Search Results for author: Elie Tamer

Found 4 papers, 1 papers with code

Parallel Trends and Dynamic Choices

no code implementations14 Jul 2022 Philip Marx, Elie Tamer, Xun Tang

Difference-in-differences is a common method for estimating treatment effects, and the parallel trends condition is its main identifying assumption: the trend in mean untreated outcomes is independent of the observed treatment status.

Efficient Estimation in NPIV Models: A Comparison of Various Neural Networks-Based Estimators

1 code implementation13 Oct 2021 Jiafeng Chen, Xiaohong Chen, Elie Tamer

We investigate the performance of various ANNs in nonparametric instrumental variables (NPIV) models of moderately high dimensional covariates that are relevant to empirical economics.

Estimating High Dimensional Monotone Index Models by Iterative Convex Optimization1

no code implementations8 Oct 2021 Shakeeb Khan, Xiaoying Lan, Elie Tamer, Qingsong Yao

For such monotone index models with increasing dimension, we propose to use a new class of estimators based on batched gradient descent (BGD) involving nonparametric methods such as kernel estimation or sieve estimation, and study their asymptotic properties.

Econometrics Vocal Bursts Intensity Prediction

Inference on Auctions with Weak Assumptions on Information

no code implementations10 Oct 2017 Vasilis Syrgkanis, Elie Tamer, Juba Ziani

Given a sample of bids from independent auctions, this paper examines the question of inference on auction fundamentals (e. g. valuation distributions, welfare measures) under weak assumptions on information structure.

counterfactual Econometrics

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