1 citations · 1 across the 3 of their papers we have counts for
4 papers
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…
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…
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…
L2-Relaxation: With Applications to Forecast Combination and Portfolio Analysis
Zhentao Shi, Liangjun Su, Tian Xie
This paper tackles forecast combination with many forecasts or minimum variance portfolio selection with many assets. A novel convex problem called L2-relaxation is proposed. In co…