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Quasi-Bayes in Latent Variable Models
Latent variable models are widely used to account for unobserved determinants of economic behavior.
On Gaussian Process Priors in Conditional Moment Restriction Models
This paper studies quasi Bayesian estimation and uncertainty quantification for an unknown function that is identified by a nonparametric conditional moment restriction.
Kernel-weighted specification testing under general distributions
Kernel-weighted test statistics have been widely used in a variety of settings including non-stationary regression, inference on propensity score and panel data models.
Adaptive Estimation and Uniform Confidence Bands for Nonparametric Structural Functions and Elasticities
The first is a data-driven choice of sieve dimension for a popular class of sieve two-stage least squares estimators.
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