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stat.ML2019★ 2 cited
Welfare Analysis in Dynamic Models
Victor Chernozhukov, Whitney Newey, Vira Semenova
This paper introduces metrics for welfare analysis in dynamic models. We develop estimation and inference for these parameters even in the presence of a high-dimensional state spac…
stat.ML2017
Debiased Machine Learning of Set-Identified Linear Models
Vira Semenova
This paper provides estimation and inference methods for an identified set's boundary (i.e., support function) where the selection among a very large number of covariates is based…