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Entropic Latent Variable Integration via Simulation
Citations
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Cited by:
- Isaiah Andrews & Anna Mikusheva, 2016. "Conditional Inference With a Functional Nuisance Parameter," Econometrica, Econometric Society, vol. 84, pages 1571-1612, July.
- Bernstein, David H. & Parmeter, Christopher F. & Tsionas, Mike G., 2023. "On the performance of the United States nuclear power sector: A Bayesian approach," Energy Economics, Elsevier, vol. 125(C).
- Susanne M. Schennach, 2012.
"Measurement error in nonlinear models - a review,"
CeMMAP working papers
CWP41/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Susanne M. Schennach, 2012. "Measurement error in nonlinear models - a review," CeMMAP working papers 41/12, Institute for Fiscal Studies.
- Taisuke Otsu & Martin Pesendorfer & Yuya Sasaki & Yuya Takahashi, 2022.
"Estimation Of (Static Or Dynamic) Games Under Equilibrium Multiplicity,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 63(3), pages 1165-1188, August.
- Pesendorfer, Martin & Otsu, Taisuke & Sasaki, Yuya & Takahashi, Yuya, 2020. "Estimation of (static or dynamic) games under equilibrium multiplicity," CEPR Discussion Papers 14342, C.E.P.R. Discussion Papers.
- Taisuke Otsu & Martin Pesendorfer & Yuya Sasaki & Yuya Takahashi, 2020. "Estimation of (static or dynamic) games under equilibrium multiplicity," STICERD - Econometrics Paper Series 611, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Otsu, Taisuke & Pesendorfer, Martin & Sasaki, Yuya & Takahashi, Yuya, 2022. "Estimation of (static or dynamic) games under equilibrium multiplicity," LSE Research Online Documents on Economics 112785, London School of Economics and Political Science, LSE Library.
- Manuel A. Domínguez & Ignacio N. Lobato, 2020. "Specification testing with estimated variables," Econometric Reviews, Taylor & Francis Journals, vol. 39(5), pages 476-494, May.
- Pietro Tebaldi & Alexander Torgovitsky & Hanbin Yang, 2023.
"Nonparametric Estimates of Demand in the California Health Insurance Exchange,"
Econometrica, Econometric Society, vol. 91(1), pages 107-146, January.
- Pietro Tebaldi & Alexander Torgovitsky & Hanbin Yang, 2019. "Nonparametric Estimates of Demand in the California Health Insurance Exchange," NBER Working Papers 25827, National Bureau of Economic Research, Inc.
- Dongwoo Kim & Daniel Wilhelm, 2017.
"Powerful t-Tests in the presence of nonclassical measurement error,"
CeMMAP working papers
57/17, Institute for Fiscal Studies.
- Dongwoo Kim & Daniel Wilhelm, 2017. "Powerful t-Tests in the presence of nonclassical measurement error," CeMMAP working papers CWP57/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Dongwoo Kim & Daniel Wilhelm, 2023. "Powerful t-tests in the presence of nonclassical measurement error," CeMMAP working papers 22/23, Institute for Fiscal Studies.
- Dongwoo Kim & Daniel Wilhelm, 2023. "Powerful t-tests in the presence of nonclassical measurement error," IFS Working Papers WCWP22/23, Institute for Fiscal Studies.
- Dongwoo Kim & Daniel Wilhelm, 2021. "Powerful t-tests in the presence of nonclassical measurement error," CeMMAP working papers CWP18/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Komunjer, Ivana & Ragusa, Giuseppe, 2016. "Existence And Characterization Of Conditional Density Projections," Econometric Theory, Cambridge University Press, vol. 32(4), pages 947-987, August.
- Yingyao Hu & Ji‐Liang Shiu, 2018. "Identification and estimation of semi‐parametric censored dynamic panel data models of short time periods," Econometrics Journal, Royal Economic Society, vol. 21(1), pages 55-85, February.
- Firpo, Sergio & Galvao, Antonio F. & Song, Suyong, 2017. "Measurement errors in quantile regression models," Journal of Econometrics, Elsevier, vol. 198(1), pages 146-164.
- Alexander Torgovitsky, 2019. "Partial identification by extending subdistributions," Quantitative Economics, Econometric Society, vol. 10(1), pages 105-144, January.
- Nir Billfeld & Moshe Kim, 2024. "Context-dependent Causality (the Non-Nonotonic Case)," Papers 2404.05021, arXiv.org.
- De Silva, Dakshina G. & Hubbard, Timothy P. & Schiller, Anita R. & Tsionas, Mike G., 2023. "Estimating outcomes in the presence of endogeneity and measurement error with an application to R&D," The Quarterly Review of Economics and Finance, Elsevier, vol. 88(C), pages 278-294.
- Victor H Aguiar & Nail Kashaev, 2021.
