10 citations · 28 across the 20 of their papers we have counts for
17 papers · 1 filter
Single-Network Finite-Sample Inference in Strategic Network Formation Models
Wayne Yuan Gao, Ming Li
We develop a finite-sample valid inference procedure for strategic network formation models with endogenous network statistics, using only a single observed network. We impose no r…
Identification in Dynamic Dyadic Network Formation Models with Fixed Effects
Wayne Yuan Gao, Yi Niu
This paper establishes (set) identification results in a dynamic dyadic network formation model with time-varying observed covariates, lagged local network statistics, and unobserv…
When "Normalization Without Loss of Generality" Loses Generality
Wayne Gao
Normalization is ubiquitous in economics, and a growing literature shows that ``normalizations'' can matter for interpretation, counterfactual analysis, misspecification, and infer…
Tractable Identification of Strategic Network Formation Models with Unobserved Heterogeneity
Wayne Yuan Gao, Ming Li, Zhengyan Xu
We develop a tractable identification approach for strategic network formation models with both strategic link interdependence and individual unobserved heterogeneity (fixed effect…
How Well Do LLMs Predict Human Behavior? A Measure of their Pretrained Knowledge
Wayne Gao, Sukjin Han, Annie Liang
Large language models (LLMs) are increasingly used to predict human behavior. We propose a measure for evaluating how much knowledge a pretrained LLM brings to such a prediction: i…
ReLU-Based and DNN-Based Generalized Maximum Score Estimators
Xiaohong Chen, Wayne Yuan Gao, Likang Wen
We propose a new formulation of the maximum score estimator that uses compositions of rectified linear unit (ReLU) functions, instead of indicator functions as in Manski (1975,1985…
Inference on Welfare and Value Functionals under Optimal Treatment Assignment
Xiaohong Chen, Zhenxiao Chen, Wayne Yuan Gao
We provide theoretical results for the estimation and inference of a class of welfare and value functionals of the nonparametric conditional average treatment effect (CATE) functio…
Thin Sets Are Not Equally Thin: Minimax Learning of Submanifold Integrals
Xiaohong Chen, Wayne Yuan Gao
Many economic parameters are identified by ``thin sets'' (submanifolds with Lebesgue measure zero) and hence difficult to recover from data in an ambient space. This paper provides…
Identification in Nonlinear Dynamic Panel Models under Partial Stationarity
Wayne Yuan Gao, Rui Wang
This paper provides a general identification approach for a wide range of nonlinear panel data models, including binary choice, ordered response, and other types of limited depende…
IV Regressions without Exclusion Restrictions
Wayne Yuan Gao, Rui Wang
We study identification and estimation of endogenous linear and nonlinear regression models without excluded instrumental variables, based on the standard mean independence conditi…
Dynamic Heterogeneous Distribution Regression Panel Models, with an Application to Labor Income Processes
Ivan Fernandez-Val, Wayne Yuan Gao, Yuan Liao +1
We introduce a dynamic distribution regression panel data model with heterogeneous coefficients across units. The objects of primary interest are functionals of these coefficients,…
Using Monotonicity Restrictions to Identify Models with Partially Latent Covariates
Minji Bang, Wayne Yuan Gao, Andrew Postlewaite +1
This paper develops a new method for identifying econometric models with partially latent covariates. Such data structures arise in industrial organization and labor economics sett…
Two-Stage Maximum Score Estimator
Wayne Yuan Gao, Sheng Xu, Kan Xu
This paper considers the asymptotic theory of a semiparametric M-estimator that is generally applicable to models that satisfy a monotonicity condition in one or several parametric…
Identification of Semiparametric Panel Multinomial Choice Models with Infinite-Dimensional Fixed Effects
Wayne Yuan Gao, Ming Li
This paper proposes a robust method for semiparametric identification and estimation in panel multinomial choice models, where we allow for infinite-dimensional fixed effects that…
Logical Differencing in Dyadic Network Formation Models with Nontransferable Utilities
Wayne Yuan Gao, Ming Li, Sheng Xu
This paper considers a semiparametric model of dyadic network formation under nontransferable utilities (NTU). NTU arises frequently in real-world social interactions that require…
Minimax Linear Estimation at a Boundary Point
Wayne Yuan Gao
This paper characterizes the minimax linear estimator of the value of an unknown function at a boundary point of its domain in a Gaussian white noise model under the restriction th…
Nonparametric Identification in Index Models of Link Formation
Wayne Yuan Gao
We consider an index model of dyadic link formation with a homophily effect index and a degree heterogeneity index. We provide nonparametric identification results in a single larg…