Estimating Nonseparable Selection Models: A Functional Contraction Approach

arXiv:2411.01799 · econ.EM · Submitted 2024-11-04 · Read on arXiv

econ.EM

Submitted: 2024-11-04

Updated: 2026-10-21

Terminology

• Asymptotic Normality — 1× in this paper · explained in 2 episodes
• Consistency — 1× in this paper · explained in 3 episodes

Related papers

• SLIM: Stochastic Learning and Inference in Nonlinear GMM Models
• High-dimensional censored MIDAS logistic regression for corporate survival forecasting
• Cross-Fitting-Free Debiased Machine Learning with Multiway Dependence
• Identifying Elasticities in Autocorrelated Time Series Using Causal Mechanism Graphs
• Policy design in experiments with unknown interference
• Can large language models assist choice modelling? Insights into prompting strategies and current models' capabilities