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Inference Based on Conditional Moment Inequalities

Citations

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Cited by:

  1. Ariel Pakes & Jack Porter, 2024. "Moment inequalities for multinomial choice with fixed effects," Quantitative Economics, Econometric Society, vol. 15(1), pages 1-25, January.
  2. Kaido, Hiroaki, 2017. "Asymptotically Efficient Estimation Of Weighted Average Derivatives With An Interval Censored Variable," Econometric Theory, Cambridge University Press, vol. 33(5), pages 1218-1241, October.
  3. Oliver Linton & Yoon-Jae Whang & Yu-Min Yen, 2012. "A nonparametric test of the leverage hypothesis," CeMMAP working papers CWP24/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  4. Isaiah Andrews & Jonathan Roth & Ariel Pakes, 2023. "Inference for Linear Conditional Moment Inequalities," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 90(6), pages 2763-2791.
  5. Aradillas-López, Andrés & Rosen, Adam M., 2022. "Inference in ordered response games with complete information," Journal of Econometrics, Elsevier, vol. 226(2), pages 451-476.
  6. Ying-Ying Lee, 2018. "Partial Mean Processes with Generated Regressors: Continuous Treatment Effects and Nonseparable Models," Papers 1811.00157, arXiv.org.
  7. Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2013. "Testing Many Moment Inequalities," CeMMAP working papers 65/13, Institute for Fiscal Studies.
  8. Chen, Le-Yu & Lee, Sokbae, 2019. "Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models," Journal of Econometrics, Elsevier, vol. 210(2), pages 482-497.
  9. Lee, Sokbae & Song, Kyungchul & Whang, Yoon-Jae, 2013. "Testing functional inequalities," Journal of Econometrics, Elsevier, vol. 172(1), pages 14-32.
  10. Matilde Bombardini & Bingjing Li & Francesco Trebbi, 2023. "Did US Politicians Expect the China Shock?," American Economic Review, American Economic Association, vol. 113(1), pages 174-209, January.
  11. Kédagni, Désiré, 2023. "Identifying treatment effects in the presence of confounded types," Journal of Econometrics, Elsevier, vol. 234(2), pages 479-511.
  12. Bugni, Federico A. & Canay, Ivan A. & Shi, Xiaoxia, 2015. "Specification tests for partially identified models defined by moment inequalities," Journal of Econometrics, Elsevier, vol. 185(1), pages 259-282.
  13. Yoichi Arai & Yu‐Chin Hsu & Toru Kitagawa & Ismael Mourifié & Yuanyuan Wan, 2022. "Testing identifying assumptions in fuzzy regression discontinuity designs," Quantitative Economics, Econometric Society, vol. 13(1), pages 1-28, January.
  14. Harold D. Chiang & Kengo Kato & Yuya Sasaki, 2023. "Inference for High-Dimensional Exchangeable Arrays," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 118(543), pages 1595-1605, July.
  15. Donald, Stephen G. & Hsu, Yu-Chin, 2014. "Estimation and inference for distribution functions and quantile functions in treatment effect models," Journal of Econometrics, Elsevier, vol. 178(P3), pages 383-397.
  16. Ho, Kate & Rosen, Adam M., 2015. "Partial Identification in Applied Research: Benefits and Challenges," CEPR Discussion Papers 10883, C.E.P.R. Discussion Papers.
  17. Toru Kitagawa & Aleksey Tetenov, 2018. "Who Should Be Treated? Empirical Welfare Maximization Methods for Treatment Choice," Econometrica, Econometric Society, vol. 86(2), pages 591-616, March.
  18. Francesca Molinari, 2020. "Microeconometrics with Partial Identi?cation," CeMMAP working papers CWP15/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  19. Oliver Linton & Yoon-Jae Whang & Yu-Min Yen, 2012. "A nonparametric test of the leverage hypothesis," CeMMAP working papers 24/12, Institute for Fiscal Studies.
  20. Steven T Berry & Giovanni Compiani, 2023. "An Instrumental Variable Approach to Dynamic Models," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 90(4), pages 1724-1758.
  21. Mourifié, Ismael, 2015. "Sharp bounds on treatment effects in a binary triangular system," Journal of Econometrics, Elsevier, vol. 187(1), pages 74-81.
