3 citations · 5 across the 4 of their papers we have counts for
Showing 2022Show all
2 papers · 1 filter
econ.EM2022★ 3 cited
Robust Tests of Model Incompleteness in the Presence of Nuisance Parameters
Shuowen Chen, Hiroaki Kaido
Economic models may exhibit incompleteness depending on whether or not they admit certain policy-relevant features such as strategic interaction, self-selection, or state dependenc…
econ.EM2022
Indirect Inference for Nonlinear Panel Models with Fixed Effects
Shuowen Chen
Fixed effect estimators of nonlinear panel data models suffer from the incidental parameter problem. This leads to two undesirable consequences in applied research: (1) point estim…