ArXiv TLDR

Isaiah Andrews

2 papers · Latest:

Econometrics

Misspecification-Averse Estimation

This paper introduces a new constrained multiplier criterion for optimal estimation under likelihood misspecification, proving its asymptotic optimality.

2604.23176
Econometrics

True and Pseudo-True Parameters

This paper explores pseudo-true parameters in misspecified models, finding their decision relevance fragile but deriving robust confidence intervals.

2604.15563

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