5 papers
Refined Cluster Robust Inference
Bulat Gafarov, Takuya Ura
It has become standard for empirical studies to conduct inference robust to cluster dependence and heterogeneity. With a small number of clusters, the normal approximation for the…
Doubly Robust Estimators with Weak Overlap
Yukun Ma, Pedro H. C. Sant'Anna, Yuya Sasaki +1
Doubly robust (DR) estimators guard against model misspecification but remain sensitive to weak covariate overlap. We show that trimming propensity scores reduces variance but elim…
Policy Relevant Treatment Effects with Multidimensional Unobserved Heterogeneity
Takuya Ura, Lina Zhang
This paper provides a unified framework for bounding policy relevant treatment effects using instrumental variables. In this framework, the treatment selection may depend on multid…
Faster estimation of dynamic discrete choice models using index invertibility
Jackson Bunting, Takuya Ura
Many estimators of dynamic discrete choice models with persistent unobserved heterogeneity have desirable statistical properties but are computationally intensive. In this paper we…
Testing homogeneity in dynamic discrete games in finite samples
Federico A. Bugni, Jackson Bunting, Takuya Ura
The literature on dynamic discrete games often assumes that the conditional choice probabilities and the state transition probabilities are homogeneous across markets and over time…