IDEAS home Printed from https://ideas.repec.org/r/arx/papers/1807.02161.html

Minimizing Sensitivity to Model Misspecification

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Geert Dhaene & Martin Weidner, 2023. "Approximate functional differencing," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 14(3), pages 379-416, December.
  2. Bo Honoré & Thomas Jørgensen & Áureo de Paula, 2020. "The informativeness of estimation moments," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(7), pages 797-813, November.
  3. Jiaming Mao & Zhesheng Zheng, 2020. "Structural Regularization," Papers 2004.12601, arXiv.org, revised Jun 2020.
  4. Jean-Jacques Forneron, 2023. "Occasionally Misspecified," Papers 2312.05342, arXiv.org.
  5. Stéphane Bonhomme & Martin Weidner, 2022. "Posterior Average Effects," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(4), pages 1849-1862, October.
  6. Hwang, Jungbin & Kang, Byunghoon & Lee, Seojeong, 2022. "A doubly corrected robust variance estimator for linear GMM," Journal of Econometrics, Elsevier, vol. 229(2), pages 276-298.
  7. Isaiah Andrews & Matthew Gentzkow & Jesse M. Shapiro, 2020. "On the Informativeness of Descriptive Statistics for Structural Estimates," Econometrica, Econometric Society, vol. 88(6), pages 2231-2258, November.
  8. Lars Peter Hansen & Thomas J. Sargent, 2024. "Risk, ambiguity, and misspecification: Decision theory, robust control, and statistics," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(6), pages 969-999, September.
  9. Andrei Zeleneev & Kirill Evdokimov, 2023. "Simple estimation of semiparametric models with measurement errors," CeMMAP working papers 10/23, Institute for Fiscal Studies.
  10. Fangzhou Yu & Seojeong Lee, 2026. "Sensitivity, Informativeness, and Misspecification in GMM Estimation," Papers 2606.29833, arXiv.org.
  11. Matthew A. Masten & Alexandre Poirier, 2021. "Salvaging Falsified Instrumental Variable Models," Econometrica, Econometric Society, vol. 89(3), pages 1449-1469, May.
  12. Kirill S. Evdokimov & Andrei Zeleneev, 2023. "Simple Estimation of Semiparametric Models with Measurement Errors," Papers 2306.14311, arXiv.org, revised Nov 2025.
  13. Chen, Xiaohong & Hansen, Lars Peter & Hansen, Peter G., 2024. "Robust inference for moment condition models without rational expectations," Journal of Econometrics, Elsevier, vol. 243(1).
  14. Maximilian Blesch & Philipp Eisenhauer, 2021. "Robust decision-making under risk and ambiguity," Papers 2104.12573, arXiv.org, revised Oct 2021.
  15. Ashesh Rambachan & Jonathan Roth, 2026. "Design-Based Uncertainty for Quasi-Experiments," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 121(553), pages 477-491, January.
  16. Naghi, Andrea A. & Váradi, Máté & Zhelonkin, Mikhail, 2025. "Robust Estimation of Probit Models with Endogeneity," Econometrics and Statistics, Elsevier, vol. 34(C), pages 78-90.
  17. Hugo Freeman, 2026. "Local Asymptotic Power of Honest Confidence Intervals," Papers 2607.10558, arXiv.org, revised Aug 2026.
  18. Philipp Eisenhauer & Janos Gabler & Lena Janys, 2021. "Structural Models for Policy-Making: Coping with Parametric Uncertainty," ECONtribute Discussion Papers Series 082, University of Bonn and University of Cologne, Germany.
  19. Peizan Sheng & Alexander Torgovitsky, 2026. "What's the Magic Formula Instrument?," Papers 2606.21569, arXiv.org.
  20. Eisenhauer, Philipp & Gabler, Janos & Janys, Lena, 2021. "Structural Models for Policy-Making: Coping with Parametric Uncertainty," IZA Discussion Papers 14317, IZA Network @ LISER.
  21. Victor Chernozhukov & Juan Carlos Escanciano & Hidehiko Ichimura & Whitney K. Newey & James M. Robins, 2022. "Locally Robust Semiparametric Estimation," Econometrica, Econometric Society, vol. 90(4), pages 1501-1535, July.
  22. Aristotelis Epanomeritakis & Davide Viviano, 2025. "Learning What to Learn: Experimental Design when Combining Experimental with Observational Evidence," Papers 2510.23434, arXiv.org, revised Aug 2026.
  23. Eliaz, Kfir & Spiegler, Ran & Weiss, Yair, 2019. "Cheating with (recursive) models," CEPR Discussion Papers 14100, Centre for Economic Policy Research.
  24. Shi, Ruoyao, 2024. "An Averaging Estimator For Two-Step M-Estimation In Semiparametric Models," Econometric Theory, Cambridge University Press, vol. 40(3), pages 652-687, June.
  25. Timothy B. Armstrong & Michal Kolesár, 2021. "Sensitivity analysis using approximate moment condition models," Quantitative Economics, Econometric Society, vol. 12(1), pages 77-108, January.
  26. Jieun Lee & Esfandiar Maasoumi, 2026. "Informativeness under Model Uncertainty: Shadow Prices and Ridge Penalties," Papers 2604.15571, arXiv.org.
  27. Kirill Evdokimov & Andrei Zeleneev, 2025. "Simple estimation of semiparametric models with measurement errors," CeMMAP working papers 02/25, Institute for Fiscal Studies.
