12 citations · 20 across the 4 of their papers we have counts for
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Inference on Individual Treatment Effects in Nonseparable Triangular Models
Jun Ma, Vadim Marmer, Zhengfei Yu
In nonseparable triangular models with a binary endogenous treatment and a binary instrumental variable, Vuong and Xu (2017) established identification results for individual treat…
Empirical Likelihood Covariate Adjustment for Regression Discontinuity Designs
Jun Ma, Zhengfei Yu
This paper proposes a versatile covariate adjustment method that directly incorporates covariate balance in regression discontinuity (RD) designs. The new empirical entropy balanci…
Monotonicity-Constrained Nonparametric Estimation and Inference for First-Price Auctions
Jun Ma, Vadim Marmer, Artyom Shneyerov +1
We propose a new nonparametric estimator for first-price auctions with independent private values that imposes the monotonicity constraint on the estimated inverse bidding strategy…
Inference for First-Price Auctions with Guerre, Perrigne, and Vuong's Estimator
Jun Ma, Vadim Marmer, Artyom Shneyerov
We consider inference on the probability density of valuations in the first-price sealed-bid auctions model within the independent private value paradigm. We show the asymptotic no…