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econ.EM2020★ 1 cited
Identifying Preferences when Households are Financially Constrained
Andreas Tryphonides
This paper shows that utilizing information on the extensive margin of financially constrained households can narrow down the set of admissible preferences in a large class of macr…
econ.EM2018
Tilting Approximate Models
Andreas Tryphonides
Model approximations are common practice when estimating structural or quasi-structural models. The paper considers the econometric properties of estimators that utilize projection…
econ.EM2018
Set Identified Dynamic Economies and Robustness to Misspecification
Andreas Tryphonides
We propose a new inferential methodology for dynamic economies that is robust to misspecification of the mechanism generating frictions. Economies with frictions are treated as per…