  22. Wooyoung Kim & Koohyun Kwon & Soonwoo Kwon & Sokbae Lee, 2018. "The identification power of smoothness assumptions in models with counterfactual outcomes," Quantitative Economics, Econometric Society, vol. 9(2), pages 617-642, July.
  23. Lukáš Lafférs, 2019. "Identification in Models with Discrete Variables," Computational Economics, Springer;Society for Computational Economics, vol. 53(2), pages 657-696, February.
  24. Christian Bontemps & Thierry Magnac, 2017. "Set Identification, Moment Restrictions, and Inference," Annual Review of Economics, Annual Reviews, vol. 9(1), pages 103-129, September.
  25. Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2014. "Inference for functions of partially identified parameters in moment inequality models," CeMMAP working papers 22/14, Institute for Fiscal Studies.
  26. Wooyoung Kim & Koohyun Kwon & Soonwoo Kwon & Sokbae (Simon) Lee, 2014. "The identification power of smoothness assumptions in models with counterfactual outcomes," CeMMAP working papers 17/14, Institute for Fiscal Studies.
  27. Larry G. Epstein & Hiroaki Kaido & Kyoungwon Seo, 2016. "Robust Confidence Regions for Incomplete Models," Econometrica, Econometric Society, vol. 84, pages 1799-1838, September.
  28. Arun Chandrasekhar & Victor Chernozhukov & Francesca Molinari & Paul Schrimpf, 2019. "Best linear approximations to set identified functions: with an application to the gender wage gap," CeMMAP working papers CWP09/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  29. Armstrong, Timothy B., 2018. "On the choice of test statistic for conditional moment inequalities," Journal of Econometrics, Elsevier, vol. 203(2), pages 241-255.
  30. Wenlong Ji & Lihua Lei & Asher Spector, 2023. "Model-Agnostic Covariate-Assisted Inference on Partially Identified Causal Effects," Papers 2310.08115, arXiv.org.
  31. Khan, Shakeeb & Ponomareva, Maria & Tamer, Elie, 2016. "Identification of panel data models with endogenous censoring," Journal of Econometrics, Elsevier, vol. 194(1), pages 57-75.
  32. Liao, Yuan & Simoni, Anna, 2012. "Semi-parametric Bayesian Partially Identified Models based on Support Function," MPRA Paper 43262, University Library of Munich, Germany.
  33. Shosei Sakaguchi, 2020. "Partial Identification and Inference in Duration Models with Endogenous Censoring," CeMMAP working papers CWP8/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  34. Oliver Linton & Katja Smetanina, 2015. "Mean Ratio Statistic for measuring predictability," CeMMAP working papers 08/15, Institute for Fiscal Studies.
  35. Santiago Acerenza & Otávio Bartalotti & Désiré Kédagni, 2023. "Testing identifying assumptions in bivariate probit models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(3), pages 407-422, April.
  36. Shosei Sakaguchi, 2021. "Partial Identification and Inference in Duration Models with Endogenous Censoring," Papers 2107.00928, arXiv.org.
  37. Cristina Gualdani & Shruti Sinha, 2023. "Identification in Discrete Choice Models with Imperfect Information," Working Papers 949, Queen Mary University of London, School of Economics and Finance.
  38. Yu Zhu, 2020. "Inference in nonparametric/semiparametric moment equality models with shape restrictions," Quantitative Economics, Econometric Society, vol. 11(2), pages 609-636, May.
  39. Gualdani, Cristina & Sinha, Shruti, 2019. "Identification and inference in discrete choice models with imperfect information," TSE Working Papers 19-1049, Toulouse School of Economics (TSE), revised Jun 2020.
  40. Vira Semenova, 2023. "Aggregated Intersection Bounds and Aggregated Minimax Values," Papers 2303.00982, arXiv.org, revised Jun 2024.
  41. Horowitz, Joel L. & Lee, Sokbae, 2017. "Nonparametric estimation and inference under shape restrictions," Journal of Econometrics, Elsevier, vol. 201(1), pages 108-126.
  42. Andrews, Donald W.K. & Shi, Xiaoxia, 2014. "Nonparametric inference based on conditional moment inequalities," Journal of Econometrics, Elsevier, vol. 179(1), pages 31-45.
  43. Hsu, Yu-Chin & Shen, Shu, 2019. "Testing treatment effect heterogeneity in regression discontinuity designs," Journal of Econometrics, Elsevier, vol. 208(2), pages 468-486.
