Tetsuya Kaji

Selected Publications

An adversarial approach to structural estimation

We propose a new simulation-based estimation method, adversarial estimation, for structural models. The estimator is formulated […]

Tetsuya Kaji, Elena Manresa, Guillaume Pouliot
21 July 2020 | CWP39/20
Extremal quantile regression: an overview

Extremal quantile regression, i.e. quantile regression applied to the tails of the conditional distribution, counts with […]

Victor Chernozhukov, Ivan Fernandez-Val, Tetsuya Kaji
30 December 2017 | CWP65/17