48 citations · 48 across the 4 of their papers we have counts for
3 papers · 1 filter
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…