Demian Pouzo

University of California, Berkeley - Department of Economics

549 Evans Hall #3880

Berkeley, CA 94720-3880

United States

SCHOLARLY PAPERS

19

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51

CROSSREF CITATIONS

97

Scholarly Papers (19)

Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals

Yale Economics Department Working Paper No. 38, Cowles Foundation Discussion Paper No. 1640
Number of pages: 48 Posted: 20 Feb 2008
Xiaohong Chen and Demian Pouzo
Yale University - Cowles Foundation and University of California, Berkeley - Department of Economics
Downloads 129 (241,756)

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penalized sieve minimum distance, Nonsmooth generalized residuals, Nonlinear nonparametric endogeneity, Weighted bootstrap, Semiparametric efficiency, Confidence region, Partially linear quantile IV regression, Shape-invariant quantile Engel curves

Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals

Cowles Foundation Discussion Paper No. 1640R
Number of pages: 34 Posted: 31 Oct 2008 Last Revised: 16 Jul 2009
Xiaohong Chen and Demian Pouzo
Yale University - Cowles Foundation and University of California, Berkeley - Department of Economics
Downloads 49 (433,542)
Citation 2

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Penalized sieve minimum distance, Nonsmooth generalized residuals, Nonlinear nonparametric endogeneity, Weighted bootstrap, Semiparametric efficiency, Confidence region, Partially linear quantile IV regression, Shape-invariant quantile IV Engel curves

Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Generalized Residuals

Cowles Foundation Discussion Paper No. 1650RR
Number of pages: 61 Posted: 01 Feb 2011 Last Revised: 08 Sep 2011
Xiaohong Chen and Demian Pouzo
Yale University - Cowles Foundation and University of California, Berkeley - Department of Economics
Downloads 105 (281,411)
Citation 10

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Nonlinear Ill-Posed Inverse, Penalized Sieve Minimum Distance, Modulus Of Continuity, Convergence Rate, Nonparametric Additive Quantile IV, Quantile IV Engel Curves

Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Generalized Residuals

Cowles Foundation Discussion Paper No. 1650R, Yale Economics Department Working Paper No. 47R
Number of pages: 51 Posted: 17 Jul 2009
Xiaohong Chen and Demian Pouzo
Yale University - Cowles Foundation and University of California, Berkeley - Department of Economics
Downloads 29 (527,668)

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Nonlinear ill-posed inverse, Penalized sieve minimum distance, Modulus of continuity, Convergence rate, Nonparametric additive quantile IV, Quantile IV Engel curves

3.

Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments

Cowles Foundation Discussion Paper No. 1650, Yale Economics Department Working Paper No. 47
Number of pages: 60 Posted: 30 Apr 2008 Last Revised: 17 Jul 2009
Xiaohong Chen and Demian Pouzo
Yale University - Cowles Foundation and University of California, Berkeley - Department of Economics
Downloads 117 (259,259)
Citation 1

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Nonsmooth residuals, Nonlinear ill-posed inverse, Penalized sieve minimum distance, Modulus of continuity, Average derivative of a nonparametric nonlinear IV regression, Non-parametric additive quantile IV regression

4.

Optimal Taxation with Endogenous Default Under Incomplete Markets

Number of pages: 67 Posted: 18 Nov 2014
Demian Pouzo and Ignacio Presno
University of California, Berkeley - Department of Economics and Board of Governors of the Federal Reserve System
Downloads 95 (298,878)
Citation 27

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Optimal Taxation, Government Debt, Incomplete Markets, Default, Secondary Markets

5.

Estimation and Model Selection of Semiparametric Multivariate Survival Functions under General Censorship

Cowles Foundation Discussion Paper No. 1683
Number of pages: 39 Posted: 18 Nov 2008
Yale University - Cowles Foundation, University of Washington - Department of Economics, University of California, Berkeley - Department of Economics and affiliation not provided to SSRN
Downloads 69 (361,379)

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Multivariate survival models, Misspecified copulas, Penalized pseudo-likelihood ratio, Fixed or random censoring, Kaplan-Meier estimator

Sieve Wald and QLR Inferences on Semi/Nonparametric Conditional Moment Models

Cowles Foundation Discussion Paper No. 1897R
Number of pages: 63 Posted: 05 Apr 2014
Xiaohong Chen and Demian Pouzo
Yale University - Cowles Foundation and University of California, Berkeley - Department of Economics
Downloads 31 (516,142)

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Nonlinear nonparametric instrumental variables, Penalized sieve minimum distance, Irregular functional, Sieve variance estimators, Sieve Wald, Sieve quasi likelihood ratio, Generalized residual bootstrap, Local power, Wilks phenomenon

Sieve Wald and QLR Inferences on Semi/Nonparametric Conditional Moment Models

Cowles Foundation Discussion Paper No. 1897RR
Number of pages: 151 Posted: 05 Nov 2014 Last Revised: 20 Mar 2015
Xiaohong Chen and Demian Pouzo
Yale University - Cowles Foundation and University of California, Berkeley - Department of Economics
Downloads 23 (566,059)
Citation 4

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Nonlinear nonparametric instrumental variables; Penalized sieve minimum distance; Irregular functional; Sieve variance estimators; Sieve Wald; Sieve quasi likelihood ratio; Generalized residual bootstrap; Local power; Wilks phenomenon

On the Non-Asymptotic Properties of Regularized M-Estimators

Number of pages: 88 Posted: 26 May 2016
Demian Pouzo
University of California, Berkeley - Department of Economics
Downloads 37 (490,329)
Citation 2

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M-Estimators, Regularization, High Dimensional Statistics, Nonparametrics

On the Non-Asymptotic Properties of Regularized M-Estimators

Number of pages: 75 Posted: 24 Oct 2016
Demian Pouzo
University of California, Berkeley - Department of Economics
Downloads 12 (645,599)
Citation 1

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High Dimensional models; M-estimators; Time-dependent data

8.

