no code implementations • 14 Jul 2022 • Philip Marx, Elie Tamer, Xun Tang
Difference-in-differences is a common method for estimating treatment effects, and the parallel trends condition is its main identifying assumption: the trend in mean untreated outcomes is independent of the observed treatment status.
1 code implementation • 13 Oct 2021 • Jiafeng Chen, Xiaohong Chen, Elie Tamer
We investigate the performance of various ANNs in nonparametric instrumental variables (NPIV) models of moderately high dimensional covariates that are relevant to empirical economics.
no code implementations • 8 Oct 2021 • Shakeeb Khan, Xiaoying Lan, Elie Tamer, Qingsong Yao
For such monotone index models with increasing dimension, we propose to use a new class of estimators based on batched gradient descent (BGD) involving nonparametric methods such as kernel estimation or sieve estimation, and study their asymptotic properties.
no code implementations • 10 Oct 2017 • Vasilis Syrgkanis, Elie Tamer, Juba Ziani
Given a sample of bids from independent auctions, this paper examines the question of inference on auction fundamentals (e. g. valuation distributions, welfare measures) under weak assumptions on information structure.