39 citations · 45 across the 6 of their papers we have counts for
7 papers
On the Conditional Consistency of the Bootstrap
Denis Kojevnikov
This paper focuses on the conditional consistency of the bootstrap. The target is the conditional law of a statistic given a common shock, and the bootstrap approximates it by the…
Existence of Bayesian Equilibria in Incomplete Information Games without Common Priors
Denis Kojevnikov, Kyungchul Song
This paper focuses on finite-player incomplete information games where players may hold mutually inconsistent beliefs without a common prior. We introduce absolute continuity of be…
Some Impossibility Results for Inference With Cluster Dependence with Large Clusters
Denis Kojevnikov, Kyungchul Song
This paper focuses on a setting with observations having a cluster dependence structure and presents two main impossibility results. First, we show that when there is only one larg…
The Bootstrap for Network Dependent Processes
Denis Kojevnikov
This paper focuses on the bootstrap for network dependent processes under the conditional -weak dependence. Such processes are distinct from other forms of random fields studied…
A Berry-Esseen Bound for Vector-valued Martingales
Denis Kojevnikov, Kyungchul Song
This note provides a conditional Berry-Esseen bound for the sum of a martingale difference sequence in , , adapted to a filtration $\{\mathc…
Limit Theorems for Network Dependent Random Variables
Denis Kojevnikov, Vadim Marmer, Kyungchul Song
This paper is concerned with cross-sectional dependence arising because observations are interconnected through an observed network. Following Doukhan and Louhichi (1999), we measu…
Econometric Inference on a Large Bayesian Game with Heterogeneous Beliefs
Denis Kojevnikov, Kyungchul Song
Econometric models of strategic interactions among people or firms have received a great deal of attention in the literature. Less attention has been paid to the role of the underl…