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Quasi-Bayes in Latent Variable Models

Sid Kankanala

arXiv 12 Nov 2023 · Econometrics

arXiv:2311.06831 · PDF · DOI · OpenAlex · Extracted main text

Abstract

Latent variable models are widely used to account for unobserved determinants of economic behavior. This paper introduces a quasi-Bayes approach to nonparametrically estimate a large class of latent variable models. As an application, we model U.S. individual log earnings from the Panel Study of Income Dynamics (PSID) as the sum of latent permanent and transitory components. Simulations illustrate the favorable performance of quasi-Bayes estimators relative to common alternatives.

Citation extraction

61
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124
in-text mentions
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distinct cited
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main-text words

appendix boundary found by appendix_titled_section at “Appendix : Implementation” · 41% of the source is main text. Read the extracted text to check this.

Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1Bonhomme, Stéphane and Jean-Marc Robin (2010) Generalized non-parametric deconvolution with an application to earnings dynamics1.000146100%
2Arellano, Manuel, Richard Blundell, and Stéphane Bonhomme (2017) Earnings and consumption dynamics: a nonlinear panel data framework1.00074100%
3Gu, Jiaying and Roger Koenker (2023) Invidious comparisons: Ranking and selection as compound decisions0.92844100%
4Arellano, Manuel and Stéphane Bonhomme (2023) Recovering latent variables by matching0.92843100%
5Chernozhukov, Victor and Han Hong (2003) An MCMC approach to classical estimation0.92843100%
6Rousseau, Judith and Catia Scricciolo (2024) Wasserstein convergence in Bayesian and frequentist deconvolution models0.92843100%
7Horowitz, Joel L and Marianthi Markatou (1996) Semiparametric estimation of regression models for panel data0.84333100%
8Shen, Weining, Surya T Tokdar, and Subhashis Ghosal (2013) Adaptive Bayesian multivariate density estimation with Dirichlet mixtures0.81142100%
9Ghosal, Subhashis and Aad Van Der Vaart (2017) Fundamentals of nonparametric Bayesian Inference0.7639344%
10Cunha, Flavio, James J Heckman, and Susanne Schennach (2010) Estimating the technology of cognitive and noncognitive skill formation0.73732100%

Showing the top 10 of 61 scored citations.

Cited by, within the corpus

arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.

Citing paperIntensityMentionsSections
1Semiparametric Bayesian Inference for a Conditional Moment Equality Model0.40511
2Compound decisions and empirical Bayes via Bayesian nonparametrics0.40511