10 citations · 11 across the 6 of their papers we have counts for
8 papers
Model Selection in Panel Data Models: A Generalization of the Vuong Test
Jinyong Hahn, Zhipeng Liao, Konrad Menzel +1
This paper generalizes the classical Vuong (1989) test to panel data models by employing modified profile likelihoods and the Kullback-Leibler information criterion. Unlike the sta…
Fixed-Population Causal Inference for Models of Equilibrium
Konrad Menzel
In contrast to problems of interference in (exogenous) treatments, models of interference in unit-specific (endogenous) outcomes do not usually produce a reduced-form representatio…
Transfer Estimates for Causal Effects across Heterogeneous Sites
Konrad Menzel
We consider the problem of extrapolating treatment effects across heterogeneous populations (``sites"/``contexts"). We consider an idealized scenario in which the researcher observ…
Structural Sieves
Konrad Menzel
This paper explores the use of deep neural networks for semiparametric estimation of economic models of maximizing behavior in production or discrete choice. We argue that certain…
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…
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…
Bootstrap with Clustering in Two or More Dimensions
Konrad Menzel
We propose a bootstrap procedure for data that may exhibit clustering in two or more dimensions. We use insights from the theory of generalized U-statistics to analyze the large-sa…
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…