Citations for "Validity of Subsampling and "Plug-in Asymptotic" Inference for Parameters Defined by Moment Inequalities"
by Donald W.K. Andrews & Patrik Guggenberger
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- Christian Bontemps & Thierry Magnac & Eric Maurin, 2012.
"Set Identified Linear Models,"
Econometrica,
Econometric Society, vol. 80(3), pages 1129-1155, 05.
- Bontemps, Christian & Magnac, Thierry & Maurin, Eric, 2009.
"Set Identified Linear Models,"
TSE Working Papers
09-090, Toulouse School of Economics (TSE).
- Bontemps, Christian & Magnac, Thierry & Maurin, Eric, 2007.
"Set Identified Linear Models,"
IDEI Working Papers
494, Institut d'Économie Industrielle (IDEI), Toulouse.
- Christian Bontemps & Thierry Magnac & Eric Maurin, 2011.
"Set identified linear models,"
CeMMAP working papers
CWP13/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Nevo, A & Rosen, A, 2008.
"Identification with Imperfect Instruments,"
Open Access publications from University College London
http://discovery.ucl.ac.u, University College London.
- Stefan Boes, 2009.
"Bounds on Counterfactual Distributions Under Semi-Monotonicity Constraints,"
Working Papers
0920, University of Zurich, Socioeconomic Institute.
- Donald W.K. Andrews & Sukjin Han, 2008.
"Invalidity of the Bootstrap and the m Out of n Bootstrap for Interval Endpoints Defined by Moment Inequalities,"
Cowles Foundation Discussion Papers
1671, Cowles Foundation for Research in Economics, Yale University.
- Donald W.K. Andrews & Patrik Guggenberger, 2007.
"Applications of Subsampling, Hybrid, and Size-Correction Methods,"
Cowles Foundation Discussion Papers
1608, Cowles Foundation for Research in Economics, Yale University.
- Andrews, Donald W.K. & Guggenberger, Patrik, 2010.
"Applications of subsampling, hybrid, and size-correction methods,"
Journal of Econometrics,
Elsevier, vol. 158(2), pages 285-305, October.
- Donald W.K. Andrews & Panle Jia, 2008.
"Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure,"
Cowles Foundation Discussion Papers
1676, Cowles Foundation for Research in Economics, Yale University.
- Jorg Stoye, 2009.
"More on Confidence Intervals for Partially Identified Parameters,"
Econometrica,
Econometric Society, vol. 77(4), pages 1299-1315, 07.
- Donald W.K. Andrews & Xiaoxia Shi, 2010.
"Inference Based on Conditional Moment Inequalities,"
Cowles Foundation Discussion Papers
1761R, Cowles Foundation for Research in Economics, Yale University, revised Jul 2011.
- Granziera, Eleonora & Lee, Mihye & Moon, Hyungsik Roger & Schorfheide, Frank, 2011.
"Inference for VARs Identified with Sign Restrictions,"
CEPR Discussion Papers
8432, C.E.P.R. Discussion Papers.
- Joseph P. Romano & Azeem M. Shaikh & Michael Wolf, 2009.
"Hypothesis testing in econometrics,"
IEW - Working Papers
444, Institute for Empirical Research in Economics - University of Zurich.
- Adam Rosen, 2006.
"Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities,"
CeMMAP working papers
CWP25/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Joseph P. Romano & Azeem M. Shaikh & Michael Wolf, 2012.
"A simple two-step method for testing moment inequalities with an application to inference in partially identified models,"
ECON - Working Papers
090, Department of Economics - University of Zurich.
- Arie Beresteanu & Ilya Molchanov & Francesca Molinari, 2008.
"Sharp identification regions in games,"
CeMMAP working papers
CWP15/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Donald W.K. Andrews, 2011.
"Similar-on-the-Boundary Tests for Moment Inequalities Exist, But Have Poor Power,"
Cowles Foundation Discussion Papers
1815, Cowles Foundation for Research in Economics, Yale University.
- Kyungchul Song, 2009.
"Point Decisions for Interval-Identified Parameters,"
PIER Working Paper Archive
09-036, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Guggenberger, Patrik, 2010.
"The impact of a Hausman pretest on the size of a hypothesis test: The panel data case,"
Journal of Econometrics,
Elsevier, vol. 156(2), pages 337-343, June.
- Laura Coroneo & Valentina Corradi & Paulo Santos Monteiro, 2013.
"Testing for optimal monetary policy via moment inequalities,"
Discussion Papers
13/07, Department of Economics, University of York.
- Canay, Ivan A., 2010.
"EL inference for partially identified models: Large deviations optimality and bootstrap validity,"
Journal of Econometrics,
Elsevier, vol. 156(2), pages 408-425, June.
- Le-Yu Chen & Jerzy Szroeter, 2012.
"Testing multiple inequality hypotheses: a smoothed indicator approach,"
CeMMAP working papers
CWP16/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Fan, Yanqin & Park, Sang Soo, 2010.
"Confidence sets for some partially identified parameters,"
MPRA Paper
37149, University Library of Munich, Germany.
- Morales, Eduardo & Sheu, Gloria & Zahler, Andrés, 2011.
"Gravity and extended gravity: estimating a structural model of export entry,"
MPRA Paper
30311, University Library of Munich, Germany.
- Donald W.K. Andrews, 2011.
"Similar-on-the-Boundary Tests for Moment Inequalities Exist, But Have Poor Power,"
Cowles Foundation Discussion Papers
1815R, Cowles Foundation for Research in Economics, Yale University, revised Mar 2012.
- Ariel Pakes, 2008.
"Theory and Empirical Work on Imperfectly Competitive Markets,"
NBER Working Papers
14117, National Bureau of Economic Research, Inc.