  44. Aucejo, Esteban M. & Bugni, Federico A. & Hotz, V. Joseph, 2017. "Identification And Inference On Regressions With Missing Covariate Data," Econometric Theory, Cambridge University Press, vol. 33(1), pages 196-241, February.
  45. Cristina Gualdani & Shruti Sinha, 2019. "Identification in discrete choice models with imperfect information," Papers 1911.04529, arXiv.org, revised Dec 2023.
  46. Madeira, João & Palma, Nuno, 2018. "Measuring monetary policy deviations from the Taylor rule," Economics Letters, Elsevier, vol. 168(C), pages 25-27.
  47. Jason R. Blevins, 2013. "Non-Standard Rates of Convergence of Criterion-Function-Based Set Estimators," Working Papers 13-02, Ohio State University, Department of Economics.
  48. Gabrielle Fack & Julien Grenet & Yinghua He, 2019. "Beyond Truth-Telling: Preference Estimation with Centralized School Choice and College Admissions," American Economic Review, American Economic Association, vol. 109(4), pages 1486-1529, April.
  49. Adam M. Rosen & Takuya Ura, 2019. "Finite Sample Inference for the Maximum Score Estimand," Papers 1903.01511, arXiv.org, revised May 2020.
  50. Ban, Kyunghoon & Kedagni, Desire, 2020. "Nonparametric Bounds on Treatment Effects with Imperfect Instruments," ISU General Staff Papers 202010120700001113, Iowa State University, Department of Economics.
  51. Victor Chernozhukov & Wooyoung Kim & Sokbae Lee & Adam M. Rosen, 2015. "Implementing intersection bounds in Stata," Stata Journal, StataCorp LP, vol. 15(1), pages 21-44, March.
  52. Mo Xiao & Zhe Yuan, 2022. "License Complementarity and Package Bidding: US Spectrum Auctions," American Economic Journal: Microeconomics, American Economic Association, vol. 14(4), pages 420-464, November.
  53. Bulat Gafarov, 2019. "Simple subvector inference on sharp identified set in affine models," Papers 1904.00111, arXiv.org, revised Jul 2024.
  54. Ivan A. Canay & Azeem M. Shaikh, 2016. "Practical and theoretical advances in inference for partially identified models," CeMMAP working papers 05/16, Institute for Fiscal Studies.
  55. Bontemps, Christian & Kumar, Rohit, 2020. "A geometric approach to inference in set-identified entry games," Journal of Econometrics, Elsevier, vol. 218(2), pages 373-389.
  56. Nicky L. Grant & Richard J. Smith, 2018. "GEL-based inference with unconditional moment inequality restrictions," CeMMAP working papers CWP23/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  57. Yu-Chin Hsu & Robert P. Lieli, 2021. "Inference for ROC Curves Based on Estimated Predictive Indices," Papers 2112.01772, arXiv.org.
  58. Yu‐Chin Hsu & Xiaoxia Shi, 2017. "Model‐selection tests for conditional moment restriction models," Econometrics Journal, Royal Economic Society, vol. 20(1), pages 52-85, February.
  59. Andrews, Donald W.K. & Cheng, Xu & Guggenberger, Patrik, 2020. "Generic results for establishing the asymptotic size of confidence sets and tests," Journal of Econometrics, Elsevier, vol. 218(2), pages 496-531.
  60. Xavier D'Haultfoeuille & Christophe Gaillac & Arnaud Maurel, 2021. "Rationalizing rational expectations: Characterizations and tests," Quantitative Economics, Econometric Society, vol. 12(3), pages 817-842, July.
  61. Yanchun Jin, 2016. "Nonparametric tests for the effect of treatment on conditional variance," KIER Working Papers 948, Kyoto University, Institute of Economic Research.
  62. repec:cwl:cwldpp:1840rr is not listed on IDEAS
  63. Firpo, Sergio & Galvao, Antonio F. & Parker, Thomas, 2023. "Uniform inference for value functions," Journal of Econometrics, Elsevier, vol. 235(2), pages 1680-1699.
  64. Shengjie Hong & Yu-Chin Hsu & Yuanyuan Wan, 2023. "Subvector inference for Varying Coefficient Models with Partial Identification," Working Papers tecipa-756, University of Toronto, Department of Economics.
