2 papers
econ.EM2026
Risk-Optimal Curvature Selection for Finite-Sample Cressie-Read Moment Estimation
Jieun Lee, Anil Bera
We propose a finite-sample risk-optimal selection criterion for Cressie-Read power divergence (CRPD) estimation in overidentified moment-based models. The CRPD family, dual to gene…
econ.EM2026
Informativeness under Model Uncertainty: Shadow Prices and Ridge Penalties
Jieun Lee, Esfandiar Maasoumi
We develop inference under model uncertainty due to weak, noisy, multiple candidate restrictions and theories, and nuisance control covariates. A unified framework is given with de…