4 citations · 8 across the 7 of their papers we have counts for
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econ.EM2018★ 2 cited
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…
math.ST2018★ 4 cited
Regularized Orthogonal Machine Learning for Nonlinear Semiparametric Models
Denis Nekipelov, Vira Semenova, Vasilis Syrgkanis
This paper proposes a Lasso-type estimator for a high-dimensional sparse parameter identified by a single index conditional moment restriction (CMR). In addition to this parameter,…