5 citations · 8 across the 12 of their papers we have counts for
Showing 2017Show all
2 papers · 1 filter
econ.GN2017
Indirect Inference with a Non-Smooth Criterion Function
David T. Frazier, Tatsushi Oka, Dan Zhu
Indirect inference requires simulating realisations of endogenous variables from the model under study. When the endogenous variables are discontinuous functions of the model param…
stat.ME2017
Quantile Treatment Effects in Difference in Differences Models under Dependence Restrictions and with only Two Time Periods
Brantly Callaway, Tong Li, Tatsushi Oka
This paper shows that the Conditional Quantile Treatment Effect on the Treated can be identified using a combination of (i) a conditional Distributional Difference in Differences a…