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Constrained conditional moment restriction models

Shape restrictions have played a central role in economics as both testable implications of theory and… Continue reading.

Victor Chernozhukov, Whitney K. Newey, Andres Santos
July | CWP14/22
An optimal test for strategic interaction in social and economic network formation between heterogeneous agents

Consider a setting where N players, partitioned into K observable types, form a directed network. Agents’… Continue reading.

Andrin Pelican, Bryan S. Graham
May | CWP13/22
Policy choice in time series by empirical welfare maximization

This paper develops a novel method for policy choice in a dynamic setting where the available… Continue reading.

Toru Kitagawa, Weining Wang, Mengshan Xu
May | CWP12/22
Revisiting event study designs: robust and efficient estimation

We develop a framework for difference-in-differences designs with staggered treatment adoption and heterogeneous causal effects. We… Continue reading.

Kirill Borusyak, Xavier Jaravel, Jann Spiess
April | CWP11/22