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Sensitivity Analysis in Semiparametric Likelihood Models
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Cited by:
- Xiaohong Chen & Timothy Christensen & Elie Tamer, 2016.
"MCMC Confidence sets for Identified Sets,"
Cowles Foundation Discussion Papers
2037, Cowles Foundation for Research in Economics, Yale University.
- Xiaohong Chen & Timothy Christensen & Keith O’Hara & Elie Tamer, 2016. "MCMC Confidence sets for Identified Sets," Cowles Foundation Discussion Papers 2037R, Cowles Foundation for Research in Economics, Yale University, revised Jul 2016.
- Xiaohong Chen & Timothy M. Christensen & Keith O'Hara & Elie Tamer, 2016. "MCMC confidence sets for identified sets," CeMMAP working papers CWP28/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Xiaohong Chen & Timothy M. Christensen & Elie Tamer, 2018.
"Monte Carlo Confidence Sets for Identified Sets,"
Econometrica, Econometric Society, vol. 86(6), pages 1965-2018, November.
- Xiaohong Chen & Timothy Christensen & Elie Tamer, 2016. "Monte Carlo Confidence Sets for Identified Sets," Papers 1605.00499, arXiv.org, revised Sep 2017.
- Xiaohong Chen & Timothy M. Christensen & Elie Tamer, 2017. "Monte Carlo confidence sets for identified sets," CeMMAP working papers CWP43/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Xiaohong Chen & Timothy Christensen & Elie Tamer, 2016. "Monte Carlo Confidence sets for Identified Sets," Cowles Foundation Discussion Papers 2037R2, Cowles Foundation for Research in Economics, Yale University, revised Sep 2017.
- Hiroaki Kaido & Francesca Molinari & Jörg Stoye, 2019.
"Confidence Intervals for Projections of Partially Identified Parameters,"
Econometrica, Econometric Society, vol. 87(4), pages 1397-1432, July.
- Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2016. "Confidence Intervals for Projections of Partially Identified Parameters," Papers 1601.00934, arXiv.org, revised Jun 2019.
- Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2016. "Confi dence Intervals for Projections of Partially Identi fied Parameters," Boston University - Department of Economics - Working Papers Series wp2016-001, Boston University - Department of Economics.
- Stoye, Joerg & Kaido, Hiroaki & Molinari, Francesca, 2016. "Confidence Intervals for Projections of Partially Identified Parameters," VfS Annual Conference 2016 (Augsburg): Demographic Change 145485, Verein für Socialpolitik / German Economic Association.
- Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2017. "Confidence intervals for projections of partially identified parameters," CeMMAP working papers 49/17, Institute for Fiscal Studies.
- Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2019. "Confi dence Intervals for Projections of Partially Identifi ed Parameters," CeMMAP working papers CWP26/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2016. "Confidence intervals for projections of partially identified parameters," CeMMAP working papers CWP02/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2017. "Confidence intervals for projections of partially identified parameters," CeMMAP working papers CWP49/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Hiroaki Kaido & Francesca Molinari & Jörg Stoye, 2016. "Confidence intervals for projections of partially identified parameters," CeMMAP working papers 02/16, Institute for Fiscal Studies.
- Hiroaki Kaido & Yi Zhang, 2019.
"Robust Likelihood Ratio Tests for Incomplete Economic Models,"
Papers
1910.04610, arXiv.org, revised Dec 2019.
- Hiroaki Kaido & Yi Zhang, 2019. "Robust likelihood ratio tests for incomplete economic models," CeMMAP working papers CWP68/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Bertanha, Marinho & McCallum, Andrew H. & Seegert, Nathan, 2023.
"Better bunching, nicer notching,"
Journal of Econometrics, Elsevier, vol. 237(2).
- Marinho Bertanha & Andrew H. McCallum & Nathan Seegert, 2021. "Better Bunching, Nicer Notching," Finance and Economics Discussion Series 2021-002, Board of Governors of the Federal Reserve System (U.S.).
- Marinho Bertanha & Andrew H. McCallum & Nathan Seegert, 2021. "Better Bunching, Nicer Notching," Papers 2101.01170, arXiv.org, revised Jun 2023.
- Manuel Arellano & Stéphane Bonhomme, 2017.
"Nonlinear Panel Data Methods for Dynamic Heterogeneous Agent Models,"
Annual Review of Economics, Annual Reviews, vol. 9(1), pages 471-496, September.
