3 papers
math.ST2026
The Hellinger Bounds on the Kullback-Leibler Divergence and the Bernstein Norm
Tetsuya Kaji
The Kullback-Leibler divergence, the Kullback-Leibler variation, and the Bernstein "norm" are used to quantify discrepancies among probability distributions in likelihood models su…
econ.EM2025
Why Do the Elderly Save? Using Health Shocks to Uncover Bequests Motives
Tetsuya Kaji, Elena Manresa
We revisit the saving behavior of elderly singles using an adversarial structural estimation framework by Kaji, Manresa and Pouliot (2023). The method bridges the simulated method…
econ.EM2025
Assessing Heterogeneity of Treatment Effects
Tetsuya Kaji, Jianfei Cao
Heterogeneous treatment effects are of major interest in economics. For example, a poverty reduction measure would be best evaluated by its effects on those who would be poor in th…