19 citations · 26 across the 17 of their papers we have counts for
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econ.TH2019★ 19 cited
Asymptotic Behavior of Bayesian Learners with Misspecified Models
Ignacio Esponda, Demian Pouzo, Yuichi Yamamoto
We consider an agent who represents uncertainty about the environment via a possibly misspecified model. Each period, the agent takes an action, observes a consequence, and uses Ba…
math.ST2019
Penalized Sieve GEL for Weighted Average Derivatives of Nonparametric Quantile IV Regressions
Xiaohong Chen, Demian Pouzo, James L. Powell
This paper considers estimation and inference for a weighted average derivative (WAD) of a nonparametric quantile instrumental variables regression (NPQIV). NPQIV is a non-separabl…