143 citations · 364 across the 13 of their papers we have counts for
6 papers · 1 filter
Externally Valid Policy Choice
Christopher Adjaho, Timothy Christensen
We consider the problem of estimating personalized treatment policies that are "externally valid" or "generalizable": they perform well in target populations that differ from the e…
Optimal Decision Rules when Payoffs are Partially Identified
Timothy Christensen, Hyungsik Roger Moon, Frank Schorfheide
We derive asymptotically optimal statistical decision rules for discrete choice problems when payoffs depend on a partially-identified parameter and the decision maker can use…
Adaptive Estimation and Uniform Confidence Bands for Nonparametric Structural Functions and Elasticities
Xiaohong Chen, Timothy Christensen, Sid Kankanala
We introduce two data-driven procedures for optimal estimation and inference in nonparametric models using instrumental variables. The first is a data-driven choice of sieve dimens…
Robust Forecasting
Timothy Christensen, Hyungsik Roger Moon, Frank Schorfheide
We use a decision-theoretic framework to study the problem of forecasting discrete outcomes when the forecaster is unable to discriminate among a set of plausible forecast distribu…
Counterfactual Sensitivity and Robustness
Timothy Christensen, Benjamin Connault
We propose a framework for analyzing the sensitivity of counterfactuals to parametric assumptions about the distribution of latent variables in structural models. In particular, we…
Dynamic Models with Robust Decision Makers: Identification and Estimation
Timothy M. Christensen
This paper studies identification and estimation of a class of dynamic models in which the decision maker (DM) is uncertain about the data-generating process. The DM surrounds a be…