RETROSPECTIVE VOTING AND PARTY POLARIZATION von Esponda, Ignacio, Pouzo, Demian

Volltext

Equilibrium in misspecified Markov decision processes von Esponda, Ignacio, Pouzo, Demian

Volltext

BERK-NASH EQUILIBRIUM: A FRAMEWORK FOR MODELING AGENTS WITH MISSPECIFIED MODELS von Esponda, Ignacio, Pouzo, Demian

Volltext

Conditional Retrospective Voting in Large Elections von Esponda, Ignacio, Pouzo, Demian

Volltext

SIEVE WALD AND QLR INFERENCES ON SEMI/NONPARAMETRIC CONDITIONAL MOMENT MODELS von Chen, Xiaohong, Pouzo, Demian

Volltext

Investor experiences and financial market dynamics von Malmendier, Ulrike, Pouzo, Demian, Vanasco, Victoria

Volltext

ESTIMATION OF NONPARAMETRIC CONDITIONAL MOMENT MODELS WITH POSSIBLY NONSMOOTH GENERALIZED RESIDUALS von Chen, Xiaohong, Pouzo, Demian

Volltext

Optimal Taxation with Endogenous Default under Incomplete Markets von Pouzo, Demian, Presno, Ignacio

Volltext

Asymptotic behavior of Bayesian learners with misspecified models von Esponda, Ignacio, Pouzo, Demian, Yamamoto, Yuichi

Volltext

The industry supply function and the long-run competitive equilibrium with heterogeneous firms von Esponda, Ignacio, Pouzo, Demian

Volltext

Sovereign Default Risk and Uncertainty Premia von Pouzo, Demian, Presno, Ignacio

Volltext

Investor experiences and international capital flows von Malmendier, Ulrike, Pouzo, Demian, Vanasco, Victoria

Volltext

Corrigendum to “Asymptotic behavior of Bayesian learners with misspecified models” [J. Econ. Theory 195 (2021) 105260] von Esponda, Ignacio, Pouzo, Demian, Yamamoto, Yuichi

Volltext

Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals von Chen, Xiaohong, Pouzo, Demian

Volltext

Maximum Likelihood Estimation in Markov Regime‐Switching Models With Covariate‐Dependent Transition Probabilities von Pouzo, Demian, Psaradakis, Zacharias, Sola, Martin

Volltext

Investor experiences and financial market dynamics von Malmendier, Ulrike, Pouzo, Demian, Vanasco, Victoria

Volltext

Bootstrap consistency for quadratic forms of sample averages with increasing dimension von Pouzo, Demian

Volltext

Sieve Wald and QLR Inferences on Semi/Nonparametric Conditional Moment Models: Sieve Wald and QLR Inference von Chen, Xiaohong, Pouzo, Demian

Volltext

Penalized sieve GEL for weighted average derivatives of nonparametric quantile IV regressions von Chen, Xiaohong, Pouzo, Demian, Powell, James L.

Volltext

Maximal Inequalities for Empirical Processes under General Mixing Conditions with an Application to Strong Approximations von Pouzo, Demian

Volltext bestellen