Genericity with Infinitely Many Parameters
By Robert M. Anderson, William R. Zame. 2001
91 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Management Science and Operations Research
View Paper: https://www.semanticscholar.org/paper/c82fb0d1b06a15cbc3c5bfcd66d22cb9591c233a
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- Xiaohong Chen
- Victor Chernozhukov
- Whitney K. Newey
- S. Lee
- Christian Hansen
- Iv'an Fern'andez-Val
- Benny Moldovanu
- Moritz Meyer-ter-Vehn
In Management Science and Operations Research
- Victor Chernozhukov
- Whitney K. Newey
- Xiaohong Chen
- S. Lee
- Benny Moldovanu
- Moritz Meyer-ter-Vehn
- William R. Zame
- Philippe Jehiel
Citations in the corpus
- On the Generic (Im)possibility of Full Surplus Extraction in Mechanism Design (2006, background): “Such an appropriate notion, called prevalence, was originally conceived by Christensen (1974) and Hunt et al. (1992) and further developed by Anderson and Zame (2001) as an extension of the idea of full Lebesgue measure to infinite-dimensional spaces.”
- Non-Bayesian Testing of a Stochastic Prediction (2006, background): “Hence this still seems small in the uncountable space of ( ).6 We have not explored other notions of small sets in such a space, such as shyness (see Christensen (1972), Hunt, Sauer, and Yorke (1992), and Anderson and Zame (2001)).”
- The Limits of ex post Implementation (2006, background): “Hunt et al. (1992) and Anderson and Zame (2001) have argued that …nite prevalence, and prevalence, which is a generalization, provide a sensible measure-theoretic notion of " largeness " for in…nite-dimensional spaces of parameters.”
- Local Identification of Nonparametric and Semiparametric Models (2011, methodology): “This assumption is similar to those first used by Chamberlain (1992) to establish the possibility of estimating parametric components at root- rate in semi-parametric moment condition problems; see also Ai and Chen (2003) and Chen and Pouzo (2009).”
- Equilibrium in Continuous-Time Financial Markets: Endogenously Dynamically Complete Markets (2007, unknown): “Genericity could be defined topologically or via relative shyness (Anderson and Zame [8]).”