Search Results for author:
Found 18 papers, 0 papers with code
Finite Sample Inference in Incomplete Models
We propose confidence regions for the parameters of incomplete models with exact coverage of the true parameter in finite samples.
Lorenz map, inequality ordering and curves based on multidimensional rearrangements
We define a family of multi-attribute Gini index and complete ordering based on the Lorenz map.
Stable and extremely unequal
We highlight the tension between stability and equality in non transferable utility matching.
Set coverage and robust policy
Since set coverage implies point coverage, confidence regions satisfying point coverage are generally preferred on the grounds that they may be more informative.
Set Identification in Models with Multiple Equilibria
We propose a computationally feasible way of deriving the identified features of models with multiple equilibria in pure or mixed strategies.
Inference in Incomplete Models
We provide a test for the specification of a structural model without identifying assumptions.
Entropy methods for identifying hedonic models
This paper contributes to the literature on hedonic models in two ways.
Inference on two component mixtures under tail restrictions
Many econometric models can be analyzed as finite mixtures.
Dilation bootstrap
We propose a methodology for constructing confidence regions with partially identified models of general form.
A test of non-identifying restrictions and confidence regions for partially identified parameters
We propose an easily implementable test of the validity of a set of theoretical restrictions on the relationship between economic variables, which do not necessarily identify the data generating process.
Optimal transportation and the falsifiability of incompletely specified economic models
A general framework is given to analyze the falsifiability of economic models based on a sample of their observable components.
Local Utility and Multivariate Risk Aversion
We revisit Machina's local utility as a tool to analyze attitudes to multivariate risks.
Comonotonic measures of multivariate risks
We propose a multivariate extension of a well-known characterization by S. Kusuoka of regular and coherent risk measures as maximal correlation functionals.
Dual theory of choice with multivariate risks
We propose a multivariate extension of Yaari's dual theory of choice under risk.
Occupational segregation in a Roy model with composition preferences
We propose a model of labor market sector self-selection that combines comparative advantage, as in the Roy model, and sector composition preference.
Vector copulas
This paper introduces vector copulas associated with multivariate distributions with given multivariate marginals, based on the theory of measure transportation, and establishes a vector version of Sklar's theorem.
Role models and revealed gender-specific costs of STEM in an extended Roy model of major choice
We derive sharp bounds on the non consumption utility component in an extended Roy model of sector selection.
Identification of hedonic equilibrium and nonseparable simultaneous equations
This paper derives conditions under which preferences and technology are nonparametrically identified in hedonic equilibrium models, where products are differentiated along more than one dimension and agents are characterized by several dimensions of unobserved heterogeneity.
