48 citations · 48 across the 4 of their papers we have counts for
5 papers
Duality in dynamic discrete-choice models
Khai Xiang Chiong, Alfred Galichon, Matt Shum
Using results from convex analysis, we investigate a novel approach to identification and estimation of discrete choice models which we call the Mass Transport Approach (MTA). We s…
Estimation of High-Dimensional Seemingly Unrelated Regression Models
Lidan Tan, Khai X. Chiong, Hyungsik Roger Moon
In this paper, we investigate seemingly unrelated regression (SUR) models that allow the number of equations (N) to be large, and to be comparable to the number of the observations…
Estimation of Graphical Models using the Norm
Khai X. Chiong, Hyungsik Roger Moon
Gaussian graphical models are recently used in economics to obtain networks of dependence among agents. A widely-used estimator is the Graphical Lasso (GLASSO), which amounts to a…
Understanding the Effect of Incentivized Advertising along the Conversion Funnel
Khai Chiong, Sha Yang, Richard Chen
In an effort to combat ad annoyance in mobile apps, publishers have introduced a new ad format called "Incentivized Advertising" or "Rewarded Advertising", whereby users receive re…
Random Projection Estimation of Discrete-Choice Models with Large Choice Sets
Khai X. Chiong, Matthew Shum
We introduce sparse random projection, an important dimension-reduction tool from machine learning, for the estimation of discrete-choice models with high-dimensional choice sets.…