1 citations · 1 across the 1 of their papers we have counts for
4 papers
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…
Optimal Delegation in Markets for Matching with Signaling
Seungjin Han, Alex Sam, Youngki Shin
This paper studies a delegation problem faced by the planner who wants to regulate receivers' reaction choices in markets for matching between receivers and senders with signaling.…
Statistical Treatment Rules under Social Interaction
Seungjin Han, Julius Owusu, Youngki Shin
In this paper we study treatment assignment rules in the presence of social interaction. We construct an analytical framework under the anonymous interaction assumption, where the…
Structural Change in Sparsity
Sokbae Lee, Yuan Liao, Myung Hwan Seo +1
In the high-dimensional sparse modeling literature, it has been crucially assumed that the sparsity structure of the model is homogeneous over the entire population. That is, the i…