2 papers
econ.EM2026
Identification of Dynamic Panel Logit Models with Fixed Effects
Christopher Dobronyi, Jiaying Gu, Kyoo il Kim +1
We show that identification in a general class of dynamic panel logit models with fixed effects is related to the truncated moment problem from the mathematics literature. We use t…
stat.ME2026
Robustifying Empirical Bayes
Roger Koenker, Jiaying Gu
Two strategies are explored for robustifying classical denoising procedures for the Gaussian sequence model. First, the Hodges and Lehmann (1952) restricted Bayes approach is used…