Related papers: Continuous permanent unobserved heterogeneity in d…

Models with a discrete endogenous variable are typically underidentified when the instrument takes on too few values. This paper presents a new method that matches pairs of covariates and instruments to restore point identification in this…

We propose a new semiparametric approach for modelling nonlinear univariate diffusions, where the observed process is a nonparametric transformation of an underlying parametric diffusion (UPD). This modelling strategy yields a general class…

We study identification and inference in nonlinear dynamic systems defined on unknown interaction networks. The system evolves through an unobserved dependence matrix governing cross-sectional shock propagation via a nonlinear operator. We…

In the context of multilevel longitudinal data, where sample units are collected in clusters, an important aspect that should be accounted for is the unobserved heterogeneity between sample units and between clusters. For this aim we…

The problem of model selection is inevitable in an increasingly large number of applications involving partial theoretical knowledge and vast amounts of information, like in medicine, biology or economics. The associated techniques are…

We investigate the limiting behavior of discrete determinantal point processes (DPPs) towards continuous DPPs when the size of the set to sample from goes to infinity. We propose a non-asymptotic characterization of this limit in terms of…

Unobserved confounding is a fundamental challenge for estimating causal effects. To address unobserved confounding, recent literature has turned to two different approaches -- proxy variables and the use of multiple treatments. The first…

We study the problem of detecting change points (CPs) that are characterized by a subset of dimensions in a multi-dimensional sequence. A method for detecting those CPs can be formulated as a two-stage method: one for selecting relevant…

We develop a general estimation and inference procedure for the common parameters in linear panel data regression models with nonparametric two-way specification of unobserved heterogeneity. The procedure takes as input any first-step…

We propose estimation methods for change points in high-dimensional covariance structures with an emphasis on challenging scenarios with missing values. We advocate three imputation like methods and investigate their implications on common…

We analyze a class of models for unequal crossover (UC) of sequences containing sections with repeated units that may differ in length. In these, the probability of an `imperfect' alignment, in which the shorter sequence has d units without…

This paper studies observability for non-uniform hypergraphs with inputs and outputs. To capture higher-order interactions, we define a canonical non-homogeneous dynamical system with nonlinear outputs on hypergraphs. We then construct…

This paper studies treatment effect models in which individuals are classified into unobserved groups based on heterogeneous treatment rules. Using a finite mixture approach, we propose a marginal treatment effect (MTE) framework in which…

In supervised classification problems, the test set may contain data points belonging to classes not observed in the learning phase. Moreover, the same units in the test data may be measured on a set of additional variables recorded at a…

The problem of finite/fixed-time cooperative state estimation is considered for a class of quasilinear systems with nonlinearities satisfying a H\"older condition. A strongly connected nonlinear distributed observer is designed under the…

We show that a dynamic logit model for binary panel data allowing for state dependence and unobserved heterogeneity may be accurately approximated by a quadratic exponential model, the parameters of which have the same interpretation that…

This paper provides a general identification approach for a wide range of nonlinear panel data models, including binary choice, ordered response, and other types of limited dependent variable models. Our approach accommodates dynamic models…

Determinantal Point Process (DPPs) are statistical models for repulsive point patterns. Both sampling and inference are tractable for DPPs, a rare feature among models with negative dependence that explains their popularity in machine…

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…

We aim at estimating in a non-parametric way the density $\pi$ of the stationary distribution of a $d$-dimensional stochastic differential equation $(X_t)_{t \in [0, T]}$, for $d \ge 2$, from the discrete observations of a finite sample…