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Hiroaki Kaido

Journal articles

Working papers

Cemmap Working Paper CWP72/18
This paper shows that the IVQR estimation problem can be decomposed into a set of conventional quantile regression sub-problems, which are convex and can be solved efficiently. This allows for reformulating the original estimation problem as the problem of finding the fixed point of a low ...
Cemmap Working Paper CWP26/18
This paper explores the effects of simulated moments on the performance of inference methods based on moment inequalities.