no code implementations • 23 Feb 2024 • Laura Battaglia, Timothy Christensen, Stephen Hansen, Szymon Sacher
The leading strategy for analyzing unstructured data uses two steps.
no code implementations • 11 May 2022 • Christopher Adjaho, Timothy Christensen
We first show that welfare-maximizing policies for the experimental population are robust to shifts in the distribution of outcomes (but not characteristics) between the experimental and target populations.
no code implementations • 25 Apr 2022 • Timothy Christensen, Hyungsik Roger Moon, Frank Schorfheide
We derive optimal statistical decision rules for discrete choice problems when payoffs depend on a partially-identified parameter $\theta$ and the decision maker can use a point-identified parameter $P$ to deduce restrictions on $\theta$.
no code implementations • 25 Jul 2021 • Xiaohong Chen, Timothy Christensen, Sid Kankanala
The first is a data-driven choice of sieve dimension for a popular class of sieve two-stage least squares estimators.
no code implementations • 1 Apr 2019 • Timothy Christensen, Benjamin Connault
In particular, we derive bounds on counterfactuals as the distribution of latent variables spans nonparametric neighborhoods of a given parametric specification while other "structural" features of the model are maintained.