Anna Mikusheva

Massachusetts Institute of Technology (MIT) - Department of Economics

Assistant Professor

50 Memorial Drive

E52-391

Cambridge, MA 02142

United States

http://econ-www.mit.edu/faculty/amikushe

SCHOLARLY PAPERS

7

DOWNLOADS

780

TOTAL CITATIONS
Rank 37,553

SSRN RANKINGS

Top 37,553

in Total Papers Citations

50

Scholarly Papers (7)

1.

Maximum Likelihood Inference in Weakly Identified DSGE Models

MIT Department of Economics Working Paper No. 11-03
Number of pages: 53 Posted: 26 Mar 2011
Isaiah Andrews and Anna Mikusheva
Harvard Society of Fellows and Massachusetts Institute of Technology (MIT) - Department of Economics
Downloads 205 (308,519)
Citation 19

Abstract:

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Weak Identification, Maximum Likelihood, Score Test, C(alpha)–Test

2.

A Geometric Approach to Weakly Identified Econometric Models

MIT Department of Economics Working Paper No. 12-15
Number of pages: 47 Posted: 29 May 2012 Last Revised: 06 Jul 2012
Isaiah Andrews and Anna Mikusheva
Harvard Society of Fellows and Massachusetts Institute of Technology (MIT) - Department of Economics
Downloads 200 (315,691)
Citation 8

Abstract:

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weak identification, statistical differential geometry

3.

Robust Confidence Sets in the Presence of Weak Instruments

MIT Department of Economics Working Paper No. 07-27
Number of pages: 30 Posted: 14 Oct 2007
Anna Mikusheva
Massachusetts Institute of Technology (MIT) - Department of Economics
Downloads 141 (427,227)
Citation 19

Abstract:

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weak instruments, confidence set, invariance

4.

Second Order Expansion of T-Statistic in Autoregressive Models

MIT Department of Economics Working Paper No. 07-26
Number of pages: 21 Posted: 14 Oct 2007
Anna Mikusheva
Massachusetts Institute of Technology (MIT) - Department of Economics
Downloads 85 (613,991)

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autoregressive process, confidence set, local to unity asymptotics, uniform convergence

5.

Conditional Inference with a Functional Nuisance Parameter

MIT Department of Economics Working Paper No. 14-17
Number of pages: 38 Posted: 25 Sep 2014
Isaiah Andrews and Anna Mikusheva
Harvard Society of Fellows and Massachusetts Institute of Technology (MIT) - Department of Economics
Downloads 84 (618,230)
Citation 4

Abstract:

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weak identification, similar test, conditional inferences

6.

Estimators for Persistent and Possibly Non-Stationary Data with Classical Properties

NBER Working Paper No. w17424
Number of pages: 43 Posted: 21 Sep 2011 Last Revised: 10 Feb 2023
Yuriy Gorodnichenko, Anna Mikusheva and Serena Ng
University of California, Berkeley - Department of Economics, Massachusetts Institute of Technology (MIT) - Department of Economics and Columbia University - Columbia Business School, Economics
Downloads 42 (866,362)

Abstract:

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7.

Information Revelation and Efficiency in Auctions

Number of pages: 12 Posted: 17 Jan 2003
Anna Mikusheva and Konstantin Sonin
Massachusetts Institute of Technology (MIT) - Department of Economics and University of Chicago - Harris School of Public Policy
Downloads 23 (1,057,534)
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Abstract:

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Auctions, information, allocative efficiency