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Record W2972117706 · doi:10.14288/1.0380773

Essays in econometrics

2019· article· en· W2972117706 on OpenAlexaff
Denis Kojevnikov

Bibliographic record

VenuecIRcle (University of British Columbia) · 2019
Typearticle
Languageen
FieldDecision Sciences
TopicGame Theory and Applications
Canadian institutionsUniversity of British Columbia
Fundersnot available
KeywordsEconometricsEconomics

Abstract

fetched live from OpenAlex

Chapter 2, co-authored with Vadim Marmer and Kyungchul Song, considers a general form of network dependence, where dependence between two sets of random variables becomes weaker as their network distance increases. We show that such network dependence cannot be viewed as a random field on a lattice in a Euclidean space with a fixed dimension when the maximum clique increases in size as the network grows. This work applies Doukhan and Louhichi (1999)’s notion of weak dependence to networks by measuring the strength of dependence using the covariance between nonlinearly transformed random variables. While this approach covers examples such as strong mixing random fields on graphs and conditional dependency graphs, it is most useful when dependence arises through a functional-causal system of equations. The main results of this chapter include a law of large numbers and a central limit theorem for network dependent processes. Chapter 3 focuses on the bootstrap for network dependent processes studied in Chapter 2. Such processes are distinct from other forms of random fields that are commonly used in the statistics and econometrics literature so that the existing bootstrap methods cannot be applied directly. I propose a block-based method and a modification of the dependent wild bootstrap for constructing confidence sets for the mean of a network dependent process. In addition, I establish the consistency of these methods for the smooth function model and provide the bootstrap alternatives to the network heteroskedasticity-autocorrelation consistent variance estimator obtained in Chapter 2. Finally, Chapter 4, co-authored with Kyungchul Song, presents a large Bayesian game with multiple information groups and develops a bootstrap inference method that does not require a common prior assumption and allows each player to form beliefs differently from other players. By drawing on the intuition of Kalai (2004), this work introduces the notion of a hindsight regret, which measures a player’s ex post value of other players’ type information, and obtains its belief-free bound. Using this bound, we derive testable implications and propose a bootstrap inference procedure for the structural parameters of the game.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesInsufficient payload (model declined to judge)
Consensus categoriesInsufficient payload (model declined to judge)
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.738
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.001
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0010.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0020.001

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.038
GPT teacher head0.239
Teacher spread0.201 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; both teacher heads agree on what is shown here.

Study designObservational
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations0
Published2019
Admission routes1
Has abstractyes

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