  28. Florian Mudekereza, 2025. "Robust Aggregation of Preferences," Papers 2504.07401, arXiv.org, revised Feb 2026.
  29. Keisuke Hirano & Jack R. Porter, 2023. "Asymptotic Representations for Sequential Decisions, Adaptive Experiments, and Batched Bandits," Papers 2302.03117, arXiv.org, revised Feb 2025.
  30. Ertian Chen, 2025. "Robust Structural Estimation under Misspecified Latent-State Dynamics," Papers 2510.22347, arXiv.org, revised Nov 2025.
  31. Byunghoon Kang, 2018. "Higher Order Approximation of IV Estimators with Invalid Instruments," Working Papers 257105320, Lancaster University Management School, Economics Department.
  32. Maximilian Blesch & Philipp Eisenhauer, 2023. "Robust Decision-Making under Risk and Ambiguity," Rationality and Competition Discussion Paper Series 463, CRC TRR 190 Rationality and Competition.
  33. Stéphane Bonhomme & Martin Weidner, 2022. "Posterior Average Effects," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(4), pages 1849-1862, October.
  34. Santiago Acerenza & Nestor Gandelman, 2026. "The Markup falsification Adaptative Set," Papers 2605.30493, arXiv.org, revised Jun 2026.
  35. Ober-Reynolds, Daniel, 2026. "Robustness to missing data: breakdown point analysis," Journal of Econometrics, Elsevier, vol. 253(C).
  36. Raffaella Giacomini & Toru Kitagawa & Harald Uhlig, 2019. "Estimation Under Ambiguity," CeMMAP working papers CWP24/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  37. Jens Klooster & Mikhail Zhelonkin, 2024. "Outlier robust inference in the instrumental variable model with applications to causal effects," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(1), pages 86-106, January.
  38. Pietro Emilio Spini, 2021. "A Simple Measure of Robustness for External Validity under Covariate Shifts," Papers 2112.09259, arXiv.org, revised May 2026.
  39. Kentaro Hoffman & Stephen Salerno & Jeff Leek & Tyler McCormick, 2024. "Some models are useful, but for how long?: A decision theoretic approach to choosing when to refit large-scale prediction models," Papers 2405.13926, arXiv.org, revised Jan 2025.
  40. Stéphane Bonhomme & Martin Weidner, 2022. "Minimizing sensitivity to model misspecification," Quantitative Economics, Econometric Society, vol. 13(3), pages 907-954, July.
  41. Bo E. Honoré & Thomas Jorgensen & Áureo de Paula, 2019. "Sensitivity of Estimation Precision to Moments with an Application to a Model of Joint Retirement Planning of Couples," CeMMAP working papers CWP36/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  42. 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.
  43. Zhaonan Qu & Yongchan Kwon, 2024. "Distributionally Robust Instrumental Variables Estimation," Papers 2410.15634, arXiv.org, revised Dec 2024.
  44. Maximilian Blesch & Philipp Eisenhauer, 2021. "Robust Decision-Making Under Risk and Ambiguity," ECONtribute Discussion Papers Series 104, University of Bonn and University of Cologne, Germany.
  45. Xinyu Dai, 2025. "Dynamic Decision-Making under Model Misspecification," Papers 2505.14913, arXiv.org.
  46. Giacomini, Raffaella & Kitagawa, Toru & Read, Matthew, 2021. "Robust Bayesian Analysis for Econometrics," CEPR Discussion Papers 16488, Centre for Economic Policy Research.
  47. Junho Choi, 2025. "On the role of the design phase in a linear regression," Papers 2509.01861, arXiv.org.
  48. Reca Sarfati & Vod Vilfort, 2026. "Integrating Diagnostic Checks into Estimation," Papers 2604.16690, arXiv.org.
  49. Andrea A. Naghi & Máté Váradi & Mikhail Zhelonkin, 2021. "Robust Estimation of Probit Models with Endogeneity," Tinbergen Institute Discussion Papers 21-004/III, Tinbergen Institute.
  50. Hirano, Keisuke & Porter, Jack R., 2020. "Asymptotic analysis of statistical decision rules in econometrics," Handbook of Econometrics, in: Steven N. Durlauf & Lars Peter Hansen & James J. Heckman & Rosa L. Matzkin (ed.), Handbook of Econometrics, edition 1, volume 7, chapter 0, pages 283-354, Elsevier.
  51. Naoya Sueishi, 2022. "On the Informativeness of Specification Tests for Estimator Validity," Papers 2211.11915, arXiv.org, revised Jun 2026.
  52. Claudia Noack, 2021. "Sensitivity of LATE Estimates to Violations of the Monotonicity Assumption," Papers 2106.06421, arXiv.org.
  53. Timothy Christensen & Benjamin Connault, 2023. "Counterfactual Sensitivity and Robustness," Econometrica, Econometric Society, vol. 91(1), pages 263-298, January.
  54. Aryan Manafi Neyazi, 2025. "Generalized Covariance Estimator under Misspecification," Papers 2509.13492, arXiv.org, revised Sep 2026.
  55. Gospodinov, Nikolay & Maasoumi, Esfandiar, 2021. "Generalized aggregation of misspecified models: With an application to asset pricing," Journal of Econometrics, Elsevier, vol. 222(1), pages 451-467.
  56. Kirill Evdokimov & Andrei Zeleneev, 2024. "Simple estimation of semiparametric models with measurement errors," CeMMAP working papers 05/24, Institute for Fiscal Studies.
  57. Philipp Eisenhauer & Lena Janys & Christopher Walsh & Janós Gabler, 2023. "Structural Models for Policy-Making," CRC TR 224 Discussion Paper Series crctr224_2023_484, University of Bonn and University of Mannheim, Germany.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.