3 papers
econ.GN2021
Central Limit Theory for Models of Strategic Network Formation
Konrad Menzel
We provide asymptotic approximations to the distribution of statistics that are obtained from network data for limiting sequences that let the number of nodes (agents) in the netwo…
stat.ME2018
A Causal Bootstrap
Guido Imbens, Konrad Menzel
The bootstrap, introduced by Efron (1982), has become a very popular method for estimating variances and constructing confidence intervals. A key insight is that one can approximat…
stat.AP2012
Inference on Sets in Finance
Victor Chernozhukov, Emre Kocatulum, Konrad Menzel
In this paper we consider the problem of inference on a class of sets describing a collection of admissible models as solutions to a single smooth inequality. Classical and recent…