- Manuel Arellano & Stéphane Bonhomme, 2016. "Nonlinear panel data methods for dynamic heterogeneous agent models," CeMMAP working papers 51/16, Institute for Fiscal Studies.
- Manuel Arellano & Stéphane Bonhomme, 2016. "Nonlinear panel data methods for dynamic heterogeneous agent models," CeMMAP working papers CWP51/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Manuel Arellano & Stéphane Bonhomme, 2016. "Nonlinear Panel Data Methods for Dynamic Heterogeneous Agent Models," Working Papers wp2016_1607, CEMFI.
- Manuel Arellano & Stéphane Bonhomme, 2017. "Nonlinear Panel Data Methods for Dynamic Heterogeneous Agent Models," Working Papers wp2017_1703, CEMFI.
- Eleni Aristodemou & Adam M. Rosen, 2022.
"A discrete choice model for partially ordered alternatives,"
Quantitative Economics, Econometric Society, vol. 13(3), pages 863-906, July.
- Eleni Aristodemou & Adam Rosen, 2019. "A discrete choice model for partially ordered alternatives," CeMMAP working papers CWP62/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Chen, Qihui, 2021. "Robust and optimal estimation for partially linear instrumental variables models with partial identification," Journal of Econometrics, Elsevier, vol. 221(2), pages 368-380.
- Han, Sukjin & Yang, Shenshen, 2024.
"A computational approach to identification of treatment effects for policy evaluation,"
Journal of Econometrics, Elsevier, vol. 240(1).
- Sukjin Han & Shenshen Yang, 2020. "A Computational Approach to Identification of Treatment Effects for Policy Evaluation," Papers 2009.13861, arXiv.org, revised Aug 2023.
- Timothy B. Armstrong & Michal Kolesár, 2021.
"Sensitivity analysis using approximate moment condition models,"
Quantitative Economics, Econometric Society, vol. 12(1), pages 77-108, January.
- Timothy B. Armstrong & Michal Koles'r, 2018. "Sensitivity Analysis using Approximate Moment Condition Models," Cowles Foundation Discussion Papers 2158, Cowles Foundation for Research in Economics, Yale University.
- Timothy B. Armstrong & Michal Koles'r, 2018. "Sensitivity Analysis using Approximate Moment Condition Models," Cowles Foundation Discussion Papers 2158R, Cowles Foundation for Research in Economics, Yale University, revised Feb 2019.
- Timothy B. Armstrong & Michal Koles'ar, 2018. "Sensitivity Analysis using Approximate Moment Condition Models," Papers 1808.07387, arXiv.org, revised Jul 2020.
- Timothy B. Armstrong & Michal Kolesár, 2020. "Sensitivity Analysis using Approximate Moment Condition Models," Working Papers 2020-28, Princeton University. Economics Department..
- Xiaohong Chen & Timothy M. Christensen & Elie Tamer, 2017. "Monte Carlo confidence sets for identified sets," CeMMAP working papers 43/17, Institute for Fiscal Studies.
- Isaiah Andrews & Matthew Gentzkow & Jesse M. Shapiro, 2017.
"Measuring the Sensitivity of Parameter Estimates to Estimation Moments,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 132(4), pages 1553-1592.
- Isaiah Andrews & Matthew Gentzkow & Jesse M. Shapiro, 2014. "Measuring the Sensitivity of Parameter Estimates to Estimation Moments," NBER Working Papers 20673, National Bureau of Economic Research, Inc.
- Joachim Freyberger & Bradley J. Larsen, 2022.
"Identification in ascending auctions, with an application to digital rights management,"
Quantitative Economics, Econometric Society, vol. 13(2), pages 505-543, May.
- Joachim Freyberger & Bradley J. Larsen, 2017. "Identification in Ascending Auctions, with an Application to Digital Rights Management," NBER Working Papers 23569, National Bureau of Economic Research, Inc.
- James Wolter, 2015. "Asymptotics for Sieve Estimators of Hazard Rates: Estimating Hazard Functionals," Economics Series Working Papers 760, University of Oxford, Department of Economics.
- Jeremy T. Fox, 2018.
"Estimating matching games with transfers,"
Quantitative Economics, Econometric Society, vol. 9(1), pages 1-38, March.
