2 citations · 3 across the 2 of their papers we have counts for
3 papers
Efficient estimation of parameters in marginals in semiparametric multivariate models
Ivan Medovikov, Valentyn Panchenko, Artem Prokhorov
We consider a general multivariate model where univariate marginal distributions are known up to a parameter vector and we are interested in estimating that parameter vector withou…
Synthetic Controls with Multiple Outcomes
Wei Tian, Seojeong Lee, Valentyn Panchenko
We generalize the synthetic control (SC) method to a multiple-outcome framework, where the conventional pre-treatment time dimension is supplemented with the extra dimension of rel…
Wright meets Markowitz: How standard portfolio theory changes when assets are technologies following experience curves
Rupert Way, François Lafond, Fabrizio Lillo +2
We consider how to optimally allocate investments in a portfolio of competing technologies using the standard mean-variance framework of portfolio theory. We assume that technologi…