International Fellows

Susanne M. Schennach

Brown University

Selected Publications

Identification of a triangular two equation system without instruments

We show that a standard linear triangular two equation system can be point identified, without the […]

Arthur Lewbel, Susanne M. Schennach, Linqi Zhang
25 August 2020 | CWP41/20
Independent nonlinear component analysis

The idea of summarizing the information contained in a large number of variables by a small […]

Florian Gunsilius, Susanne M. Schennach
23 September 2019 | CWP46/19

Previous version

A nonlinear principal component decomposition
Florian Gunsilius, Susanne M. Schennach
28 March 2017 | CWP16/17
Long memory via networking

Many time-series exhibit “long memory”: Their autocorrelation function decays slowly with lag. This behavior has traditionally […]

Susanne M. Schennach
27 July 2018 | CWP49/18

Previous version

Long memory via networking
Susanne M. Schennach
2 April 2013 | CWP13/13
A nonlinear principal component decomposition

The idea of summarizing the information contained in a large number of variables by a small […]

Florian Gunsilius, Susanne M. Schennach
28 March 2017 | CWP16/17

Latest version

Independent nonlinear component analysis
Florian Gunsilius, Susanne M. Schennach
23 September 2019 | CWP46/19
A simple parametric model selection test

We propose a simple model selection test for choosing among two parametric likelihoods which can be […]

Susanne M. Schennach, Daniel Wilhelm
2 August 2016 | CWP30/16

Previous version

A simple parametric model selection test
Susanne M. Schennach, Daniel Wilhelm
14 March 2014 | CWP10/14
A bias bound approach to nonparametric inference

The traditional approach to obtain valid confidence intervals for nonparametric quantities is to select a smoothing […]

Susanne M. Schennach
25 November 2015 | CWP71/15
A simple parametric model selection test

We propose a simple model selection test for choosing among two parametric likelihoods which can be […]

Susanne M. Schennach, Daniel Wilhelm
14 March 2014 | CWP10/14

Latest version

A simple parametric model selection test
Susanne M. Schennach, Daniel Wilhelm
2 August 2016 | CWP30/16
Entropic Latent Variable Integration via Simulation

This paper introduces a general method to convert a model defined by moment conditions that involve […]

Susanne M. Schennach
1 January 2014 | Journal Article

Previous version

Entropic Latent Variable Integration via Simulation
Susanne M. Schennach
17 July 2013 | CWP32/13
Convolution without independence

Widely used convolutions and deconvolutions techniques traditionally rely on the assumption of independence, an assumption often […]

Susanne M. Schennach
23 September 2013 | CWP46/13
Entropic Latent Variable Integration via Simulation

This paper introduces a general method to convert a model defined by moment conditions involving both […]

Susanne M. Schennach
17 July 2013 | CWP32/13

Latest version

Entropic Latent Variable Integration via Simulation
Susanne M. Schennach
1 January 2014 | Journal Article