A Comment on: “On the Informativeness of Descriptive Statistics for Structural Estimates” by Isaiah Andrews, Matthew Gentzkow, and Jesse M. Shapiro
Year: 2020
Type: article
Abstract: LET ME FIRST BRIEFLY RECALL the bias expressions in the paper.For simplicity, throughout I will fix a value η of the base model parameter.Let f η ζ be the density of the data D under the reader's model.Let f η denote the density of D under the base model.Given a quantity of interest c(η), the unrestricted bias of c is
Source: Econometrica
Author: Stéphane Bonhomme
Institution: University of Chicago
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: bronze
OpenAlex ID: W3100677494