  65. Lixiong Li & Marc Henry, 2022. "Finite Sample Inference in Incomplete Models," Papers 2204.00473, arXiv.org, revised Apr 2024.
  66. Victor Chernozhukov & Whitney K. Newey & Andres Santos, 2023. "Constrained Conditional Moment Restriction Models," Econometrica, Econometric Society, vol. 91(2), pages 709-736, March.
  67. Linton, Oliver & Whang, Yoon-Jae & Yen, Yu-Min, 2016. "A nonparametric test of a strong leverage hypothesis," Journal of Econometrics, Elsevier, vol. 194(1), pages 153-186.
  68. V. Chernozhukov & C. Hansen, 2013. "Quantile Models with Endogeneity," Annual Review of Economics, Annual Reviews, vol. 5(1), pages 57-81, May.
  69. Andrew Bennett & Nathan Kallus & Xiaojie Mao & Whitney Newey & Vasilis Syrgkanis & Masatoshi Uehara, 2022. "Inference on Strongly Identified Functionals of Weakly Identified Functions," Papers 2208.08291, arXiv.org, revised Jun 2023.
  70. Lixiong Li & Désiré Kédagni & Ismaël Mourifié, 2024. "Discordant relaxations of misspecified models," Quantitative Economics, Econometric Society, vol. 15(2), pages 331-379, May.
  71. Hong, Han & Li, Jessie, 2018. "The numerical delta method," Journal of Econometrics, Elsevier, vol. 206(2), pages 379-394.
  72. Francesca Molinari, 2019. "Econometrics with Partial Identification," CeMMAP working papers CWP25/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  73. Hong, Shengjie, 2017. "Inference in semiparametric conditional moment models with partial identification," Journal of Econometrics, Elsevier, vol. 196(1), pages 156-179.
  74. Oliver Linton & Yoon-Jae Whang & Yu-Min Yen, 2013. "A nonparametric test of a strong leverage hypothesis," CeMMAP working papers 28/13, Institute for Fiscal Studies.
  75. Lee, Ying-Ying & Bhattacharya, Debopam, 2019. "Applied welfare analysis for discrete choice with interval-data on income," Journal of Econometrics, Elsevier, vol. 211(2), pages 361-387.
  76. Chetverikov, Denis & Wilhelm, Daniel & Kim, Dongwoo, 2021. "An Adaptive Test Of Stochastic Monotonicity," Econometric Theory, Cambridge University Press, vol. 37(3), pages 495-536, June.
  77. Armstrong, Timothy B., 2015. "Asymptotically exact inference in conditional moment inequality models," Journal of Econometrics, Elsevier, vol. 186(1), pages 51-65.
  78. Beare, Brendan K. & Shi, Xiaoxia, 2019. "An improved bootstrap test of density ratio ordering," Econometrics and Statistics, Elsevier, vol. 10(C), pages 9-26.
  79. Fernando Borraz & Alberto Cavallo & Roberto Rigobon & Leandro Zipitria, 2016. "Distance and Political Boundaries: Estimating Border Effects under Inequality Constraints," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 21(1), pages 3-35, January.
  80. Christian Bontemps & Rohit Kumar, 2019. "A Geometric Approach to Inference in Set-Identified Entry Games," Working Papers hal-02137356, HAL.
  81. Shosei Sakaguchi, 2024. "Partial identification and inference in duration models with endogenous censoring," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(2), pages 308-326, March.
  82. Jad Beyhum & Jean-Pierre FLorens & Ingrid Van Keilegom, 2020. "Nonparametric instrumental regression with right censored duration outcomes," Papers 2011.10423, arXiv.org.
  83. Regue, Robert & Recker, Will, 2014. "Proactive vehicle routing with inferred demand to solve the bikesharing rebalancing problem," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 72(C), pages 192-209.
  84. Brendan K. Beare & Jackson D. Clarke, 2022. "Modified Wilcoxon-Mann-Whitney tests of stochastic dominance," Papers 2210.08892, arXiv.org.
  85. Kojevnikov, Denis & Song, Kyungchul, 2023. "Econometric inference on a large Bayesian game with heterogeneous beliefs," Journal of Econometrics, Elsevier, vol. 237(1).
