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Recent Submissions

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    Regularized empirical likelihood as a solution to the no moment problem: The linear case with many instruments
    (University of Waterloo, 2017-11-29) Chausse, Pierre
    In this paper, we explore the finite sample properties of the generalized empirical likelihood for a continuum, applied to a linear model with endogenous regressors and many discrete moment conditions. In particular, we show that the estimator from this regularized version of GEL has finite moments. It therefore solves the issue regarding the no moment problem of empirical likelihood. We propose a data driven method to select the regularization parameter based on a cross validation criterion, and show that the method outperforms many existing methods when the number of instruments exceeds 20.
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    Causal inference using generalized empirical likelihood methods
    (University of Waterloo, 2017-12-07) Chausse, Pierre; Luta, George
    In this paper, we propose a one step method for estimating the average treatment effect, when the assignment to treatment is not random. We use a misspecified generalized empirical likelihood setup in which we constrain the sample to be balanced. We show that the implied probabilities that we obtain play a similar role as the weights from the weighting methods based on the propensity score. In Monte Carlo simulations, we show that GEL dominates many existing methods in terms of bias and root mean squared errors. We then aply our method to the training program studied by Lalonde (1986).
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    Fixed point approaches to the proof of the Bondavera-Shapley theorem
    (University of Waterloo, 2017-11-29) Forand, Jean Guillaume; Uyanik, Metin
    We provide two new proofs of the Bondareva-Shapley theorem, which states that the core of a transferable utility cooperative is nonempty if and only if the game is balanced. Both proofs exploit the fixed points of self-maps of the set of imputations, applying elementary existence arguments typically associated with noncooperative games to cooperative games.
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    The demand and supply of favours in dynamic relationships
    (University of Waterloo, 2017-09-22) Forand, Jean Guillaume; Zapal, Jan
    We characterise the optimal demand and supply of favours in a dynamic principal-agent model of joint production, in which heterogenous project opportunities arrive stochastically and are publicly observed upon arrival, utility from these projects is non-transferable and commitment to future production is limited. Our results characterise the optimal dynamic contract, and we establish that the principal's supply of favours (the production of projects that benefit the agent but not the principal) is backloaded, that the principal's demand for favours (the production of projects that benefit the principal but not the agent) is frontloaded, and that the production of projects is ordered by their comparative advantage, that is, by their associated efficiency in extracting (for demanded projects) and providing (for supplied projects) utility to the agent. Furthermore, we provide an exact construction of the optimal contract when project opportunities follow a Markov process.
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    Civil service and the growth of government
    (University of Waterloo, 2017-09-22) Forand, Jean Guillaume
    I study a dynamic model of electoral accountability which links the scale of government activity to the presence of civil service protections. In the model, voters with a demand for public goods forward tax revenue to the government and office-motivated governing parties delegate public spending to career-concerned civil servants. Governments always have power over civil service compensation, but civil service turnover matches government turnover and civil servants' interests are aligned with those of the party that hires them. To avoid wasteful partisan spending, voters only consent to high taxes. However, because higher tax revenues increase the corruptibility of civil servants through favourable compensation policies, large-scale government activity is only achieved by inefficiently high wages in the civil service, which increase the frictions in the relationship between politicians and civil servants.