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Marginal effects for probit and tobit with endogeneity

When evaluating partial effects, it is important to distinguish between structural endogeneity and measurement errors. In… Continue reading.

Kirill Evdokimov, Ilze Kalnina, Andrei Zeleneev
January | CWP03/25
Simple estimation of semiparametric models with measurement errors

We develop a practical way of addressing the Errors-In-Variables (EIV) problem in the Generalized Method of… Continue reading.

Kirill Evdokimov, Andrei Zeleneev
January | CWP02/25
Adventures in demand analysis using AI

This paper advances empirical demand analysis by integrating multimodal product representations derived from artificial intelligence (AI)…. Continue reading.

Philipp Bach, Victor Chernozhukov, Sven Klaassen, Martin Spindler, Jan Teichert-Kluge, Suhas Vijaykunar
January | CWP01/25
Inference after discretizing unobserved heterogeneity

We consider a linear panel data model with nonseparable two-way unobserved heterogeneity corresponding to a linear… Continue reading.

Jad Beyhum, Martin Mugnier
December | CWP29/24