"Stochastic Revealed Preferences with Measurement Error [Consistency between Household-level Consumption Data from Registers and Surveys],"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 88(4), pages 2042-2093.
- Victor H. Aguiar & Nail Kashaev, 2018. "Stochastic Revealed Preferences with Measurement Error," Papers 1810.05287, arXiv.org, revised Sep 2020.
- Manuel Arellano & Stéphane Bonhomme, 2016.
"Nonlinear panel data estimation via quantile regressions,"
Econometrics Journal, Royal Economic Society, vol. 19(3), pages 61-94, October.
- Manuel Arellano & Stéphane Bonhomme, 2015. "Nonlinear panel data estimation via quantile regressions," CeMMAP working papers CWP40/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Manuel Arellano & Stéphane Bonhomme, 2015. "Nonlinear panel data estimation via quantile regressions," CeMMAP working papers 40/15, Institute for Fiscal Studies.
- Manuel Arellano & Stéphane Bonhomme, 2015. "Nonlinear Panel Data Estimation via Quantile Regression," Working Papers wp2015_1505, CEMFI.
- Stéphane Bonhomme & Martin Weidner, 2018.
"Minimizing sensitivity to model misspecification,"
CeMMAP working papers
CWP59/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- St'ephane Bonhomme & Martin Weidner, 2018. "Minimizing Sensitivity to Model Misspecification," Papers 1807.02161, arXiv.org, revised Oct 2021.
- Stéphane Bonhomme & Martin Weidner, 2020. "Minimizing Sensitivity to Model Misspecification," CeMMAP working papers CWP37/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Taisuke Otsu & Martin Pesendorfer, 2021.
"Equilibrium multiplicity in dynamic games: testing and estimation,"
STICERD - Econometrics Paper Series
618, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Otsu, Taisuke & Pesendorfer, Martin, 2023. "Equilibrium multiplicity in dynamic games: testing and estimation," LSE Research Online Documents on Economics 113588, London School of Economics and Political Science, LSE Library.
- Florian Gunsilius & Susanne Schennach, 2023.
"Independent Nonlinear Component Analysis,"
Journal of the American Statistical Association, Taylor & Francis Journals, vol. 118(542), pages 1305-1318, April.
- Florian Gunsilius & Susanne M. Schennach, 2019. "Independent nonlinear component analysis," CeMMAP working papers CWP46/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Schennach, Susanne M., 2019.
"Convolution without independence,"
Journal of Econometrics, Elsevier, vol. 211(1), pages 308-318.
- Susanne M. Schennach, 2013. "Convolution without independence," CeMMAP working papers 46/13, Institute for Fiscal Studies.
- Susanne M. Schennach, 2013. "Convolution without independence," CeMMAP working papers CWP46/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Taisuke Otsu & Martin Pesendorfer, 2023. "Equilibrium multiplicity in dynamic games: Testing and estimation," The Econometrics Journal, Royal Economic Society, vol. 26(1), pages 26-42.
- Stéphane Bonhomme & Martin Weidner, 2022. "Minimizing sensitivity to model misspecification," Quantitative Economics, Econometric Society, vol. 13(3), pages 907-954, July.
- Jean-Jacques Forneron, 2019. "A Sieve-SMM Estimator for Dynamic Models," Papers 1902.01456, arXiv.org, revised Jan 2023.
- Shuowen Chen, 2022. "Indirect Inference for Nonlinear Panel Models with Fixed Effects," Papers 2203.10683, arXiv.org, revised Apr 2022.
- Florian Gunsilius, 2019. "A path-sampling method to partially identify causal effects in instrumental variable models," Papers 1910.09502, arXiv.org, revised Jun 2020.
- Jun, Sung Jae & Pinkse, Joris, 2020. "Counterfactual prediction in complete information games: Point prediction under partial identification," Journal of Econometrics, Elsevier, vol. 216(2), pages 394-429.
- Gagliardini, Patrick & Gouriéroux, Christian, 2019. "Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects," Journal of Econometrics, Elsevier, vol. 208(2), pages 613-637.
- Arthur Lewbel, 2019.
"The Identification Zoo: Meanings of Identification in Econometrics,"
Journal of Economic Literature, American Economic Association, vol. 57(4), pages 835-903, December.
- Arthur Lewbel, 2018. "The Identification Zoo - Meanings of Identification in Econometrics," Boston College Working Papers in Economics 957, Boston College Department of Economics, revised 14 Dec 2019.
- Thomas M. Russell, 2020. "Policy Transforms and Learning Optimal Policies," Papers 2012.11046, arXiv.org.
- Isaiah Andrews & Anna Mikusheva, 2016. "Conditional Inference With a Functional Nuisance Parameter," Econometrica, Econometric Society, vol. 84(4), pages 1571-1612, July.
- Timothy Christensen & Benjamin Connault, 2023. "Counterfactual Sensitivity and Robustness," Econometrica, Econometric Society, vol. 91(1), pages 263-298, January.