Just realized I hadn't announced this previously (we just got funding for the trip from AU yesterday, which reminded me to mention it).
I'm going to be chairing a panel on generalized maximum entropy (GME) methods in economics at the Eastern Economic Association conference in Boston this March. We'll be presenting at 8 am on March 9th, so if you are attending please come by and see it! All of the papers come from research that we did in an information theoretic econometrics seminar this past fall.
Paul Corral and Mungo Terbish will start by presenting their paper on a new STATA command they developed for discrete choice GME models. I believe the ado files are available now, and the paper itself is under review at The Stata Journal. Since they are basically explaining how the program works, this presentation will be a nice introduction to GME methods for audience members that are not familiar with it.
After that Ermengarde Jabir will present work that uses GME methods to look at household asset allocation using Survey of Consumer Finance data. This rounds out the panel nicely because it's an application of GME methods to an actual problem in economics (unlike my paper and Paul and Mungo's paper).
I'll conclude with a discussion of a GME version of propensity score matching (with estimation of the propensity score using a discrete choice GME model and estimation of the average treatment effect in the second stage as usual). I'm specifically interested in whether GME outperforms standard discrete choice estimation of the propensity score in cases of low common support. Eventually I'd like to run this method on LaLonde's (1986) data from his classic test of propensity score matching, but that probably won't be ready by the conference.
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