19 citations · 26 across the 17 of their papers we have counts for
4 papers · 1 filter
Learning about Treatment Effects with Prior Studies: A Bayesian Model Averaging Approach
Frederico Finan, Demian Pouzo
We establish concentration rates for estimation of treatment effects in experiments that incorporate prior sources of information -- such as past pilots, related studies, or expert…
On the Robustness of Mixture Models in the Presence of Hidden Markov Regimes with Covariate-Dependent Transition Probabilities
Demian Pouzo, Martin Sola, Zacharias Psaradakis
This paper studies the robustness of quasi-maximum-likelihood (QML) estimation in hidden Markov models (HMMs) when the regime-switching structure is misspecified. Specifically, we…
Reinforcing RCTs with Multiple Priors while Learning about External Validity
Frederico Finan, Demian Pouzo
This paper introduces a framework for incorporating prior information into the design of sequential experiments. These sources may include past experiments, expert opinions, or the…
Inference on Quantile Treatment Effects with Small Treatment Groups
Marina Dias, Demian Pouzo
We develop inference for conditional quantile treatment effects that allows treatment groups to remain small as the overall sample grows. Such groups arise naturally in multivalued…