3 papers
econ.EM2026
Double/Debiased Machine Learning for Functional-Form-Robust Spatial Autoregression
Jieun Lee
Spatial autoregressive inference is typically conditional on the spatial weights matrix, W, even though the underlying interaction structure is often unknown and empirical conclusi…
econ.EM2026
Informativeness under Model Uncertainty: Shadow Prices and Ridge Penalties
Jieun Lee, Esfandiar Maasoumi
We develop inference under model uncertainty due to weak, noisy, multiple candidate restrictions and theories, and nuisance control covariates. A unified framework is given with de…
econ.EM2026
Risk-Optimal Curvature Selection for Finite-Sample Cressie-Read Moment Estimation
Jieun Lee, Anil Bera
We propose a finite-sample risk-optimal selection criterion for Cressie-Read power divergence (CRPD) estimation in overidentified moment-based models. The CRPD family, dual to gene…