Demian Pouzo

activity

20142026

most citedAsymptotic Behavior of Bayesian Learners with Misspecified Models

19 citations · 26 across the 17 of their papers we have counts for

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Showing 2014Show all

3 papers · 1 filter

math.ST2014

Bootstrap Consistency for Quadratic Forms of Sample Averages with Increasing Dimension

Demian Pouzo

This paper establishes consistency of the weighted bootstrap for quadratic forms $(n^{- 1/2} \sum_{i = 1}^{n} Z_{i, n})^{T} (n^{- 1/2} \sum_{i = 1}^{n} Z_{i, n})$ …

econ.GN2014

Berk-Nash Equilibrium: A Framework for Modeling Agents with Misspecified Models

Ignacio Esponda, Demian Pouzo

We develop an equilibrium framework that relaxes the standard assumption that people have a correctly-specified view of their environment. Each player is characterized by a (possib…

math.ST2014★ 1 cited

Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models

Xiaohong Chen, Demian Pouzo

This paper considers inference on functionals of semi/nonparametric conditional moment restrictions with possibly nonsmooth generalized residuals, which include all of the (nonline…