Existence And Characterization Of Conditional Density Projections
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- Lee Tae-Hwy & Mao Millie Yi & Ullah Aman, 2021.
"Maximum Entropy Analysis of Consumption-based Capital Asset Pricing Model and Volatility,"
Journal of Econometric Methods, De Gruyter, vol. 10(1), pages 1-19, January.
- Tae-Hwy Lee & Millie Yi Mao & Aman Ullah, 2020. "Maximum Entropy Analysis of Consumption-based Capital Asset Pricing Model and Volatility," Working Papers 202015, University of California at Riverside, Department of Economics.
- Timothy Christensen & Benjamin Connault, 2019. "Counterfactual Sensitivity and Robustness," Papers 1904.00989, arXiv.org, revised May 2022.
- Qiu, Chen & Otsu, Taisuke, 2022. "Information theoretic approach to high dimensional multiplicative models: stochastic discount factor and treatment effect," LSE Research Online Documents on Economics 110494, London School of Economics and Political Science, LSE Library.
- repec:hum:wpaper:sfb649dp2017-016 is not listed on IDEAS
- Andreas Tryphonides, 2018. "Tilting Approximate Models," Papers 1805.10869, arXiv.org, revised Mar 2024.
- Chen Qiu & Taisuke Otsu, 2022. "Information theoretic approach to high‐dimensional multiplicative models: Stochastic discount factor and treatment effect," Quantitative Economics, Econometric Society, vol. 13(1), pages 63-94, January.
- Christis Katsouris, 2023. "Optimal Estimation Methodologies for Panel Data Regression Models," Papers 2311.03471, arXiv.org, revised Nov 2023.
- Naoya Sueishi, 2022. "A Misuse of Specification Tests," Papers 2211.11915, arXiv.org.
- Tryphonides, Andreas, 2017. "Conditional moment restrictions and the role of density information in estimated structural models," SFB 649 Discussion Papers 2017-016, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Timothy Christensen & Benjamin Connault, 2023. "Counterfactual Sensitivity and Robustness," Econometrica, Econometric Society, vol. 91(1), pages 263-298, January.
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