Showing 1 - 10 of 126
Persistent link: https://www.econbiz.de/10003432532
This paper studies the computational complexity of Bayesian and quasi-Bayesian estimation in large samples carried out using a basic Metropolis random walk. The framework covers cases where the underlying likelihood or extremum criterion function is possibly non-concave, discontinuous, and of...
Persistent link: https://www.econbiz.de/10014052489
We give semiparametric identification and estimation results for econometric models with a regressor that is endogenous, bound censored and selected, called a Tobin regressor. First, we show that true parameter value is set identified and characterize the identification sets. Second, we propose...
Persistent link: https://www.econbiz.de/10003838979
In this work we consider series estimators for the conditional mean in light of three new ingredients: (i) sharp LLNs for matrices derived from the non-commutative Khinchin inequalities, (ii) bounds on the Lebesgue factor that controls the ratio between the L8 and L2-norms, and (iii) maximal...
Persistent link: https://www.econbiz.de/10010227484
This paper studies inference on treatment effects in aggregate panel data settings with a single treated unit and many control units. We propose new methods for making inference on average treatment effects in settings where both the number of pre-treatment and the number of post-treatment...
Persistent link: https://www.econbiz.de/10012014137
This paper examines a general class of inferential problems in semiparametric and nonparametric models defined by conditional moment restrictions. We construct tests for the hypothesis that at least one element of the identified set satisfies a conjectured (Banach space) "equality" and/or (a...
Persistent link: https://www.econbiz.de/10011337665
This work proposes new inference methods for the estimation of a regression coefficient of interest in quantile regression models. We consider high-dimensional models where the number of regressors potentially exceeds the sample size but a subset of them suffice to construct a reasonable...
Persistent link: https://www.econbiz.de/10010462848
Persistent link: https://www.econbiz.de/10002114357
This work proposes new inference methods for the estimation of a regression coefficient of interest in quantile regression models. We consider high-dimensional models where the number of regressors potentially exceeds the sample size but a subset of them suffice to construct a reasonable...
Persistent link: https://www.econbiz.de/10010227497
Persistent link: https://www.econbiz.de/10001768317