Skip to content
View JakobJuergens's full-sized avatar

Highlights

  • Pro

Block or report JakobJuergens

Block user

Prevent this user from interacting with your repositories and sending you notifications. Learn more about blocking users.

You must be logged in to block users.

Maximum 250 characters. Please don’t include any personal information such as legal names or email addresses. Markdown is supported. This note will only be visible to you.
Report abuse

Contact GitHub support about this user’s behavior. Learn more about reporting abuse.

Report abuse
JakobJuergens/README.md

Jakob R. Juergens

I am a fourth-year Ph.D. candidate in Economics at the University of Wisconsin-Madison, working in econometrics and statistics. I am advised by Jack R. Porter, Bruce E. Hansen, and Harold D. Chiang. My research develops statistical theory for inference with modern nonparametric and machine learning estimators, with generalized U-statistics as a unifying framework.

I am especially interested in jackknife methods, generalized and infinite-order U-statistics, random forests, and local inference for causal parameters such as heterogeneous treatment effects.

Research

Working papers

  • Jackknife Variance Estimation for Hájek-Dominated Generalized U-Statistics

    I study ratio-consistency of the jackknife variance estimator for generalized U-statistics whose variance is asymptotically dominated by their Hájek projection, with applications to distributional nearest-neighbor regression.

    arXiv · Research page

  • Orthogonal Inference for Conditional Z-Estimation without Cross-Fitting: A Distributional Nearest-Neighbor Approach

    I develop pointwise inference for localized conditional estimating equations using distributional nearest-neighbor weights, orthogonal scores, same-sample machine-learned nuisance estimates, and jackknife variance estimation.

    Manuscript available upon request · Research page

Selected work in progress

  • Distribution-on-distribution regression with optimal transport.
  • Asymptotic theory for random forests, joint with Harold D. Chiang and Christian Döbler.

Software and Replication Materials

This GitHub profile provides an overview of my current research and teaching and archives selected code, computational materials, and earlier project repositories. The most current overview of papers, projects, and teaching materials is available on my website.

Teaching

I have taught and assisted courses in econometrics and mathematical economics at the University of Wisconsin-Madison, including:

  • ECON 703, Mathematical Economics I / Ph.D. Math Camp.
  • ECON 410, Introductory Econometrics.

Teaching materials and evaluations are linked from my teaching page.

Links

Pinned Loading

  1. Masters_Thesis Masters_Thesis Public archive

    Archived 2022 master’s thesis on permutation tests for equality of distributions of functional data, with R simulations and an electricity-demand application.

    R 2

  2. Basis_Choice_FLR Basis_Choice_FLR Public archive

    Archived 2022 student project on basis choice and functional principal component methods for scalar-on-function regression.

    Jupyter Notebook 3 2

  3. Outlier_Detection_FDA Outlier_Detection_FDA Public archive

    Archived 2022 student project applying functional-depth outlier detection to industrial sensor curves, with R and Shiny tools.

    Jupyter Notebook 2

  4. Random_Forest_VarImp Random_Forest_VarImp Public archive

    Archived 2021 computational-statistics project comparing variable-importance and feature-selection methods for random forests.

    Jupyter Notebook 3