3 papers
econ.EM2026
Conditional-Moment Estimation and Inference in the BLP Model
Hua Jin, Rui Sun, Tian Xie
The random-coefficient demand model of Berry, Levinsohn, and Pakes (1995) is commonly estimated by the generalized method of moments (GMM), using an unconditional moment restrictio…
econ.EM2025
Compound Selection Decisions: An Almost SURE Approach
Jiafeng Chen, Lihua Lei, Timothy Sudijono +2
This paper proposes methods for producing compound selection decisions in a Gaussian sequence model. Given unknown, fixed parameters and known with observation…
econ.EM2025
Automatic Inference for Value-Added Regressions
Tian Xie
A large empirical literature regresses outcomes on empirical Bayes shrinkage estimates of value-added, yet little is known about whether this approach leads to unbiased estimates a…