3 papers
econ.EM2025
Partial Identification in Moment Models with Incomplete Data--A Conditional Optimal Transport Approach
Yanqin Fan, Hyeonseok Park, Brendan Pass +1
In this paper, we develop a unified approach to study partial identification of a finite-dimensional parameter defined by a general moment model with incomplete data. We establish…
econ.EM2024
Minimum Sliced Distance Estimation in a Class of Nonregular Econometric Models
Yanqin Fan, Hyeonseok Park
This paper proposes minimum sliced distance estimation in structural econometric models with possibly parameter-dependent supports. In contrast to likelihood-based estimation, we s…
math.OC2023
Quantifying Distributional Model Risk in Marginal Problems via Optimal Transport
Yanqin Fan, Hyeonseok Park, Gaoqian Xu
This paper studies distributional model risk in marginal problems, where each marginal measure is assumed to lie in a Wasserstein ball centered at a fixed reference measure with a…