21 citations · 24 across the 15 of their papers we have counts for
15 papers
Identification in Linear Quantile Panel Models
Shakeeb Khan, Elie Tamer
This paper studies identification in linear quantile panel models with unrestricted individual heterogeneity when the number of time periods is fixed and small. We impose strict ex…
Nonparametric Bayesian Inference for Partially Identified Discrete Response Models
Elie Tamer, Christopher D. Walker
This paper proposes a nonparametric Bayesian inference framework for partially identified discrete response models. The key observation is that these models map a reduced-form cond…
Stochastic Potential Choices and Outcomes
Aureo de Paula, Elie Tamer
Applied econometricians typically model each individual as having fixed outcomes under treatment and control and, in instrumental-variables (IV) settings, fixed treatment decisions…
Stationary Errors and Quantile Regression in Short Panels
Shakeeb Khan, Elie Tamer
This paper studies a linear panel model with an unrestricted individual effect and a time- stationary idiosyncratic disturbance. We first show that stationarity is a strong restric…
Partial Identification from LLM Prompts
Xiaohong Chen, Ashesh Rambachan, Elie Tamer
Large language models are increasingly used as binary classifiers when the true label is latent. We study partial identification of the prevalence from panels of LL…
Fast Online Inference on Semiparametric Models
Xiaohong Chen, Elie Tamer, Qingsong Yao
This paper develops a framework for fast online inference on semiparametric models with large sample sizes and possibly many covariates. The computational algorithm itself is the o…
Prediction Sets and Conformal Inference with Interval Outcomes
Weiguang Liu, Áureo de Paula, Elie Tamer
Given data on a random variable \(Y\), a prediction set with miscoverage level \(α\in (0,1)\) is a set that contains a new draw of \(Y\) with probability \(1-α\). Among all predict…
Counterfactual Analysis in Empirical Games
Brendan Kline, Elie Tamer
We address counterfactual analysis in empirical models of games with partially identified parameters, and multiple equilibria and/or randomized strategies, by constructing and anal…
Heterogeneous Treatment Effects via Linear Dynamic Panel Data Models
Philip Marx, Elie Tamer, Xun Tang
We study the identification of heterogeneous, intertemporal treatment effects (TE) when potential outcomes depend on past treatments. First, applying a dynamic panel data model to…
Inference on High Dimensional Selective Labeling Models
Shakeeb Khan, Elie Tamer, Qingsong Yao
A class of simultaneous equation models arise in the many domains where observed binary outcomes are themselves a consequence of the existing choices of of one of the agents in the…
Parallel Trends and Dynamic Choices
Philip Marx, Elie Tamer, Xun Tang
Difference-in-differences is a common method for estimating treatment effects, and the parallel trends condition is its main identifying assumption: the trend in mean untreated out…
Efficient Estimation in NPIV Models: A Comparison of Various Neural Networks-Based Estimators
Jiafeng Chen, Xiaohong Chen, Elie Tamer
Artificial Neural Networks (ANNs) can be viewed as nonlinear sieves that can approximate complex functions of high dimensional variables more effectively than linear sieves. We inv…
Estimating High Dimensional Monotone Index Models by Iterative Convex Optimization1
Shakeeb Khan, Xiaoying Lan, Elie Tamer +1
In this paper we propose new approaches to estimating large dimensional monotone index models. This class of models has been popular in the applied and theoretical econometrics lit…
Inference on Auctions with Weak Assumptions on Information
Vasilis Syrgkanis, Elie Tamer, Juba Ziani
Given a sample of bids from independent auctions, this paper examines the question of inference on auction fundamentals (e.g. valuation distributions, welfare measures) under weak…
How brokers can optimally plot against traders
Manuel Lafond
Traders buy and sell financial instruments in hopes of making profit, and brokers are responsible for the transaction. There are several hypotheses and conspiracy theories arguing…