3 papers
econ.EM2025
Dimension Reduction for Conditional Density Estimation with Applications to High-Dimensional Causal Inference
Jianhua Mei, Fu Ouyang, Thomas T. Yang
We propose a novel and computationally efficient approach for nonparametric conditional density estimation in high-dimensional settings that achieves dimension reduction without im…
econ.EM2023
High Dimensional Binary Choice Model with Unknown Heteroskedasticity or Instrumental Variables
Fu Ouyang, Thomas Tao Yang
This paper proposes a new method for estimating high-dimensional binary choice models. We consider a semiparametric model that places no distributional assumptions on the error ter…
econ.EM2023
Semiparametric Discrete Choice Models for Bundles
Fu Ouyang, Thomas Tao Yang
We propose two approaches to estimate semiparametric discrete choice models for bundles. Our first approach is a kernel-weighted rank estimator based on a matching-based identifica…