4 papers
Estimating Dynamic Spillover Effects along Multiple Networks in a Linear Panel Model
Clemens Possnig, Andreea Rotărescu, Kyungchul Song
Spillover of economic outcomes often arises over multiple networks, and distinguishing their separate roles is important in empirical research. For example, the direction of spillo…
Estimating Unobserved Individual Heterogeneity Using Pairwise Comparisons
Elena Krasnokutskaya, Kyungchul Song, Xun Tang
We propose a new method for studying environments with unobserved individual heterogeneity. Based on model-implied pairwise inequalities, the method classifies individuals in the s…
Counterfactual Analysis under Partial Identification Using Locally Robust Refinement
Nathan Canen, Kyungchul Song
Structural models that admit multiple reduced forms, such as game-theoretic models with multiple equilibria, pose challenges in practice, especially when parameters are set-identif…
A Uniform-in- Edgeworth Expansion under Weak Cramér Conditions
Kyungchul Song
This paper provides a finite sample bound for the error term in the Edgeworth expansion for a sum of independent, potentially discrete, nonlattice random vectors, using a uniform-i…