相关论文: Set Identified Dynamic Economies and Robustness to…

Finite mixture models are useful in applied econometrics. They can be used to model unobserved heterogeneity, which plays major roles in labor economics, industrial organization and other fields. Mixtures are also convenient in dealing with…

Physics-based and first-principles models pervade the engineering and physical sciences, allowing for the ability to model the dynamics of complex systems with a prescribed accuracy. The approximations used in deriving governing equations…

We characterize the identified sets of a wide range of stochastic choice models, including random utility, various models of boundedly-rational behavior, and dynamic discrete choice. In each of these settings, we show two distributions over…

Decisions based partly or solely on predictions from probabilistic models may be sensitive to model misspecification. Statisticians are taught from an early stage that "all models are wrong", but little formal guidance exists on how to…

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…

We study the identification and estimation of structural parameters in dynamic panel data logit models where decisions are forward-looking and the joint distribution of unobserved heterogeneity and observable state variables is…

We introduce a new framework for characterizing identified sets of structural and counterfactual parameters in econometric models. By reformulating the identification problem as a set membership question, we leverage the separating…

The concept of dynamical compensation has been recently introduced to describe the ability of a biological system to keep its output dynamics unchanged in the face of varying parameters. Here we show that, according to its original…

Structural transformation, the shift from agrarian economies to more diversified industrial and service-based systems, is a key driver of economic development. However, in low- and middle-income countries (LMICs), data scarcity and…

We propose a novel framework for modeling time-varying persistence in economic time series, allowing for smoothly evolving heterogeneity in shock dynamics. We leverage localized regression techniques to flexibly identify changes in…

Dynamics simulation with frictional contacts is important for a wide range of applications, from cloth simulation to object manipulation. Recent methods using smoothed lagged friction forces have enabled robust and differentiable simulation…

We propose a new parametrization for the estimation and identification of the impulse-response functions (IRFs) of dynamic factor models (DFMs). The theoretical contribution of this paper concerns the problem of observational equivalence…

Mathematical models are routinely applied to interpret biological data, with common goals that include both prediction and parameter estimation. A challenge in mathematical biology, in particular, is that models are often complex and…

Accurately modeling friction in robotics remains a core challenge, as robotics simulators like MuJoCo and PyBullet use simplified friction models or heuristics to balance computational efficiency with accuracy, where these simplifications…

In the context of geometric Impulsive Mechanics of systems with a finite number of degrees of freedom, we model the roughness of a unilateral constraint ${\mathcal S\/}$ by introducing a suitable instantaneous kinetic constraint ${\mathcal…

Difference-in-differences is one of the most used identification strategies in empirical work in economics. This chapter reviews a number of important, recent developments related to difference-in-differences. First, this chapter reviews…

Economists often estimate economic models on data and use the point estimates as a stand-in for the truth when studying the model's implications for optimal decision-making. This practice ignores model ambiguity, exposes the decision…

We propose a high-dimensional structural vector autoregression framework with a factor structure in the error terms that accommodates a large number of linear inequality restrictions on both impact impulse responses and structural shocks.…

Traditional macroeconomic models, based on static algebraic systems, fail to capture the dynamics of a bimonetary economy like Argentina's. This paper proposes a framework based on category theory to develop a more flexible and structured…

We propose a novel method for modeling data by using structural models based on economic theory as regularizers for statistical models. We show that even if a structural model is misspecified, as long as it is informative about the…