CORDIS Project
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This research project aims to advance econometric methods by developing new estimation and inference techniques applicable to various economic problems. It explores Bayesian approaches, robustness in decision-making, and nonparametric regression for extreme behaviors.
This research project aims to contribute to advances in the research on semiparametric and nonparametric econometric methods by developing novel estimation and inference approaches in a variety of contexts and applying them to important empirical problems in economics.The project is divided into four parts.
The first part develops a Bayes procedure for the moment condition model. A likelihood function is constructed by employing an information theoretic projection from space of nonparametric pri…
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