143 citations
5 papers
Monte Carlo Confidence Sets for Identified Sets
Xiaohong Chen, Timothy Christensen, Elie Tamer
In complicated/nonlinear parametric models, it is generally hard to know whether the model parameters are point identified. We provide computationally attractive procedures to cons…
Money as Minimal Complexity
Pradeep Dubey, Siddhartha Sahi, Martin Shubik
We consider mechanisms that provide traders the opportunity to exchange commodity for commodity , for certain ordered pairs . Given any connected graph of opportunit…
Optimal Sup-norm Rates and Uniform Inference on Nonlinear Functionals of Nonparametric IV Regression
Xiaohong Chen, Timothy M. Christensen
This paper makes several important contributions to the literature about nonparametric instrumental variables (NPIV) estimation and inference on a structural function and its…
Optimal Uniform Convergence Rates and Asymptotic Normality for Series Estimators Under Weak Dependence and Weak Conditions
Xiaohong Chen, Timothy Christensen
We show that spline and wavelet series regression estimators for weakly dependent regressors attain the optimal uniform (i.e. sup-norm) convergence rate of…
Optimal Uniform Convergence Rates for Sieve Nonparametric Instrumental Variables Regression
Xiaohong Chen, Timothy Christensen
We study the problem of nonparametric regression when the regressor is endogenous, which is an important nonparametric instrumental variables (NPIV) regression in econometrics and…