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In this paper we study the right differentiability of a parametric infimum function over a parametric set defined by equality constraints. We present a new theorem with sufficient conditions for the right differentiability with respect to…

Optimization and Control · Mathematics 2023-06-22 Kevin Sturm

We consider the theoretical properties of a model which encompasses bi-partite matching under transferable utility on the one hand, and hedonic pricing on the other. This framework is intimately connected to tripartite matching problems…

Economics · Quantitative Finance 2017-01-18 Brendan Pass

We study the role and drivers of persistence in the extensive margin of bilateral trade. Motivated by a stylized heterogeneous firms model of international trade with market entry costs, we consider dynamic three-way fixed effects binary…

Econometrics · Economics 2021-07-27 Julian Hinz , Amrei Stammann , Joschka Wanner

There is growing empirical evidence that firm heterogeneity is technologically non-neutral. This paper extends Gandhi et al.'s (2020) proxy variable framework for structurally identifying production functions to a more general case when…

General Economics · Economics 2023-02-28 Emir Malikov , Shunan Zhao , Jingfang Zhang

This paper provides a unified framework for bounding policy relevant treatment effects using instrumental variables. In this framework, the treatment selection may depend on multidimensional unobserved heterogeneity. We derive bilinear…

Econometrics · Economics 2025-05-09 Takuya Ura , Lina Zhang

Euclidean preferences are a widely studied preference model, in which decision makers and alternatives are embedded in d-dimensional Euclidean space. Decision makers prefer those alternatives closer to them. This model, also known as…

Computer Science and Game Theory · Computer Science 2016-02-29 Dominik Peters

We develop a tractable identification approach for strategic network formation models with both strategic link interdependence and individual unobserved heterogeneity (fixed effects). The key challenge is that endogenous network statistics…

Econometrics · Economics 2026-03-18 Wayne Yuan Gao , Ming Li , Zhengyan Xu

Sample selection is pervasive in applied economic studies. This paper develops semiparametric selection models that achieve point identification without relying on exclusion restrictions, an assumption long believed necessary for…

Econometrics · Economics 2025-02-11 Dongwoo Kim , Young Jun Lee

Multi-category data arise in diverse fields including marketing, chemistry, public policy, genomics, political science, and ecology. We consider the problem of estimating ratios of category-specific means in a fully nonparametric setting,…

Methodology · Statistics 2025-10-29 Grant Hopkins , Sarah Teichman , Ellen Graham , Amy D Willis

A central paradigm of non-equilibrium physics concerns the dynamics of heterogeneity and disorder, impacting processes ranging from the behavior of glasses to the emergent functionality of active matter. Understanding these complex…

We present a general analysis of multidimensional matching problems with transferable utility, paying particular attention to the case in which the dimensions of heterogeneity on the two sides of the market are unequal. A particular…

Economics · Quantitative Finance 2016-04-21 Pierre-André Chiappori , Robert McCann , Brendan Pass

This chapter presents key concepts and theoretical results for analyzing estimation and inference in high-dimensional models. High-dimensional models are characterized by having a number of unknown parameters that is not vanishingly small…

Statistics Theory · Mathematics 2018-06-12 Alexandre Belloni , Victor Chernozhukov , Denis Chetverikov , Christian Hansen , Kengo Kato

Can we learn the differential equations governing the evolution of a temporal network? We investigate this within Random Dot Product Graphs (RDPGs), where each network snapshot is generated from latent positions evolving under unknown…

Methodology · Statistics 2026-03-09 Giulio Valentino Dalla Riva

This paper studies inference of preference parameters in semiparametric discrete choice models when these parameters are not point-identified and the identified set is characterized by a class of conditional moment inequalities. Exploring…

Methodology · Statistics 2018-11-26 Le-Yu Chen , Sokbae Lee

We introduce an Attention Overload Model that captures the idea that alternatives compete for the decision maker's attention, and hence the attention that each alternative receives decreases as the choice problem becomes larger. Using this…

Theoretical Economics · Economics 2024-09-17 Matias D. Cattaneo , Paul Cheung , Xinwei Ma , Yusufcan Masatlioglu

This paper proposes a robust method for semiparametric identification and estimation in panel multinomial choice models, where we allow for infinite-dimensional fixed effects that enter into consumer utilities in an additively nonseparable…

Econometrics · Economics 2026-01-06 Wayne Yuan Gao , Ming Li

We consider inhomogeneous matrix products over max-plus algebra, where the matrices in the product satisfy certain assumptions under which the matrix products of sufficient length be rank-one, as it was shown in [6][L. Shue, B.D.O.…

Rings and Algebras · Mathematics 2019-04-15 Arthur Kennedy Cochran Patrick , Sergei Sergeev , Štefan Berežný

This paper investigates how the discount factor and payoff functions can be identified in stationary infinite-horizon dynamic discrete choice models. In single-agent models, we show that common nonparametric assumptions on per-period…

Econometrics · Economics 2025-07-29 Yu Hao , Hiroyuki Kasahara , Katsumi Shimotsu

We obtain a characterization of two classes of dynamics with nonuniformly hyperbolic behavior in terms of an admissibility property. Namely, we consider exponential dichotomies with respect to a sequence of norms and nonuniformly hyperbolic…

Dynamical Systems · Mathematics 2014-12-24 Luis Barreira , Davor Dragicevic , Claudia Valls

I study partial identification of distributional parameters in triangular systems. This model consists of a nonparametric outcome equation and a selection equation. This allows for general unobserved heterogeneity and selection on…

Methodology · Statistics 2014-11-11 Ju Hyun Kim