3 papers
econ.EM2026
Kotlarski's lemma for dyadic models
Grigory Franguridi, Hyungsik Roger Moon
We show how to identify the distributions of the latent components in the two-way dyadic model for bipartite networks . This is ach…
econ.EM2026
Generalized method of moments with partially missing data
Grigory Franguridi, Hyungsik Roger Moon
We consider a generalized method of moments framework in which a part of the data vector is missing for some units in a completely unrestricted, potentially endogenous way. In this…
econ.EM2024
Robust Estimation of Regression Models with Potentially Endogenous Outliers via a Modern Optimization Lens
Zhan Gao, Hyungsik Roger Moon
This paper addresses the robust estimation of linear regression models in the presence of potentially endogenous outliers. Through Monte Carlo simulations, we demonstrate that exis…