On the Finite Sample Properties of Regularized M-Estimators

Number of pages: 87 Posted: 04 Jan 2016
Demian Pouzo
University of California, Berkeley - Department of Economics
Downloads 49 (426,086)

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9.

Conditional Retrospective Voting in Large Elections

American Economic Journal: Microeconomics, Forthcoming
Number of pages: 53 Posted: 25 May 2016
Ignacio Esponda and Demian Pouzo
Washington University in St. Louis - John M. Olin Business School and University of California, Berkeley - Department of Economics
Downloads 42 (453,290)
Citation 1

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Retrospective Voting, Selection Bias, Equilibrium, Large Elections

10.

An Equilibrium Framework for Players with Misspecified Models

Number of pages: 64 Posted: 18 Nov 2014
Ignacio Esponda and Demian Pouzo
Leonard N. Stern School of Business - Department of Economics and University of California, Berkeley - Department of Economics
Downloads 40 (461,844)
Citation 1

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11.

A Framework for Modeling Bounded Rationality: Mis-Specified Bayesian-Markov Decision Processes

Number of pages: 53 Posted: 04 Jan 2016
Ignacio Esponda and Demian Pouzo
Leonard N. Stern School of Business - Department of Economics and University of California, Berkeley - Department of Economics
Downloads 37 (474,862)
Citation 1

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12.

Sovereign Default Risk and Uncertainty Premia

Number of pages: 51 Posted: 04 Jan 2016 Last Revised: 13 Jan 2016
Demian Pouzo and Ignacio Presno
University of California, Berkeley - Department of Economics and Board of Governors of the Federal Reserve System
Downloads 37 (474,862)
Citation 15

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13.

Maximum Likelihood Estimation in Possibly Misspecified Dynamic Models with Time Inhomogeneous Markov Regimes

Number of pages: 53 Posted: 20 Dec 2016
University of California, Berkeley - Department of Economics, University of London - Economics, Mathematics and Statistics and Universidad Torcuato Di Tella
Downloads 36 (479,342)
Citation 2

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Autoregressive model, consistency, hidden Markov model, Markov regimes, maximum likelihood, local asymptotic normality, misspecified models, time-inhomogenous Markov chain

14.

Bootstrap Consistency for Quadratic Forms of Sample Averages with Increasing Dimension

Number of pages: 39 Posted: 20 Nov 2014
Demian Pouzo
University of California, Berkeley - Department of Economics
Downloads 24 (542,543)
Citation 1

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Large sample theory, bootstrap, quadratic form, high-dimension statistics

15.

Equilibrium in Misspecified Markov Decision Processes

Number of pages: 47 Posted: 25 May 2016
Ignacio Esponda and Demian Pouzo
Washington University in St. Louis - John M. Olin Business School and University of California, Berkeley - Department of Economics
Downloads 17 (587,028)
Citation 5

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Bayesian Learning, Misspecified, Markov Decision Process, Equilibrium

16.

Some Large Sample Results for the Method of Regularized Estimators

Number of pages: 79 Posted: 20 Dec 2017
Michael Jansson and Demian Pouzo
University of California, Berkeley - Department of Economics and University of California, Berkeley - Department of Economics
Downloads 16 (593,446)

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Regularization; Large Sample Theory; Influence Functions; Non-parametric Methods

17.

Investor Experiences and Financial Market Dynamics

NBER Working Paper No. w24697
Number of pages: 80 Posted: 13 Jun 2018
University of California, Berkeley - Department of Economics, University of California, Berkeley - Department of Economics and CREi
Downloads 12 (620,827)
Citation 1

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18.

Retrospective Voting and Party Polarization

International Economic Review, Vol. 60, Issue 1, pp. 157-186, 2019
Number of pages: 30 Posted: 20 Feb 2019
Ignacio Esponda and Demian Pouzo
University of California, Santa Barbara (UCSB) and University of California, Berkeley - Department of Economics
Downloads 2 (696,584)
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19.

Sieve Quasi Likelihood Ratio Inference on Semi/Nonparametric Conditional Moment Models

Cowles Foundation Discussion Paper No. 1897
Posted: 30 May 2013
Xiaohong Chen and Demian Pouzo
Yale University - Cowles Foundation and University of California, Berkeley - Department of Economics

Abstract:

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Nonlinear nonparametric instrumental variables, Penalized sieve minimum distance, Irregular functional, Sieve Riesz representer, Sieve quasi likelihood ratio, Asymptotic normality, Bootstrap, Sieve variance estimator