  86. Christopher J. Bennett & Ričardas Zitikis, 2013. "Examining the Distributional Effects of Military Service on Earnings: A Test of Initial Dominance," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(1), pages 1-15, January.
  87. Ng, Pin & Wong, Wing-Keung & Xiao, Zhijie, 2017. "Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency," European Journal of Operational Research, Elsevier, vol. 261(2), pages 666-678.
  88. Armstrong, Timothy B. & Chan, Hock Peng, 2016. "Multiscale adaptive inference on conditional moment inequalities," Journal of Econometrics, Elsevier, vol. 194(1), pages 24-43.
  89. Joel L. Horowitz & Sokbae (Simon) Lee, 2015. "Nonparametric estimation and inference under shape restrictions," CeMMAP working papers 67/15, Institute for Fiscal Studies.
  90. Fan, Yanqin & Liu, Ruixuan, 2018. "Partial identification and inference in censored quantile regression," Journal of Econometrics, Elsevier, vol. 206(1), pages 1-38.
  91. Sasaki, Yuya & Takahashi, Yuya & Xin, Yi & Hu, Yingyao, 2023. "Dynamic discrete choice models with incomplete data: Sharp identification," Journal of Econometrics, Elsevier, vol. 236(1).
  92. Magnac, Thierry, 2013. "Identification partielle : méthodes et conséquences pour les applications empiriques," L'Actualité Economique, Société Canadienne de Science Economique, vol. 89(4), pages 233-258, Décembre.
  93. Chen, Qihui & Fang, Zheng, 2019. "Inference on functionals under first order degeneracy," Journal of Econometrics, Elsevier, vol. 210(2), pages 459-481.
  94. Tomiyama, Hideyuki & Otsu, Taisuke, 2022. "Inference on incomplete information games with multi-dimensional actions," Economics Letters, Elsevier, vol. 215(C).
  95. repec:hal:cesptp:halshs-01215998 is not listed on IDEAS
  96. Federico A. Bugni & Mehmet Caner & Anders Bredahl Kock & Soumendra Lahiri, 2016. "Inference in partially identified models with many moment inequalities using Lasso," CREATES Research Papers 2016-12, Department of Economics and Business Economics, Aarhus University.
  97. Toru Kitagawa, 2013. "A bootstrap test for instrument validity in heterogeneous treatment effect models," CeMMAP working papers CWP53/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  98. Shi, Xiaoxia, 2015. "Model selection tests for moment inequality models," Journal of Econometrics, Elsevier, vol. 187(1), pages 1-17.
  99. Sergio Firpo & Antonio F. Galvao & Martyna Kobus & Thomas Parker & Pedro Rosa-Dias, 2020. "Loss aversion and the welfare ranking of policy interventions," Papers 2004.08468, arXiv.org, revised Sep 2023.
  100. Joel L. Horowitz & Sokbae (Simon) Lee, 2016. "Nonparametric estimation and inference under shape restrictions," CeMMAP working papers 29/16, Institute for Fiscal Studies.
  101. Marc Henry & Ismael Mourifié, 2012. "Sharp Bounds in the Binary Roy Model," CIRJE F-Series CIRJE-F-835, CIRJE, Faculty of Economics, University of Tokyo.
  102. Arie Beresteanu, 2016. "Quantile Regression with Interval Data," Working Paper 5991, Department of Economics, University of Pittsburgh.
  103. Chesher, Andrew & Kim, Dongwoo & Rosen, Adam M., 2023. "IV methods for Tobit models," Journal of Econometrics, Elsevier, vol. 235(2), pages 1700-1724.
  104. Yu-Chin Hsu & Martin Huber & Ying-Ying Lee & Chu-An Liu, 2021. "Testing Monotonicity of Mean Potential Outcomes in a Continuous Treatment with High-Dimensional Data," Papers 2106.04237, arXiv.org, revised Aug 2022.
  105. Victor Chernozhukov & Christian Hansen & Kaspar Wuthrich, 2020. "Instrumental Variable Quantile Regression," Papers 2009.00436, arXiv.org.
  106. Kengo Kato & Yuya Sasaki & Takuya Ura, 2021. "Robust inference in deconvolution," Quantitative Economics, Econometric Society, vol. 12(1), pages 109-142, January.
  107. Dominic Coey & Bradley Larsen & Kane Sweeney, 2019. "The bidder exclusion effect," RAND Journal of Economics, RAND Corporation, vol. 50(1), pages 93-120, March.
