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Empirical welfare maximization with constraints

Empirical Welfare Maximization (EWM) is a framework that can be used to select welfare program eligibility… Continue reading.

Liyang Sun
October | CWP19/24
Adapting to misspecification

Empirical research typically involves a robustness-efficiency tradeoff. A researcher seeking to estimate a scalar parameter can… Continue reading.

Timothy B. Armstrong, Patrick Kline, Liyang Sun
October | CWP18/24
Conditional nonparametric variable screening by neural factor regression

High-dimensional covariates often admit linear factor structure. To effectively screen correlated covariates in high-dimension, we propose… Continue reading.

Jianqing Fan, Weining Wang, Yue Zhao
August | CWP17/24
Nonparametric estimation of sponsored search auctions and impact of Ad quality on search revenue

This paper presents an empirical model of sponsored search auctions where advertisers are ranked by bid… Continue reading.

Dongwoo Kim, Pallavi Pal
August | CWP16/24