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econ.EM2023
Doubly Robust Estimators with Weak Overlap
Yukun Ma, Pedro H. C. Sant'Anna, Yuya Sasaki +1
Doubly robust (DR) estimators guard against model misspecification but remain sensitive to weak covariate overlap. We show that trimming propensity scores reduces variance but elim…
econ.EM2023
Faster estimation of dynamic discrete choice models using index invertibility
Jackson Bunting, Takuya Ura
Many estimators of dynamic discrete choice models with persistent unobserved heterogeneity have desirable statistical properties but are computationally intensive. In this paper we…