4 citations · 9 across the 7 of their papers we have counts for
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econ.EM2022★ 3 cited
Optimal Decision Rules when Payoffs are Partially Identified
Timothy Christensen, Hyungsik Roger Moon, Frank Schorfheide
We derive asymptotically optimal statistical decision rules for discrete choice problems when payoffs depend on a partially-identified parameter and the decision maker can use…
econ.EM2022★ 4 cited
Sequential Monte Carlo With Model Tempering
Marko Mlikota, Frank Schorfheide
Modern macroeconometrics often relies on time series models for which it is time-consuming to evaluate the likelihood function. We demonstrate how Bayesian computations for such mo…