IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Login

Citations for "Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection"

by Donald W.K. Andrews & Gustavo Soares

For a complete description of this item, click here. For a RSS feed for citations of this item, click here.
as in new window

  1. Gerard, Francois & Rokkanen, Miikka & Rothe, Christoph, 2015. "Identification and Inference in Regression Discontinuity Designs with a Manipulated Running Variable," IZA Discussion Papers 9604, Institute for the Study of Labor (IZA).
  2. Isabel Mourifie & Marc Henry, 2011. "Set Inference in Latent Variables Models," CIRJE F-Series CIRJE-F-820, CIRJE, Faculty of Economics, University of Tokyo.
  3. Guido W. Imbens & Jeffrey M. Wooldridge, 2009. "Recent Developments in the Econometrics of Program Evaluation," Journal of Economic Literature, American Economic Association, vol. 47(1), pages 5-86, March.
  4. d'Haultfoeuille, Xavier & Maurel, Arnaud & Zhang, Yichong, 2014. "Extremal Quantile Regressions for Selection Models and the Black-White Wage Gap," IZA Discussion Papers 8256, Institute for the Study of Labor (IZA).
  5. Moon, Hyungsik Roger & Schorfheide, Frank, 2009. "Estimation with overidentifying inequality moment conditions," Journal of Econometrics, Elsevier, vol. 153(2), pages 136-154, December.
  6. Okumura, Tsunao & Usui, Emiko, 2010. "Concave-Monotone Treatment Response and Monotone Treatment Selection: With an Application to the Returns to Schooling," PIE/CIS Discussion Paper 475, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
  7. Linton, Oliver & Song, Kyungchul & Whang, Yoon-Jae, 2010. "An improved bootstrap test of stochastic dominance," Journal of Econometrics, Elsevier, vol. 154(2), pages 186-202, February.
  8. Arulampalam, Wiji & Corradi, Valentina & Gutknecht, Daniel, 2014. "Modelling Heaped Duration Data: An Application to Neonatal Mortality," CAGE Online Working Paper Series 207, Competitive Advantage in the Global Economy (CAGE).
  9. Fan, Yanqin & Park, Sang Soo, 2012. "Confidence intervals for the quantile of treatment effects in randomized experiments," Journal of Econometrics, Elsevier, vol. 167(2), pages 330-344.
  10. 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.
  11. Beresteanu, Arie & Molchanov, Ilya & Molinari, Francesca, 2012. "Partial identification using random set theory," Journal of Econometrics, Elsevier, vol. 166(1), pages 17-32.
  12. Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2014. "Testing many moment inequalities," CeMMAP working papers CWP52/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  13. Gospodinov, Nikolay & Kan, Raymond & Robotti, Cesare, 2013. "Chi-squared tests for evaluation and comparison of asset pricing models," Journal of Econometrics, Elsevier, vol. 173(1), pages 108-125.
  14. Victor Chernozhukov & Whitney Newey & Andres Santos, 2015. "Constrained conditional moment restriction models," CeMMAP working papers CWP59/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  15. 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.
  16. Felfe, Christina & Huber, Martin, 2015. "Does preschool boost the development of minority children? The case of Roma children," FSES Working Papers 455, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
  17. Andrews, Donald W.K. & Shi, Xiaoxia, 2014. "Nonparametric inference based on conditional moment inequalities," Journal of Econometrics, Elsevier, vol. 179(1), pages 31-45.
  18. Federico Bugni & Ivan Canay & Xiaoxia Shi, 2015. "Inference for functions of partially identified parameters in moment inequality models," CeMMAP working papers CWP54/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  19. Marc Henry & Romuald M�ango & Maurice Queyranne, 2012. "Combinatorial Bootstrap Inference IN in Prtially Identified Incomplete Structural Models," CIRJE F-Series CIRJE-F-837, CIRJE, Faculty of Economics, University of Tokyo.
  20. Li, Tong & Oka, Tatsushi, 2015. "Set identification of the censored quantile regression model for short panels with fixed effects," Journal of Econometrics, Elsevier, vol. 188(2), pages 363-377.
  21. 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.
  22. 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.
  23. 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.
  24. Fernando Borraz & Alberto Cavallo & Roberto Rigobon & Leandro Zipitría, 2012. "Distance and Political Boundaries. Estimating Border Effects under Inequality Constraints," Documentos de trabajo 2012001, Banco Central del Uruguay.
  25. Andrew Chesher & Adam Rosen, 2013. "Generalized instrumental variable models," CeMMAP working papers CWP43/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  26. 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.
  27. Wooyoung Kim & Koohyun Kwon & Soonwoo Kwon & Sokbae (Simon) Lee, 2014. "The identification power of smoothness assumptions in models with counterfactual outcomes," CeMMAP working papers CWP17/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  28. Donald W.K. Andrews & Panle Jia, 2008. "Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure," Cowles Foundation Discussion Papers 1676R, Cowles Foundation for Research in Economics, Yale University, revised Aug 2011.
