Zobrazeno 1 - 10
of 37
pro vyhledávání: '"Semenova, Vira"'
Autor:
Ponomarev, Kirill, Semenova, Vira
This article addresses the question of reporting a lower confidence band (LCB) for optimal welfare in a policy learning problem. A straightforward procedure inverts a one-sided t-test based on an efficient estimator of the optimal welfare. We show th
Externí odkaz:
http://arxiv.org/abs/2410.07443
Autor:
Semenova, Vira
This paper proposes a novel framework of aggregated intersection bounds, where the target parameter is obtained by averaging the minimum (or maximum) of a collection of regression functions over the covariate space. Examples of such quantities includ
Externí odkaz:
http://arxiv.org/abs/2303.00982
Autor:
Semenova, Vira
Lee (2009) is a common approach to bound the average causal effect in the presence of selection bias, assuming the treatment effect on selection has the same sign for all subjects. This paper generalizes Lee bounds to allow the sign of this effect to
Externí odkaz:
http://arxiv.org/abs/2008.12720
Autor:
Semenova, Vira.
Thesis: Ph. D., Massachusetts Institute of Technology, Department of Economics, 2018
Cataloged from PDF version of thesis.
Includes bibliographical references (pages 209-213).
Establishing the link between a cause and effect is a funda
Cataloged from PDF version of thesis.
Includes bibliographical references (pages 209-213).
Establishing the link between a cause and effect is a funda
Externí odkaz:
https://hdl.handle.net/1721.1/122542
This paper provides welfare metrics for dynamic choice. We give estimation and inference methods for functions of the expected value of dynamic choice. These parameters include average value by group, average derivatives with respect to endowments, a
Externí odkaz:
http://arxiv.org/abs/1908.09173
Autor:
Semenova, Vira
Dynamic discrete choice models often discretize the state vector and restrict its dimension in order to achieve valid inference. I propose a novel two-stage estimator for the set-identified structural parameter that incorporates a high-dimensional st
Externí odkaz:
http://arxiv.org/abs/1808.02569
This paper proposes a Lasso-type estimator for a high-dimensional sparse parameter identified by a single index conditional moment restriction (CMR). In addition to this parameter, the moment function can also depend on a nuisance function, such as t
Externí odkaz:
http://arxiv.org/abs/1806.04823
Autor:
Semenova, Vira
This paper provides estimation and inference methods for an identified set's boundary (i.e., support function) where the selection among a very large number of covariates is based on modern regularized tools. I characterize the boundary using a semip
Externí odkaz:
http://arxiv.org/abs/1712.10024
This paper provides estimation and inference methods for a conditional average treatment effects (CATE) characterized by a high-dimensional parameter in both homogeneous cross-sectional and unit-heterogeneous dynamic panel data settings. In our leadi
Externí odkaz:
http://arxiv.org/abs/1712.09988