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1 January 2020 – 31 December 2020. Website

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Inference in a class of optimization problems: confidence regions and finite sample bounds on errors in coverage probabilities

This paper describes a method for carrying out inference on partially identified parameters that are solutions… Continue reading.

Joel L. Horowitz, Sokbae Lee
September | CWP48/20
Heterogeneous choice sets and preferences

We propose a robust method of discrete choice analysis when agents’ choice sets are unobserved. Our… Continue reading.

Levon Barseghyan, Maura Coughlin, Francesca Molinari, Joshua C. Teitelbaum
September | CWP47/20
Non-random exposure to exogenous shocks: theory and applications

We develop new tools for causal inference in settings where exogenous shocks affect the treatment status… Continue reading.

Kirill Borusyak, Peter Hull
September | CWP46/20
Heterogeneous coefficients, control variables, and identification of treatment effects

Multidimensional heterogeneity and endogeneity are important features of models with multiple treatments. We consider a heterogeneous… Continue reading.

Whitney K. Newey, Sami Stouli
September | CWP45/20