2 citations · 2 across the 6 of their papers we have counts for
7 papers
Gaussian Transforms Modeling and the Estimation of Distributional Regression Functions
Richard Spady, Sami Stouli
We propose flexible Gaussian representations for conditional cumulative distribution functions and give a concave likelihood criterion for their estimation. Optimal representations…
Heterogeneous Coefficients, Control Variables, and Identification of Multiple Treatment Effects
Whitney K. Newey, Sami Stouli
Multidimensional heterogeneity and endogeneity are important features of models with multiple treatments. We consider a heterogeneous coefficients model where the outcome is a line…
Identification of Treatment Effects under Limited Exogenous Variation
Whitney K. Newey, Sami Stouli
Multidimensional heterogeneity and endogeneity are important features of a wide class of econometric models. With control variables to correct for endogeneity, nonparametric identi…
Control Variables, Discrete Instruments, and Identification of Structural Functions
Whitney Newey, Sami Stouli
Control variables provide an important means of controlling for endogeneity in econometric models with nonseparable and/or multidimensional heterogeneity. We allow for discrete ins…
Simultaneous Mean-Variance Regression
Richard Spady, Sami Stouli
We propose simultaneous mean-variance regression for the linear estimation and approximation of conditional mean functions. In the presence of heteroskedasticity of unknown form, o…
Semiparametric Estimation of Structural Functions in Nonseparable Triangular Models
Victor Chernozhukov, Iván Fernández-Val, Whitney Newey +2
Triangular systems with nonadditively separable unobserved heterogeneity provide a theoretically appealing framework for the modelling of complex structural relationships. However,…
Dual Regression
Richard Spady, Sami Stouli
We propose dual regression as an alternative to the quantile regression process for the global estimation of conditional distribution functions under minimal assumptions. Dual regr…