Author

Hao Lu

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Preprint Oct 2026

Tuning-Free Tests for Treatment Effect Heterogeneity via Expectile Processes

This paper develops tuning-free tests for treatment-effect heterogeneity. By characterizing the null hypothesis as constancy of the expectile treatment-effect curve, we construct test statistics as continuous functionals of the mean-centered sample expectile process. We establish a uniform Bahadur representation, deriv...

Hao Lu, Xiao-Jun Song · 0 citations

Review Jul 2026

Kernel Minimum Distance Estimation and Testing with Conditional Moment Restrictions: A Unified Framework

We propose a unified Kernel Minimum Distance (KMD) framework for estimating and testing models defined by conditional moment restrictions. By embedding conditional moments into a Reproducing Kernel Hilbert Space (RKHS), we construct a closed-form $V$-statistic objective function that quantifies the distance from the re...

Yu-Hao Li, Hao Lu, Xiao-Jun Song · 0 citations

Preprint Jul 2026

Orthogonal Integrated Conditional Moment Tests for Treatment Effect Heterogeneity

We propose a nonparametric integrated conditional moment (ICM) test for treatment effect heterogeneity across subpopulations defined by a given covariate subvector. Under unconfoundedness, the null is recast as a conditional moment restriction based on a Neyman-orthogonal score, which reduces the first-order sensitivit...

Hao Lu, Xiao-Jun Song · 0 citations