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econ.EM2025
Why Do the Elderly Save? Using Health Shocks to Uncover Bequests Motives
Tetsuya Kaji, Elena Manresa
We revisit the saving behavior of elderly singles using an adversarial structural estimation framework by Kaji, Manresa and Pouliot (2023). The method bridges the simulated method…
econ.EM2022★ 13 cited
Spectral and post-spectral estimators for grouped panel data models
Denis Chetverikov, Elena Manresa
In this paper, we develop spectral and post-spectral estimators for grouped panel data models. Both estimators are consistent in the asymptotics where the number of observations $N…
econ.EM2020★ 26 cited
An Adversarial Approach to Structural Estimation
Tetsuya Kaji, Elena Manresa, Guillaume Pouliot
We propose a new simulation-based estimation method, adversarial estimation, for structural models. The estimator is formulated as the solution to a minimax problem between a gener…