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A simple, short, but never-empty confidence interval for partially identified parameters

This paper revisits the simple, but empirically salient, problem of inference on a real-valued parameter that… Continue reading.

Jörg Stoye
April | CWP23/21
Revealed price preference: theory and empirical analysis

To determine the welfare implications of price changes in demand data, we introduce a revealed preference… Continue reading.

Rahul Deb, Yuichi Kitamura, John Quah, Jörg Stoye
April | CWP22/21
Layered policy analysis program evaluation using the marginal treatment effect

This paper proposes a unified approach to derive sharp bounds on all conventional policy parameters when… Continue reading.

Ismael Mourifié, Yuanyuan Wan
April | CWP21/21
Analytic and bootstrap-after-cross-validation methods for selecting penalty parameters of high-dimensional M-estimators

We develop two new methods for selecting the penalty parameter for the L1-penalized high-dimensional M-estimator, which… Continue reading.

Denis Chetverikov, Jesper R-V Sørensen
April | CWP20/21