Wang and Chong Wu.

    Supplement arXiv

  9. Robust Inference Using Inverse Probability Weighting

    Journal of the American Statistical Association 115(532): 1851-1860, 2020.

    With Jingshen Wang.

    Supplement arXiv Replication

  10. Simple Local Polynomial Density Estimators

    Journal of the American Statistical Association 115(531): 1449-1455, 2020.

    With Matias D. Cattaneo and Michael Jansson.

    Supplement arXiv Replication

  11. A Random Attention Model

    Journal of Political Economy 128(7): 2796-2836, 2020.

    With Matias D. Cattaneo, Yusufcan Masatlioglu, and Elchin Suleymanov.

    Supplement arXiv Software Replication

  12. Two-Step Estimation and Inference with Possibly Many Included Covariates

    Review of Economic Studies 86(3): 1095-1122, 2019.

    With Matias D. Cattaneo and Michael Jansson.

    Supplement arXiv

Conference Proceedings

  1. Fair Adaptive Experiments

    In Proceedings of the 37th International Conference on Neural Information Processing Systems (NeurIPS 2023). Article No.: 840, 19157-19169, 2023.

    With Waverly Wei and Jingshen Wang.

    Supplement arXiv

Other Publications

  1. Context-Dependent Heterogeneous Preferences: A Comment on Barseghyan and Molinari (2023)

    Journal of Business & Economic Statistics 41(4): 1030-1034, 2023. (Invited comment on "Risk Preference Types, Limited Consideration, and Welfare" by L. Barseghyan and F. Molinari.)

    With Matias D. Cattaneo and Yusufcan Masatlioglu.

    arXiv

  2. Causal Inference and Machine Learning in Practice: Use Cases for Product, Brand, Policy and Beyond

    In Proceedings of the 29th ACM SIGKDD Conference on Knowledge Discovery and Data Mining (KDD 2023). 5867, 2023. (Introduction to the workshop.)

    With Jeong-Yoon Lee, Yifeng Wu, Keith Battocchi, Fabio Vera, Zhenyu Zhao, Totte Harinen, Jing Pan, Huigang Chen, Zeyu Zheng, Chu Wang, and Yingfei Wang.

Statistical Software Articles

  1. lpcde: Estimation and Inference for Local Polynomial Conditional Density Estimators

    Journal of Open Source Software 10(107): 7241, 2025.

    With Matias D. Cattaneo, Rajita Chandak, and Michael Jansson.

    arXiv Software

  2. lpdensity: Local Polynomial Density Estimation and Inference

    Journal of Statistical Software 101(2): 1-25, 2022.

    With Matias D. Cattaneo and Michael Jansson.

    arXiv Software Replication

  3. Manipulation Testing based on Density Discontinuity

    Stata Journal 18(1): 234-261, 2018.

    With Matias D. Cattaneo and Michael Jansson.

    R version Software Replication

Working Papers

  1. Can Language Models Boost the Power of Randomized Experiments Without Statistical Bias?

    With Xinrui Ruan, Yingfei Wang, Waverly Wei, and Jingshen Wang.

    Supplement arXiv

  2. Feature Importance and Selection in Language Models with Semi-structured Data

    With Qiuran Lyu and Jingshen Wang.

    Supplement

  3. Mediation Analysis with Mendelian Randomization and Efficient Multiple GWAS Integration

    With Qiuran Lyu, Jingshen Wang, and Chong Wu.

    Supplement arXiv

  4. On the Theoretical Investigation of Mediation Analysis in Mendelian Randomization with Summary Data

    With Qiuran Lyu and Jingshen Wang.

  5. Attention Overload

    With Matias D. Cattaneo, Paul Cheung, and Yusufcan Masatlioglu.

    Supplement arXiv Software Replication