  108. Semenova, Vira, 2023. "Debiased machine learning of set-identified linear models," Journal of Econometrics, Elsevier, vol. 235(2), pages 1725-1746.
  109. Corradi, Valentina & Fosten, Jack & Gutknecht, Daniel, 2023. "Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk," Journal of Econometrics, Elsevier, vol. 236(2).
  110. Nick Koning & Paul Bekker, 2019. "Exact Testing of Many Moment Inequalities Against Multiple Violations," Papers 1904.12775, arXiv.org, revised Jun 2020.
  111. Tsunao Okumura & Emiko Usui, 2014. "Concave‐monotone treatment response and monotone treatment selection: With an application to the returns to schooling," Quantitative Economics, Econometric Society, vol. 5, pages 175-194, March.
  112. Isaac Loh, 2024. "Inference under partial identification with minimax test statistics," Papers 2401.13057, arXiv.org, revised Apr 2024.
  113. Arkadiusz Szydłowski, 2019. "Endogenous censoring in the mixed proportional hazard model with an application to optimal unemployment insurance," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(7), pages 1086-1101, November.
  114. Matthew J Tudball & Rachael A Hughes & Kate Tilling & Jack Bowden & Qingyuan Zhao, 2023. "Sample-constrained partial identification with application to selection bias," Biometrika, Biometrika Trust, vol. 110(2), pages 485-498.
  115. Qihui Chen & Zheng Fang, 2019. "Inference on Functionals under First Order Degeneracy," Papers 1901.04861, arXiv.org.
  116. Christian Bontemps & Raquel Menezes Bezerra Sampaio, 2020. "Entry games for the airline industry," Post-Print hal-02137358, HAL.
  117. Barrett, Garry F. & Donald, Stephen G. & Hsu, Yu-Chin, 2016. "Consistent tests for poverty dominance relations," Journal of Econometrics, Elsevier, vol. 191(2), pages 360-373.
  118. Fan, Yanqin & Park, Sang Soo, 2014. "Nonparametric inference for counterfactual means: Bias-correction, confidence sets, and weak IV," Journal of Econometrics, Elsevier, vol. 178(P1), pages 45-56.
  119. Andrews, Donald W.K. & Shi, Xiaoxia, 2017. "Inference based on many conditional moment inequalities," Journal of Econometrics, Elsevier, vol. 196(2), pages 275-287.
  120. Victor Chernozhukov & Denis Chetverikov & Kengo Kato & Yuta Koike, 2019. "Improved Central Limit Theorem and bootstrap approximations in high dimensions," Papers 1912.10529, arXiv.org, revised May 2022.
  121. Toru Kitagawa, 2013. "A bootstrap test for instrument validity in heterogeneous treatment effect models," CeMMAP working papers 53/13, Institute for Fiscal Studies.
  122. Rami V. Tabri & Christopher D. Walker, 2020. "Inference for Moment Inequalities: A Constrained Moment Selection Procedure," Papers 2008.09021, arXiv.org, revised Aug 2020.
  123. Shi, Chengchun & Luo, Shikai & Zhu, Hongtu & Song, Rui, 2021. "An online sequential test for qualitative treatment effects," LSE Research Online Documents on Economics 112521, London School of Economics and Political Science, LSE Library.
  124. Hsu, Yu-Chin & Shiu, Ji-Liang & Wan, Yuanyuan, 2024. "Testing identification conditions of LATE in fuzzy regression discontinuity designs," Journal of Econometrics, Elsevier, vol. 241(1).
  125. Aradillas-López, Andrés & Gandhi, Amit & Quint, Daniel, 2016. "A simple test for moment inequality models with an application to English auctions," Journal of Econometrics, Elsevier, vol. 194(1), pages 96-115.
  126. Valentina Corradi & Sainan Jin & Norman R. Swanson, 2023. "Robust forecast superiority testing with an application to assessing pools of expert forecasters," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(4), pages 596-622, June.
  127. Wayne Yuan Gao & Rui Wang, 2023. "IV Regressions without Exclusion Restrictions," Papers 2304.00626, arXiv.org, revised Jul 2023.
  128. Lu, Zhentong, 2022. "Estimating multinomial choice models with unobserved choice sets," Journal of Econometrics, Elsevier, vol. 226(2), pages 368-398.
