1 citations · 2 across the 4 of their papers we have counts for
4 papers
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…
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…
Stochastic Learning of Semiparametric Monotone Index Models with Large Sample Size
Qingsong Yao
I study the estimation of semiparametric monotone index models in the scenario where the number of observation points is extremely large and conventional approaches fail to wor…
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…