Zobrazeno 1 - 10
of 38
pro vyhledávání: '"Christensen, Timothy M."'
Autor:
Christensen, Timothy M.
Publikováno v:
Journal of Economic Theory 200 (2022) 105413
This paper derives primitive, easily verifiable sufficient conditions for existence and uniqueness of (stochastic) recursive utilities for several important classes of preferences. In order to accommodate models commonly used in practice, we allow bo
Externí odkaz:
http://arxiv.org/abs/2008.00963
Autor:
Christensen, Timothy M.
This paper studies identification and estimation of a class of dynamic models in which the decision maker (DM) is uncertain about the data-generating process. The DM surrounds a benchmark model that he or she fears is misspecified by a set of models.
Externí odkaz:
http://arxiv.org/abs/1812.11246
Optimal Sup-norm Rates and Uniform Inference on Nonlinear Functionals of Nonparametric IV Regression
Publikováno v:
Quantitative Economics 9(1) (2018) 39-84
This paper makes several important contributions to the literature about nonparametric instrumental variables (NPIV) estimation and inference on a structural function $h_0$ and its functionals. First, we derive sup-norm convergence rates for computat
Externí odkaz:
http://arxiv.org/abs/1508.03365
Publikováno v:
Econometrica, 2018 Nov 01. 86(6), 1965-2018.
Externí odkaz:
https://www.jstor.org/stable/44955324
Autor:
Christensen, Timothy M.
Publikováno v:
Econometrica, 2017 Sep 01. 85(5), 1501-1536.
Externí odkaz:
https://www.jstor.org/stable/44955171
Publikováno v:
In Journal of Econometrics October 2015 188(2):447-465
Autor:
Christensen, Timothy M.
Publikováno v:
Econometric Theory, 2015 Dec 01. 31(6), 1310-1330.
Externí odkaz:
http://www.jstor.org/stable/24537677
Autor:
Chen, Xiaohong1 xiaohong.chen@yale.edu, Christensen, Timothy M.2 timothy.christensen@nyu.edu
Publikováno v:
Quantitative Economics. Mar2018, Vol. 9 Issue 1, p39-84. 46p.
Optimal sup-norm rates and uniform inference on nonlinear functionals of nonparametric IV regression
This paper makes several important contributions to the literature about nonparametric instrumental variables (NPIV) estimation and inference on a structural function h0 and its functionals. First, we derive sup-norm convergence rates for computation
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::09e5a9ffb20278c1ee37ec3760fec641
https://hdl.handle.net/10419/189698
https://hdl.handle.net/10419/189698