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econ.EM2026
Limited-Information Estimation of Heterogeneous Agent Models
Laura Liu, Mikkel Plagborg-Møller, Nelson Matthew P. Tan
We develop a method for estimating and testing a single block of a macroeconomic model with heterogeneous agents, without placing assumptions on the structure of the rest of the ec…
econ.EM2026
Bounds for Standard Errors in Combined Data
Jooyoung Cha, Yuya Sasaki, Nelson Matthew P. Tan
We propose methods for constructing lower bounds on the standard errors of parameters estimated from moment conditions obtained across different samples. Sharp explicit bounds are…