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econ.EM2026
Limited-Information Estimation of Heterogeneous Agent Models
Laura Liu, Mikkel Plagborg-Møller, Nelson Matthew P. Tan
We develop a method for estimating and testing a single block of a macroeconomic model with heterogeneous agents, without placing assumptions on the structure of the rest of the ec…
econ.EM2026
A Simple and Powerful Diagnostic Test for Binary Choice Models
Ting Ji, Laura Liu, Yulong Wang +1
Conventional binary choice models, such as probit and logit, impose thin-tailed errors, and that tail determines whether the parameters of a binary choice model can be estimated at…