  129. Toru Kitagawa & Aleksey Tetenov, 2017. "Who should be treated? Empirical welfare maximization methods for treatment choice," CeMMAP working papers 24/17, Institute for Fiscal Studies.
  130. Denis Chetverikov, 2012. "Testing regression monotonicity in econometric models," CeMMAP working papers CWP35/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  131. Nathan Canen & Kyungchul Song, 2021. "Counterfactual analysis under partial identification using locally robust refinement," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(4), pages 416-436, June.
  132. Bontemps, Christian & Menezes Bezerra Sampaio, Raquel, 2020. "Entry games for the airline industry," TSE Working Papers 20-1108, Toulouse School of Economics (TSE).
  133. Chuang, O-Chia & Kuan, Chung-Ming & Tzeng, Larry Y., 2017. "Testing for central dominance: Method and application," Journal of Econometrics, Elsevier, vol. 196(2), pages 368-378.
  134. Kojevnikov, Denis & Song, Kyungchul, 2023. "Econometric inference on a large bayesian game with heterogeneous beliefs," Other publications TiSEM aca0631e-4f8a-45c7-af3a-4, Tilburg University, School of Economics and Management.
  135. Nicky L. Grant & Richard J. Smith, 2018. "GEL-Based Inference from Unconditional Moment Inequality Restrictions," Economics Discussion Paper Series 1802, Economics, The University of Manchester.
  136. Zheng Fang, 2021. "A Unifying Framework for Testing Shape Restrictions," Papers 2107.12494, arXiv.org, revised Aug 2021.
  137. Thomas M. Russell, 2020. "Policy Transforms and Learning Optimal Policies," Papers 2012.11046, arXiv.org.
  138. Krasnokutskaya, Elena & Song, Kyungchul & Tang, Xun, 2022. "Estimating unobserved individual heterogeneity using pairwise comparisons," Journal of Econometrics, Elsevier, vol. 226(2), pages 477-497.
  139. Toru Kitagawa, 2014. "A Test for Instrument Validity," CeMMAP working papers CWP34/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  140. Sun, Zhenting, 2023. "Instrument validity for heterogeneous causal effects," Journal of Econometrics, Elsevier, vol. 237(2).
  141. Tabri, Rami V., 2015. "Empirical Likelihood for Robust Poverty Comparisons," Working Papers 2015-02, University of Sydney, School of Economics, revised May 2015.
  142. Toru Kitagawa, 2014. "A Test for Instrument Validity," CeMMAP working papers 34/14, Institute for Fiscal Studies.
  143. Oliver Linton & Katja Smetanina, 2015. "Mean Ratio Statistic for measuring predictability," CeMMAP working papers CWP08/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  144. Amit Gandhi & Zhentong Lu & Xiaoxia Shi, 2023. "Estimating demand for differentiated products with zeroes in market share data," Quantitative Economics, Econometric Society, vol. 14(2), pages 381-418, May.
  145. Denis Chetverikov, 2012. "Adaptive test of conditional moment inequalities," CeMMAP working papers 36/12, Institute for Fiscal Studies.
  146. Miguel A. Delgado & Juan Carlos Escanciano, 2013. "Conditional Stochastic Dominance Testing," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(1), pages 16-28, January.
  147. Francis J. DiTraglia & Camilo García-Jimeno, 2017. "Mis-classified, Binary, Endogenous Regressors: Identification and Inference," NBER Working Papers 23814, National Bureau of Economic Research, Inc.
  148. Denis Chetverikov, 2012. "Adaptive test of conditional moment inequalities," CeMMAP working papers CWP36/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  149. Beyhum, Jad & Florens, Jean-Pierre & Van Keilegom, Ingrid, 2020. "Nonparametric Instrumental Regression with Right Censored Duration Outcomes," TSE Working Papers 20-1164, Toulouse School of Economics (TSE).
  150. Eckhoff Andresen, Martin & Huber, Martin, 2018. "Instrument-based estimation with binarized treatments: Issues and tests for the exclusion restriction," FSES Working Papers 492, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
  151. Linton, Oliver & Smetanina, Ekaterina, 2016. "Testing the martingale hypothesis for gross returns," Journal of Empirical Finance, Elsevier, vol. 38(PB), pages 664-689.
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