52 citations · 169 across the 24 of their papers we have counts for
25 papers
Synthetic Decomposition for Counterfactual Predictions
Nathan Canen, Kyungchul Song
Counterfactual predictions are challenging when the policy variable goes beyond its pre-policy support. However, in many cases, information about the policy of interest is availabl…
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…
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 Law of Large Numbers for Large Stable Matchings
Jacob Schwartz, Kyungchul Song
In many empirical studies of a large two-sided matching market (such as in a college admissions problem), the researcher performs statistical inference under the assumption that th…
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…
A Decomposition Approach to Counterfactual Analysis in Game-Theoretic Models
Nathan Canen, Kyungchul Song
Decomposition methods are often used for producing counterfactual predictions in non-strategic settings. When the outcome of interest arises from a game-theoretic setting where age…
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 Decomposition Analysis of Diffusion Over a Large Network
Kyungchul Song
Diffusion over a network refers to the phenomenon of a change of state of a cross-sectional unit in one period leading to a change of state of its neighbors in the network in the n…
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…
Measuring Diffusion over a Large Network
Xiaoqi He, Kyungchul Song
This paper introduces a measure of the diffusion of binary outcomes over a large, sparse network, when the diffusion is observed in two time periods. The measure captures the aggre…
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…
Estimation and Inference on Treatment Effects Under Treatment-Based Sampling
Kyungchul Song, Zhengfei Yu
Causal inference in a program evaluation setting faces the problem of external validity when the treatment effect in the target population is different from the treatment effect id…
Stable Limit Theorems for Empirical Processes under Conditional Neighborhood Dependence
Ji Hyung Lee, Kyungchul Song
This paper introduces a new concept of stochastic dependence among many random variables which we call conditional neighborhood dependence (CND). Suppose that there are a set of ra…
Estimating Local Interactions Among Many Agents Who Observe Their Neighbors
Nathan Canen, Jacob Schwartz, Kyungchul Song
In various economic environments, people observe other people with whom they strategically interact. We can model such information-sharing relations as an information network, and…
Ordering-Free Inference from Locally Dependent Data
Kyungchul Song
This paper focuses on a data-rich environment where the data set has a very large cross-sectional dimension, is likely to exhibit local dependence, and yet is hard to determine the…
Uniform Asymptotics for Nonparametric Quantile Regression with an Application to Testing Monotonicity
Sokbae Lee, Kyungchul Song, Yoon-Jae Whang
In this paper, we establish a uniform error rate of a Bahadur representation for local polynomial estimators of quantile regression functions. The error rate is uniform over a rang…
Measuring the Graph Concordance of Locally Dependent Observations
Kyungchul Song
This paper introduces a simple measure of a concordance pattern among observed outcomes along a network, i.e., the pattern in which adjacent outcomes tend to be more strongly corre…
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…
Minimax Estimation of Nonregular Parameters and Discontinuity in Minimax Risk
Kyungchul Song
When a parameter of interest is nondifferentiable in the probability, the existing theory of semiparametric efficient estimation is not applicable, as it does not have an influence…
Local Asymptotic Minimax Estimation of Nonregular Parameters with Translation-Scale Equivariant Maps
Kyungchul Song
When a parameter of interest is defined to be a nondifferentiable transform of a regular parameter, the parameter does not have an influence function, rendering the existing theory…
Testing for a General Class of Functional Inequalities
Sokbae Lee, Kyungchul Song, Yoon-Jae Whang
In this paper, we propose a general method for testing inequality restrictions on nonparametric functions. Our framework includes many nonparametric testing problems in a unified f…
Semiparametric Models with Single-Index Nuisance Parameters
Kyungchul Song
In many semiparametric models, the parameter of interest is identified through conditional expectations, where the conditioning variable involves a single-index that is estimated i…
Testing Functional Inequalities
Sokbae Lee, Kyungchul Song, Yoon-Jae Whang
This paper develops tests for inequality constraints of nonparametric regression functions. The test statistics involve a one-sided version of -type functionals of kernel esti…