3 papers
econ.EM2026
Adaptive Estimation of Aggregated Values of Conditional Linear Programs
Gevorg Khandamiryan, Vira Semenova
We develop a covariate-assisted approach to partially identified parameters that are solutions to an under-identified system of linear equations with known coefficients. Examples i…
econ.EM2024
On the Lower Confidence Band for the Optimal Welfare in Policy Learning
Kirill Ponomarev, Vira Semenova
We study inference on the optimal welfare in a policy learning problem and propose reporting a lower confidence band (LCB). A natural approach to constructing an LCB is to invert a…
econ.EM2018
Machine Learning for Dynamic Discrete Choice
Vira Semenova
Dynamic discrete choice models often discretize the state vector and restrict its dimension in order to achieve valid inference. I propose a novel two-stage estimator for the set-i…