Nonparametric instrumental variable regression through stochastic approximate gradients

Y Fonseca, C Peixoto, Y Saporito - arxiv preprint arxiv:2402.05639, 2024 - arxiv.org
Instrumental variables (IVs) provide a powerful strategy for identifying causal effects in the
presence of unobservable confounders. Within the nonparametric setting (NPIV), recent …

Choice Models and Permutation Invariance: Demand Estimation in Differentiated Products Markets

A Singh, Y Liu, H Yoganarasimhan - arxiv preprint arxiv:2307.07090, 2023 - arxiv.org
Choice modeling is at the core of understanding how changes to the competitive landscape
affect consumer choices and reshape market equilibria. In this paper, we propose a …

Discrete Choice Models: Model Selection and Challenges in Applications

J Jiang, CK Anderson - Available at SSRN 4810909, 2024 - papers.ssrn.com
Discrete choice models hold a prominent place in operations research for analyzing
consumer decisions over with a long history. This paper delves into the issue of model …