Cover Image

Reinterpreting demand estimation

Fuente: arXiv

Saved in:

Bibliographic Details
Main Author:	Chen, Jiafeng
Format:	Preprint
Published:	2025
Subjects:	Econometrics Methodology
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

The purpose of an estimator is what it does: Misspecification, estimands, and over-identification
by: Andrews, Isaiah, et al.
Published: (2025)

Nonparametric Treatment Effect Identification in School Choice
by: Chen, Jiafeng
Published: (2021)

Potential weights and implicit causal designs in linear regression
by: Chen, Jiafeng
Published: (2024)

Empirical Bayes shrinkage (mostly) does not correct the measurement error in regression
by: Chen, Jiafeng, et al.
Published: (2025)

Empirical Bayes When Estimation Precision Predicts Parameters
by: Chen, Jiafeng
Published: (2022)

Testing Monotonicity in a Finite Population
by: Chen, Jiafeng, et al.
Published: (2025)

Nonparametric Identification of Demand without Exogenous Product Characteristics
by: Borusyak, Kirill, et al.
Published: (2025)

Optimal Conditional Inference in Adaptive Experiments
by: Chen, Jiafeng, et al.
Published: (2023)

Compound Selection Decisions: An Almost SURE Approach
by: Chen, Jiafeng, et al.
Published: (2025)

On the estimation of leverage effect and volatility of volatility in the presence of jumps
by: Liu, Qiang, et al.
Published: (2025)

Efficient estimation of average treatment effects with unmeasured confounding and proxies
by: Ai, Chunrong, et al.
Published: (2025)

Partial identification via conditional linear programs: estimation and policy learning
by: Ben-Michael, Eli
Published: (2025)

High-dimensional estimation of quadratic variation based on penalized realized variance
by: Christensen, Kim, et al.
Published: (2021)

A simple distributional difference-in-differences estimator for univariate and bivariate outcomes
by: Fernández-Val, Iván, et al.
Published: (2024)

Functional instrumental variable regression with an application to estimating the impact of immigration on native wages
by: Seong, Dakyung, et al.
Published: (2021)

Asymptotic equivalence of Principal Components and Quasi Maximum Likelihood estimators in Large Approximate Factor Models
by: Barigozzi, Matteo
Published: (2023)

Tweedie's Formula and Score-Driven Updating
by: Hansen, Peter Reinhard, et al.
Published: (2026)

Exact Likelihood Inference and Robust Filtering for Gauss-Cauchy Convolution Models
by: Hansen, Peter Reinhard, et al.
Published: (2026)

Diffusion Index Forecasting with Tensor Data
by: Chen, Bin, et al.
Published: (2025)

Treatment Choice with Nonlinear Regret
by: Kitagawa, Toru, et al.
Published: (2022)

The Proximal Surrogate Index: Long-Term Treatment Effects under Unobserved Confounding
by: Hung, Ting-Chih, et al.
Published: (2026)

Uniform Inference on High-dimensional Spatial Panel Networks
by: Chernozhukov, Victor, et al.
Published: (2021)

Principled Identification of Structural Dynamic Models
by: Francis, Neville, et al.
Published: (2025)

Experimental Designs for Multi-Item Multi-Period Inventory Control
by: Chen, Xinqi, et al.
Published: (2025)

Forward Regression via Gram-Schmidt Orthogonalization for Ultra-High Dimensional Linear Models
by: Chen, Jialuo, et al.
Published: (2025)

Dynamic Matrix Factor Models for High Dimensional Time Series
by: Yu, Ruofan, et al.
Published: (2024)

Inference on many jumps in nonparametric panel regression models
by: Chen, Likai, et al.
Published: (2023)

CP Factor Model for Dynamic Tensors
by: Han, Yuefeng, et al.
Published: (2021)

On (in)consistency of M-estimators under contamination
by: Klooster, Jens, et al.
Published: (2025)

Estimating Effects of Long-Term Treatments
by: Huang, Shan, et al.
Published: (2023)

Optimal estimation for regression discontinuity design with binary outcomes
by: Ishihara, Takuya, et al.
Published: (2025)

Network regression and supervised centrality estimation
by: Cai, Junhui, et al.
Published: (2021)

Identification and estimation for matrix time series CP-factor models
by: Chang, Jinyuan, et al.
Published: (2024)

Why you should also use OLS estimation of tail exponents
by: Santos, Thiago Trafane Oliveira, et al.
Published: (2024)

Adaptive Student's t-distribution with method of moments moving estimator for nonstationary time series
by: Duda, Jarek
Published: (2023)

Adaptive stable distribution and Hurst exponent by method of moments moving estimator for nonstationary time series
by: Duda, Jarek
Published: (2025)

Detecting Sparse Cointegration
by: Gonzalo, Jesus, et al.
Published: (2025)

Minnesota BART
by: Lima, Pedro A., et al.
Published: (2025)

Moment Restrictions for Nonlinear Panel Data Models with Feedback
by: Bonhomme, Stéphane, et al.
Published: (2025)

Reasonable uncertainty: Confidence intervals in empirical Bayes discrimination detection
by: Gu, Jiaying, et al.
Published: (2025)