no code implementations • 4 Feb 2024 • Chunrong Ai, Yue Fang, Haitian Xie
This paper studies policy learning under the condition of unconfoundedness with a continuous treatment variable.
no code implementations • 15 May 2023 • Haitian Xie
This study presents a novel approach to the density estimation of private values from second-price auctions, diverging from the conventional use of smoothing-based estimators.
no code implementations • 4 May 2023 • Ke, MA, Sophie Yanying Sheng, Haitian Xie
We find that displayed employer reputation affects an employer's ability to attract workers, especially when the displayed rating is "sticky."
no code implementations • 27 Apr 2022 • Haitian Xie, Ying Zhu, Denis Shishkin
The second set of results proposes the $K$-markets empirical revenue maximization (ERM) strategy and shows that the $K$-markets ERM and the uniform ERM strategies achieve the optimal rate of convergence in revenue to that generated by their respective true-distribution 3PD and uniform pricing optima.
no code implementations • 18 Apr 2022 • Haitian Xie
This study examines the identification and estimation of the structural function in fuzzy RD designs with a continuous treatment variable.
no code implementations • 28 Feb 2022 • Yu-Chang Chen, Haitian Xie
When there is positive selection, that is, when individuals with higher returns are more likely to select the encouraged behavior, the optimal subsidy rule achieves the first-best welfare, which is the optimal welfare if a policy-maker can observe individuals' private information.
no code implementations • 16 Dec 2021 • Haitian Xie
This paper examines the local linear regression (LLR) estimate of the conditional distribution function $F(y|x)$.
no code implementations • 7 Jan 2021 • Jin Xi, Haitian Xie
We show that when the cost of provision grows slower than the $\sqrt{n}$-rate, the AMT mechanisms are both eventually ex-ante budget balanced and asymptotically efficient.
no code implementations • 24 Aug 2020 • Haitian Xie
An adaptive average bid estimator is developed under this idea, and it has the same asymptotic properties as the empirical Myerson estimator.
no code implementations • 16 Jul 2020 • Yu-Chang Chen, Haitian Xie
We find that if the directions of the monotonicity condition are the same across all values of the conditioning covariate, which is often assumed in the literature, then the treatment choice equation has to satisfy a separability condition between the instrument and the covariate.
no code implementations • 19 Jan 2020 • Haitian Xie
This paper studies the estimation of causal parameters in the generalized local average treatment effect (GLATE) model, a generalization of the classical LATE model encompassing multi-valued treatment and instrument.