7 papers
Stationary Errors and Quantile Regression in Short Panels
Shakeeb Khan, Elie Tamer
This paper studies a linear panel model with an unrestricted individual effect and a time- stationary idiosyncratic disturbance. We first show that stationarity is a strong restric…
Stochastic Potential Choices and Outcomes
Aureo de Paula, Elie Tamer
Applied econometricians typically model each individual as having fixed outcomes under treatment and control and, in instrumental-variables (IV) settings, fixed treatment decisions…
Partial Identification from LLM Prompts
Xiaohong Chen, Ashesh Rambachan, Elie Tamer
Large language models are increasingly used as binary classifiers when the true label is latent. We study partial identification of the prevalence from panels of L…
Fast Online Inference on Semiparametric Models
Xiaohong Chen, Elie Tamer, Qingsong Yao
This paper develops a framework for fast online inference on semiparametric models with large sample sizes and possibly many covariates. The computational algorithm itself is the o…
Prediction Sets and Conformal Inference with Interval Outcomes
Weiguang Liu, Ãureo de Paula, Elie Tamer
Given data on a random variable \(Y\), a prediction set with miscoverage level \(α\in (0,1)\) is a set that contains a new draw of \(Y\) with probability \(1-α\). Among all predi…
Inference on High Dimensional Selective Labeling Models
Shakeeb Khan, Elie Tamer, Qingsong Yao
A class of simultaneous equation models arise in the many domains where observed binary outcomes are themselves a consequence of the existing choices of of one of the agents in the…