378 citations · 954 across the 33 of their papers we have counts for
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econ.EM2023
SGMM: Stochastic Approximation to Generalized Method of Moments
Xiaohong Chen, Sokbae Lee, Yuan Liao +3
We introduce a new class of algorithms, Stochastic Generalized Method of Moments (SGMM), for estimation and inference on (overidentified) moment restriction models. Our SGMM is a n…
econ.EM2023
Inference for Low-rank Completion without Sample Splitting with Application to Treatment Effect Estimation
Jungjun Choi, Hyukjun Kwon, Yuan Liao
This paper studies the inferential theory for estimating low-rank matrices. It also provides an inference method for the average treatment effect as an application. We show that th…
stat.ML2023
Inference on Time Series Nonparametric Conditional Moment Restrictions Using General Sieves
Xiaohong Chen, Yuan Liao, Weichen Wang
General nonlinear sieve learnings are classes of nonlinear sieves that can approximate nonlinear functions of high dimensional variables much more flexibly than various linear siev…