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econ.EM2024
Semiparametric Bayesian Difference-in-Differences
Christoph Breunig, Ruixuan Liu, Zhengfei Yu
This paper studies semiparametric Bayesian inference for the average treatment effect on the treated (ATT) within the difference-in-differences (DiD) research design. We propose tw…
econ.EM2024
Quasi-Bayesian Estimation and Inference with Control Functions
Ruixuan Liu, Zhengfei Yu
This paper introduces a quasi-Bayesian method that integrates frequentist nonparametric estimation with Bayesian inference in a two-stage process. Applied to an endogenous discrete…