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08/24/2019
Inference on weighted average value function in high-dimensional state space
This paper gives a consistent, asymptotically normal estimator of the ex...
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06/13/2018
Plug-in Regularized Estimation of High-Dimensional Parameters in Nonlinear Semiparametric Models
We develop a theory for estimation of a high-dimensional sparse paramete...
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12/28/2017
Machine Learning for Partial Identification: Example of Bracketed Data
Partially identified models occur commonly in economic applications. A c...
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12/28/2017
Orthogonal Machine Learning for Demand Estimation: High Dimensional Causal Inference in Dynamic Panels
There has been growing interest in how economists can import machine lea...
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02/21/2017