- Jeremy T. Fox, 2008. "Estimating Matching Games with Transfers," NBER Working Papers 14382, National Bureau of Economic Research, Inc.
- Jeremy Fox, 2016. "Estimating Matching Games with Transfers," CeMMAP working papers 14/16, Institute for Fiscal Studies.
- Jeremy Fox, 2016. "Estimating Matching Games with Transfers," CeMMAP working papers CWP14/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Whitney K. Newey & Andres Santos, 2023.
"Constrained Conditional Moment Restriction Models,"
Econometrica, Econometric Society, vol. 91(2), pages 709-736, March.
- Victor Chernozhukov & Whitney K. Newey & Andres Santos, 2015. "Constrained conditional moment restriction models," CeMMAP working papers 59/15, Institute for Fiscal Studies.
- Victor Chernozhukov & Whitney K. Newey & Andres Santos, 2015. "Constrained conditional moment restriction models," CeMMAP working papers CWP59/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Paul L. E. Grieco, 2014. "Discrete games with flexible information structures: an application to local grocery markets," RAND Journal of Economics, RAND Corporation, vol. 45(2), pages 303-340, June.
- 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).
- Vishal Kamat & Samuel Norris, 2020. "Estimating Welfare Effects in a Nonparametric Choice Model: The Case of School Vouchers," Papers 2002.00103, arXiv.org, revised Aug 2024.
- Xiaohong Chen & Timothy M. Christensen & Keith O'Hara & Elie Tamer, 2016. "MCMC confidence sets for identified sets," CeMMAP working papers 28/16, Institute for Fiscal Studies.
- Eleni Aristodemou, 2021. "A discrete choice model for partially ordered alternatives," CeMMAP working papers CWP35/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Stéphane Bonhomme & Martin Weidner, 2018.
"Minimizing sensitivity to model misspecification,"
CeMMAP working papers
CWP59/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- St'ephane Bonhomme & Martin Weidner, 2018. "Minimizing Sensitivity to Model Misspecification," Papers 1807.02161, arXiv.org, revised Oct 2021.
- 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.
- Arkadiusz Szydlowski, 2015. "Endogenous Censoring in the Mixed Proportional Hazard Model with an Application to Optimal Unemployment Insurance," Discussion Papers in Economics 15/06, Division of Economics, School of Business, University of Leicester.
- Stéphane Bonhomme & Martin Weidner, 2020. "Minimizing Sensitivity to Model Misspecification," CeMMAP working papers CWP37/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Tamara Broderick & Ryan Giordano & Rachael Meager, 2020. "An Automatic Finite-Sample Robustness Metric: When Can Dropping a Little Data Make a Big Difference?," Papers 2011.14999, arXiv.org, revised Jul 2023.
- Kaido, Hiroaki & White, Halbert, 2014. "A two-stage procedure for partially identified models," Journal of Econometrics, Elsevier, vol. 182(1), pages 5-13.
- Áureo de Paula, 2013.
"Econometric Analysis of Games with Multiple Equilibria,"
Annual Review of Economics, Annual Reviews, vol. 5(1), pages 107-131, May.
- Áureo de Paula, 2012. "Econometric analysis of games with multiple equilibria," CeMMAP working papers CWP29/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Áureo de Paula, 2012. "Econometric analysis of games with multiple equilibria," CeMMAP working papers 29/12, Institute for Fiscal Studies.
- Manuel Arellano & Stéphane Bonhomme, 2017. "Nonlinear Panel Data Methods for Dynamic Heterogeneous Agent Models," Working Papers wp2018_1703, CEMFI.
- Kline, Brendan, 2015. "Identification of complete information games," Journal of Econometrics, Elsevier, vol. 189(1), pages 117-131.
- Fan, Yanqin & Shi, Xuetao & Tao, Jing, 2023. "Partial identification and inference in moment models with incomplete data," Journal of Econometrics, Elsevier, vol. 235(2), pages 418-443.
- Nail Kashaev, 2018.
"Identification and estimation of multinomial choice models with latent special covariates,"
Papers
1811.05555, arXiv.org, revised Mar 2022.
- Nail Kashaev, 2022. "Identification and Estimation of Multinomial Choice Models with Latent Special Covariates," University of Western Ontario, Departmental Research Report Series 20224, University of Western Ontario, Department of Economics.
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