117 citations · 191 across the 25 of their papers we have counts for
4 papers · 1 filter
Policy Choice and Best Arm Identification: Asymptotic Analysis of Exploration Sampling
Kaito Ariu, Masahiro Kato, Junpei Komiyama +2
We consider the "policy choice" problem -- otherwise known as best arm identification in the bandit literature -- proposed by Kasy and Sautmann (2021) for adaptive experimental des…
Learning Causal Models from Conditional Moment Restrictions by Importance Weighting
Masahiro Kato, Masaaki Imaizumi, Kenichiro McAlinn +2
We consider learning causal relationships under conditional moment restrictions. Unlike causal inference under unconditional moment restrictions, conditional moment restrictions po…
Convergence of Computed Dynamic Models with Unbounded Shock
Kenichiro McAlinn, Kosaku Takanashi
This paper studies the asymptotic convergence of computed dynamic models when the shock is unbounded. Most dynamic economic models lack a closed-form solution. As such, approximate…
Controlling False Discovery Rates under Cross-Sectional Correlations
Junpei Komiyama, Masaya Abe, Kei Nakagawa +1
We consider controlling the false discovery rate for testing many time series with an unknown cross-sectional correlation structure. Given a large number of hypotheses, false and m…