4 papers
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…
A Simple and Powerful Diagnostic Test for Binary Choice Models
Ting Ji, Laura Liu, Yulong Wang +1
This paper proposes a specification test for the conventional distributional assumptions of error terms in binary choice models, focusing on its tail properties. Based on extreme v…
Bayesian Double Machine Learning for Causal Inference
Francis J. DiTraglia, Laura Liu
This paper proposes a simple, novel, and fully-Bayesian approach for causal inference in partially linear models with high-dimensional control variables. Off-the-shelf machine lear…
Binary Outcome Models with Extreme Covariates: Estimation and Prediction
Laura Liu, Yulong Wang
This paper presents a novel semiparametric method to study the effects of extreme events on binary outcomes and subsequently forecast future outcomes. Our approach, based on Bayes'…