2 citations · 3 across the 6 of their papers we have counts for
8 papers
Misspecification-Averse Estimation
Isaiah Andrews, Ricky Li, Yucheng Shang
We study optimal estimation when the likelihood may be misspecified. Building on tools from the theory of decision-making under uncertainty, we analyze a class of axiomatically gro…
GMM is Inadmissible Under Weak Identification
Isaiah Andrews, Anna Mikusheva
We consider estimation in moment condition models and show that under any bound on identification strength, asymptotically admissible (i.e. undominated) estimators in a wide class…
The Transfer Performance of Economic Models
Isaiah Andrews, Drew Fudenberg, Lihua Lei +2
Economists often estimate models using data from a particular domain, e.g. estimating risk preferences in a particular subject pool or for a specific class of lotteries. Whether a…
Optimal Decision Rules for Weak GMM
Isaiah Andrews, Anna Mikusheva
This paper studies optimal decision rules, including estimators and tests, for weakly identified GMM models. We derive the limit experiment for weakly identified GMM, and propose a…
Inference for Linear Conditional Moment Inequalities
Isaiah Andrews, Jonathan Roth, Ariel Pakes
We show that moment inequalities in a wide variety of economic applications have a particular linear conditional structure. We use this structure to construct uniformly valid confi…
Identification of and correction for publication bias
Isaiah Andrews, Maximilian Kasy
Some empirical results are more likely to be published than others. Such selective publication leads to biased estimates and distorted inference. This paper proposes two approaches…
Unbiased Instrumental Variables Estimation Under Known First-Stage Sign
Isaiah Andrews, Timothy B. Armstrong
We derive mean-unbiased estimators for the structural parameter in instrumental variables models with a single endogenous regressor where the sign of one or more first stage coeffi…
Conditional Inference with a Functional Nuisance Parameter
Isaiah Andrews, Anna Mikusheva
This paper shows that the problem of testing hypotheses in moment condition models without any assumptions about identification may be considered as a problem of testing with an in…