no code implementations • 26 Jun 2023 • Tetsuya Kaji, JIANFEI CAO
Treatment effect heterogeneity is of major interest in economics, but its assessment is often hindered by the fundamental lack of identification of the individual treatment effects.
no code implementations • 22 Nov 2021 • Yuexi Wang, Tetsuya Kaji, Veronika Ročková
We demonstrate the usefulness of our approach on simulated examples as well as real data in the context of stock volatility estimation.
no code implementations • 13 Jul 2020 • Tetsuya Kaji, Elena Manresa, Guillaume Pouliot
We propose a new simulation-based estimation method, adversarial estimation, for structural models.