1 citations · 1 across the 11 of their papers we have counts for
12 papers
Testing selection on observables in parametric models with refreshment samples
Grigory Franguridi, Arie Kapteyn
In panels with sample selection (that may occur due to attrition, nonresponse, etc.), the assumption of selection on observables (missing at random, MAR) is commonly imposed despit…
Raking for estimation and inference in panel models with nonignorable attrition and refreshment
Grigory Franguridi, Jinyong Hahn, Pierre Hoonhout +2
In panel data subject to nonignorable attrition, auxiliary (refreshment) sampling may restore full identification under weak assumptions on the attrition process. Despite their gen…
Inference in partially identified moment models via regularized optimal transport
Grigory Franguridi, Laura Liu
Many statistical and econometric problems involve parameters defined by moments of a joint distribution when only marginal distributions are observed, leading naturally to partial…
Generalized method of moments with partially missing data
Grigory Franguridi, Hyungsik Roger Moon
We consider a generalized method of moments framework in which a part of the data vector is missing for some units in a completely unrestricted, potentially endogenous way. In this…
Debiasing Functions of Private Statistics in Postprocessing
Flavio Calmon, Elbert Du, Cynthia Dwork +2
Given a differentially private unbiased estimate of a statistic , we wish to obtain unbiased estimates of functions of , such as , solely th…
Kotlarski's lemma for dyadic models
Grigory Franguridi, Hyungsik Roger Moon
We show how to identify the distributions of the latent components in the two-way dyadic model for bipartite networks . This is achie…
Closed-form estimation and inference for panels with attrition and refreshment samples
Grigory Franguridi, Lidia Kosenkova
It has long been established that, if a panel dataset suffers from attrition, auxiliary (refreshment) sampling restores full identification under additional assumptions that still…
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…
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…
Nonparametric inference on counterfactuals in first-price auctions
Pasha Andreyanov, Grigory Franguridi
In a classical model of the first-price sealed-bid auction with independent private values, we develop nonparametric estimators for several policy-relevant targets, such as the bid…
Bias correction for quantile regression estimators
Grigory Franguridi, Bulat Gafarov, Kaspar Wuthrich
We study the bias of classical quantile regression and instrumental variable quantile regression estimators. While being asymptotically first-order unbiased, these estimators can h…
A Uniform Bound on the Operator Norm of Sub-Gaussian Random Matrices and Its Applications
Grigory Franguridi, Hyungsik Roger Moon
For an random matrix with weakly dependent uniformly sub-Gaussian entries that may depend on a possibly infinite-dimensional parameter $β\in \mathbf…