  29. Larry G. Epstein & Hiroaki Kaido & Kyoungwon Seo, 2015. "Robust confidence regions for incomplete models," CeMMAP working papers CWP20/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  30. Debopam Bhattacharya, 2012. "Evaluating Treatment Protocols using Data Combination," Economics Series Working Papers 609, University of Oxford, Department of Economics.
  31. Sainan Jin & Valentina Corradi & Norman Swanson, 2015. "Robust Forecast Comparison," Departmental Working Papers 201502, Rutgers University, Department of Economics.
  32. Huber, Martin & Mellace, Giovanni, 2011. "Testing instrument validity in sample selection models," Economics Working Paper Series 1145, University of St. Gallen, School of Economics and Political Science.
  33. Juan Carlos Escanciano & Lin Zhu, 2013. "Set inferences and sensitivity analysis in semiparametric conditionally identified models," CeMMAP working papers CWP55/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  34. Ho, Katherine & Rosen, Adam M., 2015. "Partial Identification in Applied Research: Benefits and Challenges," CEPR Discussion Papers 10883, C.E.P.R. Discussion Papers.
  35. 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.
  36. Jörg Stoye, 2008. "More on confidence intervals for partially identified parameters," CeMMAP working papers CWP11/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  37. Hyungsik Roger Moon & Frank Schorfheide, 2012. "Bayesian and Frequentist Inference in Partially Identified Models," Econometrica, Econometric Society, vol. 80(2), pages 755-782, 03.
  38. Sokbae (Simon) Lee & Kyungchul Song & Yoon-Jae Whang, 2014. "Testing for a general class of functional inequalities," CeMMAP working papers CWP09/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  39. Martin Huber & Giovanni Mellace, 2015. "Testing Instrument Validity for LATE Identification Based on Inequality Moment Constraints," The Review of Economics and Statistics, MIT Press, vol. 97(2), pages 398-411, May.
  40. Kyungchul Song, 2009. "Testing Predictive Ability and Power Robustification," PIER Working Paper Archive 09-035, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  41. Crawford, Gregory S & Yurukoglu, Ali, 2011. "The Welfare Effects of Bundling in Multichannel Television Markets," CEPR Discussion Papers 8370, C.E.P.R. Discussion Papers.
  42. Eduardo Morales & Gloria Sheu & Andrés Zahler, 2014. "Gravity and Extended Gravity: Using Moment Inequalities to Estimate a Model of Export Entry," NBER Working Papers 19916, National Bureau of Economic Research, Inc.
  43. Yoonseok Lee & Sung Jae Jun & Youngki Shin, 2014. "Treatment Effects with Unobserved Heterogeneity: A Set Identification Approach," Center for Policy Research Working Papers 169, Center for Policy Research, Maxwell School, Syracuse University.
  44. Shi, Xiaoxia, 2015. "Model selection tests for moment inequality models," Journal of Econometrics, Elsevier, vol. 187(1), pages 1-17.
  45. repec:spo:wpecon:info:hdl:2441/5rkqqmvrn4tl22s9mc4ao8ocg is not listed on IDEAS
  46. J. Stoye, 2009. "Charles F. Manski, Identification for Prediction and Decision (Harvard University Press 2007)," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(5), pages 857-862.
  47. Chiburis, Richard C., 2010. "Semiparametric bounds on treatment effects," Journal of Econometrics, Elsevier, vol. 159(2), pages 267-275, December.
  48. Cheng, Xu, 2015. "Robust inference in nonlinear models with mixed identification strength," Journal of Econometrics, Elsevier, vol. 189(1), pages 207-228.
  49. Menzel, Konrad, 2014. "Consistent estimation with many moment inequalities," Journal of Econometrics, Elsevier, vol. 182(2), pages 329-350.
  50. Toru Kitagawa, 2011. "Inference and decision for set identified parameters using posterior lower and upper probabilities," CeMMAP working papers CWP16/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  51. Rosen, Adam M., 2012. "Set identification via quantile restrictions in short panels," Journal of Econometrics, Elsevier, vol. 166(1), pages 127-137.
  52. Xu Cheng, 2014. "Uniform Inference in Nonlinear Models with Mixed Identification Strength," PIER Working Paper Archive 14-018, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  53. Timothy B. Armstrong, 2014. "A Note on Minimax Testing and Confidence Intervals in Moment Inequality Models," Cowles Foundation Discussion Papers 1975, Cowles Foundation for Research in Economics, Yale University.
  54. 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.
  55. Armstrong, Timothy B., 2015. "Asymptotically exact inference in conditional moment inequality models," Journal of Econometrics, Elsevier, vol. 186(1), pages 51-65.
  56. Tabri, Rami V., 2015. "Empirical Likelihood for Robust Poverty Comparisons," Working Papers 2015-02, University of Sydney, School of Economics, revised May 2015.
  57. 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.
  58. Khan, Shakeeb & Tamer, Elie, 2009. "Inference on endogenously censored regression models using conditional moment inequalities," Journal of Econometrics, Elsevier, vol. 152(2), pages 104-119, October.
  59. Fan, Yanqin & Park, Sang Soo, 2010. "Confidence sets for some partially identified parameters," MPRA Paper 37149, University Library of Munich, Germany.
  60. Valentina Corradi & Norman Swanson, 2013. "A Survey of Recent Advances in Forecast Accuracy Comparison Testing, with an Extension to Stochastic Dominance," Departmental Working Papers 201309, Rutgers University, Department of Economics.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.