The purpose of an estimator is what it does: Misspecification, estimands, and over-identification
Fuente:
arXiv
Saved in:
| Main Authors: | Andrews, Isaiah, Chen, Jiafeng, Tecchio, Otavio |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Optimal Conditional Inference in Adaptive Experiments
by: Chen, Jiafeng, et al.
Published: (2023)
by: Chen, Jiafeng, et al.
Published: (2023)
Reinterpreting demand estimation
by: Chen, Jiafeng
Published: (2025)
by: Chen, Jiafeng
Published: (2025)
Empirical Bayes shrinkage (mostly) does not correct the measurement error in regression
by: Chen, Jiafeng, et al.
Published: (2025)
by: Chen, Jiafeng, et al.
Published: (2025)
Adapting to Misspecification
by: Armstrong, Timothy B., et al.
Published: (2023)
by: Armstrong, Timothy B., et al.
Published: (2023)
Misspecification-Averse Estimation
by: Andrews, Isaiah, et al.
Published: (2026)
by: Andrews, Isaiah, et al.
Published: (2026)
Exponentially weighted estimands and the exponential family: Filtering, prediction and smoothing
by: van Heel, Simon Donker, et al.
Published: (2025)
by: van Heel, Simon Donker, et al.
Published: (2025)
Nonparametric Treatment Effect Identification in School Choice
by: Chen, Jiafeng
Published: (2021)
by: Chen, Jiafeng
Published: (2021)
Potential weights and implicit causal designs in linear regression
by: Chen, Jiafeng
Published: (2024)
by: Chen, Jiafeng
Published: (2024)
Efficient GMM and Weighting Matrix under Misspecification
by: Kang, Byunghoon
Published: (2026)
by: Kang, Byunghoon
Published: (2026)
Information Based Inference in Models with Set-Valued Predictions and Misspecification
by: Kaido, Hiroaki, et al.
Published: (2024)
by: Kaido, Hiroaki, et al.
Published: (2024)
Empirical Bayes When Estimation Precision Predicts Parameters
by: Chen, Jiafeng
Published: (2022)
by: Chen, Jiafeng
Published: (2022)
Partial identification via conditional linear programs: estimation and policy learning
by: Ben-Michael, Eli
Published: (2025)
by: Ben-Michael, Eli
Published: (2025)
Certified Decisions
by: Andrews, Isaiah, et al.
Published: (2025)
by: Andrews, Isaiah, et al.
Published: (2025)
Dynamic LATEs with a Static Instrument
by: Ferman, Bruno, et al.
Published: (2023)
by: Ferman, Bruno, et al.
Published: (2023)
Privacy-aware identification
by: Komarova, Tatiana, et al.
Published: (2020)
by: Komarova, Tatiana, et al.
Published: (2020)
Testing Monotonicity in a Finite Population
by: Chen, Jiafeng, et al.
Published: (2025)
by: Chen, Jiafeng, et al.
Published: (2025)
Testing identification in mediation and dynamic treatment models
by: Huber, Martin, et al.
Published: (2024)
by: Huber, Martin, et al.
Published: (2024)
Nonparametric Identification of Demand without Exogenous Product Characteristics
by: Borusyak, Kirill, et al.
Published: (2025)
by: Borusyak, Kirill, et al.
Published: (2025)
Generalizability with ignorance in mind: learning what we do (not) know for archetypes discovery
by: Breza, Emily, et al.
Published: (2025)
by: Breza, Emily, et al.
Published: (2025)
Compound Selection Decisions: An Almost SURE Approach
by: Chen, Jiafeng, et al.
Published: (2025)
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)
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)
by: Ai, Chunrong, et al.
Published: (2025)
High-dimensional estimation of quadratic variation based on penalized realized variance
by: Christensen, Kim, et al.
Published: (2021)
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)
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)
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)
by: Barigozzi, Matteo
Published: (2023)
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs?
by: Feldkircher, Martin, et al.
Published: (2017)
by: Feldkircher, Martin, et al.
Published: (2017)
Tweedie's Formula and Score-Driven Updating
by: Hansen, Peter Reinhard, et al.
Published: (2026)
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)
by: Hansen, Peter Reinhard, et al.
Published: (2026)
Diffusion Index Forecasting with Tensor Data
by: Chen, Bin, et al.
Published: (2025)
by: Chen, Bin, et al.
Published: (2025)
Treatment Choice with Nonlinear Regret
by: Kitagawa, Toru, et al.
Published: (2022)
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)
by: Hung, Ting-Chih, et al.
Published: (2026)
Uniform Inference on High-dimensional Spatial Panel Networks
by: Chernozhukov, Victor, et al.
Published: (2021)
by: Chernozhukov, Victor, et al.
Published: (2021)
Principled Identification of Structural Dynamic Models
by: Francis, Neville, et al.
Published: (2025)
by: Francis, Neville, et al.
Published: (2025)
Experimental Designs for Multi-Item Multi-Period Inventory Control
by: Chen, Xinqi, et al.
Published: (2025)
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)
by: Chen, Jialuo, et al.
Published: (2025)
Dynamic Matrix Factor Models for High Dimensional Time Series
by: Yu, Ruofan, et al.
Published: (2024)
by: Yu, Ruofan, et al.
Published: (2024)
Inference on many jumps in nonparametric panel regression models
by: Chen, Likai, et al.
Published: (2023)
by: Chen, Likai, et al.
Published: (2023)
CP Factor Model for Dynamic Tensors
by: Han, Yuefeng, et al.
Published: (2021)
by: Han, Yuefeng, et al.
Published: (2021)
On (in)consistency of M-estimators under contamination
by: Klooster, Jens, et al.
Published: (2025)
by: Klooster, Jens, et al.
Published: (2025)
Similar Items
-
Optimal Conditional Inference in Adaptive Experiments
by: Chen, Jiafeng, et al.
Published: (2023) -
Reinterpreting demand estimation
by: Chen, Jiafeng
Published: (2025) -
Empirical Bayes shrinkage (mostly) does not correct the measurement error in regression
by: Chen, Jiafeng, et al.
Published: (2025) -
Adapting to Misspecification
by: Armstrong, Timothy B., et al.
Published: (2023) -
Misspecification-Averse Estimation
by: Andrews, Isaiah, et al.
Published: (2026)