Zobrazeno 1 - 9
of 9
pro vyhledávání: '"Dzemski, Andreas"'
Autor:
Dzemski, Andreas1 (AUTHOR) andreas.dzemski@economics.gu.se, Okui, Ryo2 (AUTHOR) okuiryo@e.u-tokyo.ac.jp
Publikováno v:
Quantitative Economics. May2024, Vol. 15 Issue 2, p245-277. 33p.
Autor:
Dzemski, Andreas, Okui, Ryo
We study kmeans clustering estimation of panel data models with a latent group structure and $N$ units and $T$ time periods under long panel asymptotics. We show that the group-specific coefficients can be estimated at the parametric root $NT$ rate e
Externí odkaz:
http://arxiv.org/abs/2008.04708
Autor:
Dzemski, Andreas, Okui, Ryo
Our confidence set quantifies the statistical uncertainty from data-driven cluster assignment in clustered panel models. It covers the true cluster memberships jointly for all units with pre-specified probability and is constructed by inverting many
Externí odkaz:
http://arxiv.org/abs/1801.00332
Autor:
Dzemski, Andreas1 (AUTHOR)
Publikováno v:
Review of Economics & Statistics. Dec2019, Vol. 101 Issue 5, p763-776. 14p.
Autor:
Dzemski, Andreas, Okui, Ryo
Publikováno v:
In Economics Letters June 2021 203
Autor:
Dzemski, Andreas, Okui, Ryo
We develop new procedures to quantify the statistical uncertainty from sorting units in panel data into groups using data-driven clustering algorithms. In our setting, each unit belongs to one of a finite number of latent groups and its regression c
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1149::b1d9b7f99228184bbcf5534fc6e2a71d
Autor:
Dzemski, Andreas
In this paper I study a fixed effects model of dyadic link formation for directed networks. I discuss inference on structural parameters as well as a test of model specification. In the model, an agent's linking decisions depend on perceived similari
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1149::3e2c71f0951256536809e54280c96e0c
Autor:
Dzemski, Andreas
This thesis tackles two testing problems from the fields of treatment evaluation and social network analysis. In both cases, the presence of a flexible unobserved component invalidates popular testing procedures that have been developed for versions
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______2393::ad4af727401664d06ead2b1cadac8279
https://madoc.bib.uni-mannheim.de/39090
https://madoc.bib.uni-mannheim.de/39090
Autor:
Sarnetzki, Florian, Dzemski, Andreas
We provide an overidentification test for a nonparametric treatment model where individuals are allowed to select into treatment based on unobserved gains. Our test can be used to test the validity of instruments in a framework with essential heterog
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::ae9f6726aa8b2de965417810d07855e6
https://www.econstor.eu/bitstream/10419/100620/1/VfS_2014_pid_384.pdf
https://www.econstor.eu/bitstream/10419/100620/1/VfS_2014_pid_384.pdf