2 papers
econ.EM2022
Bias correction and uniform inference for the quantile density function
Grigory Franguridi
For the kernel estimator of the quantile density function (the derivative of the quantile function), I show how to perform the boundary bias correction, establish the rate of stron…
econ.EM2021
Efficient counterfactual estimation in semiparametric discrete choice models: a note on Chiong, Hsieh, and Shum (2017)
Grigory Franguridi
I suggest an enhancement of the procedure of Chiong, Hsieh, and Shum (2017) for calculating bounds on counterfactual demand in semiparametric discrete choice models. Their algorith…