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Found 5 papers, 1 papers with code
Optimal Conditional Inference in Adaptive Experiments
We study batched bandit experiments and consider the problem of inference conditional on the realized stopping time, assignment probabilities, and target parameter, where all of these may be chosen adaptively using information up to the last batch of the experiment.
GMM is Inadmissible Under Weak Identification
We consider estimation in moment condition models and show that under any bound on identification strength, asymptotically admissible (i. e. undominated) estimators in a wide class of estimation problems must be uniformly continuous in the sample moment function.
The Transfer Performance of Economic Models
Economists often estimate models using data from a particular domain, e. g. estimating risk preferences in a particular subject pool or for a specific class of lotteries.
Optimal Decision Rules for Weak GMM
This paper studies optimal decision rules, including estimators and tests, for weakly identified GMM models.
Inference for Linear Conditional Moment Inequalities
We show that moment inequalities in a wide variety of economic applications have a particular linear conditional structure.
