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Reducing marketplace interference bias via shadow prices
Bright, Ido, (2025)
Interest rate volatility and no-arbitrage affine term structure models
Joslin, Scott, (2021)
Portfolio choices with many big models
Anderson, Ewan W., (2022)
Efficient estimation of choice-based sample methods with the method of moments
Imbens, G.W., (1989)
Information Theoretic Approaches to Inference in Movement Condition Models.
Imbens, G.W., (1995)
AN EFFICIENT METHOD OF MOMENTS ESTIMATOR FOR DISCRETE CHOICE MODELS WITH CHOICE-BASED SAMPLING.
IMBENS, G.W., (1991)