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Citations for "Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities"

by Rosen, Adam M.

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  1. Komarova, Tatiana, 2013. "Binary choice models with discrete regressors: Identification and misspecification," Journal of Econometrics, Elsevier, vol. 177(1), pages 14-33.
  2. 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.
  3. 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.
  4. Denis Chetverikov, 2012. "Adaptive test of conditional moment inequalities," CeMMAP working papers CWP36/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  5. 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.
  6. Kaido, Hiroaki, 2016. "A dual approach to inference for partially identified econometric models," Journal of Econometrics, Elsevier, vol. 192(1), pages 269-290.
  7. 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.
  8. Christian Bontemps & Thierry Magnac & Eric Maurin, 2012. "Set Identified Linear Models," Econometrica, Econometric Society, vol. 80(3), pages 1129-1155, 05.
  9. Huber, Martin & Mellace, Giovanni, 2011. "Testing instrument validity for LATE identification based on inequality moment constraints," Economics Working Paper Series 1143, University of St. Gallen, School of Economics and Political Science.
  10. Menzel, Konrad, 2014. "Consistent estimation with many moment inequalities," Journal of Econometrics, Elsevier, vol. 182(2), pages 329-350.
  11. 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.
  12. Hirano, Keisuke & Porter, Jack, 2009. "Impossibility Results for Nondifferentiable Functionals," MPRA Paper 15990, University Library of Munich, Germany.
  13. 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.
  14. Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2013. "Testing Many Moment Inequalities," CeMMAP working papers CWP65/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  15. Donald W. K. Andrews & Panle Jia Barwick, 2012. "Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure," Econometrica, Econometric Society, vol. 80(6), pages 2805-2826, November.
  16. Bhattacharya, Debopam, 2013. "Evaluating treatment protocols using data combination," Journal of Econometrics, Elsevier, vol. 173(2), pages 160-174.
  17. 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.
  18. Johan Vikström & Geert Ridder & Martin Weidner, 2015. "Bounds on treatment effects on transitions," CeMMAP working papers CWP01/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  19. 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.
  20. Moon, Hyungsik Roger & Schorfheide, Frank, 2006. "Boosting Your Instruments: Estimation with Overidentifying Inequality Moment Conditions," CEPR Discussion Papers 5605, C.E.P.R. Discussion Papers.
  21. Xiaohong Chen & Elie Tamer & Alexander Torgovitsky, 2011. "Sensitivity Analysis in Semiparametric Likelihood Models," Cowles Foundation Discussion Papers 1836, Cowles Foundation for Research in Economics, Yale University.
  22. Hyungsik Roger Moon & Frank Schorfheide, 2009. "Bayesian and Frequentist Inference in Partially Identified Models," NBER Working Papers 14882, National Bureau of Economic Research, Inc.
  23. Donald W.K. Andrews & Patrik Guggenberger, 2007. "Validity of Subsampling and "Plug-in Asymptotic" Inference for Parameters Defined by Moment Inequalities," Cowles Foundation Discussion Papers 1620, Cowles Foundation for Research in Economics, Yale University.
  24. Sokbae 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.
  25. Patrick Bajari & Jeremy Fox & Stephen Ryan, 2008. "Evaluating wireless carrier consolidation using semiparametric demand estimation," Quantitative Marketing and Economics (QME), Springer, vol. 6(4), pages 299-338, December.
  26. Wooyoung Kim & Koohyun Kwon & Soonwoo Kwon & Sokbae 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.
  27. Kate Ho & Adam Rosen, 2015. "Partial identification in applied research: benefits and challenges," CeMMAP working papers CWP64/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  28. Donald W. K. Andrews & Xiaoxia Shi, 2013. "Inference Based on Conditional Moment Inequalities," Econometrica, Econometric Society, vol. 81(2), pages 609-666, 03.
  29. Qian, Hang, 2011. "Bayesian inference with monotone instrumental variables," MPRA Paper 32672, University Library of Munich, Germany.
  30. Arie Beresteanu & Francesca Molinari, 2008. "Asymptotic Properties for a Class of Partially Identified Models," Econometrica, Econometric Society, vol. 76(4), pages 763-814, 07.
  31. 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.
  32. Laffers, Lukas, 2013. "Identification in Models with Discrete Variables," Discussion Paper Series in Economics 1/2013, Department of Economics, Norwegian School of Economics.
  33. Canova, Fabio & Sala, Luca, 2006. "Back to square one: identification issues in DSGE models," Working Paper Series 0583, European Central Bank.
  34. Marc Henry & Romuald Méango & 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.
  35. repec:cep:stiecm:/2012/559 is not listed on IDEAS
  36. Victor Chernozhukov & Sokbae Lee & Adam Rosen, 2011. "Intersection bounds: estimation and inference," CeMMAP working papers CWP34/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  37. Andrew Chesher, 2010. "Instrumental Variable Models for Discrete Outcomes," Econometrica, Econometric Society, vol. 78(2), pages 575-601, 03.
  38. Chen, Le-Yu & Szroeter, Jerzy, 2014. "Testing multiple inequality hypotheses: A smoothed indicator approach," Journal of Econometrics, Elsevier, vol. 178(P3), pages 678-693.
  39. 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, 03.
  40. Bontemps, Christian & Magnac, Thierry, 2017. "Set Identification, Moment Restrictions and Inference," TSE Working Papers 16-752, Toulouse School of Economics (TSE).
  41. Fan, Yanqin & Park, Sang Soo, 2010. "Confidence sets for some partially identified parameters," MPRA Paper 37149, University Library of Munich, Germany.
  42. Arun Chandrasekhar & Victor Chernozhukov & Francesca Molinari & Paul Schrimpf, 2012. "Inference for best linear approximations to set identified functions," CeMMAP working papers CWP43/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  43. Fabio Canova, 2007. "How much structure in empirical models?," Economics Working Papers 1054, Department of Economics and Business, Universitat Pompeu Fabra.
  44. Le-Yu Chen & Jerzy Szroeter, 2009. "Hypothesis testing of multiple inequalities: the method of constraint chaining," CeMMAP working papers CWP13/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  45. Ivan A. Canay & Azeem Shaikh, 2016. "Practical and theoretical advances in inference for partially identified models," CeMMAP working papers CWP05/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  46. Andrew Chesher & Adam Rosen & Konrad Smolinski, 2011. "An instrumental variable model of multiple discrete choice," CeMMAP working papers CWP39/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  47. Adam Rosen, 2009. "Set identification via quantile restrictions in short panels," CeMMAP working papers CWP26/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  48. Magnac, Thierry, 2014. "Identification partielle: méthodes et conséquences pour les applications empiriques," TSE Working Papers 14-458, Toulouse School of Economics (TSE).
  49. 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.
  50. Liao, Yuan & Simoni, Anna, 2012. "Semi-parametric Bayesian Partially Identified Models based on Support Function," MPRA Paper 43262, University Library of Munich, Germany.
  51. repec:cwl:cwldpp:1761rr is not listed on IDEAS
  52. Andrew Chesher & Adam Rosen, 2013. "Generalized instrumental variable models," CeMMAP working papers CWP43/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  53. Patrik Guggenberger, 2006. "The limit of finite sample size and a problem with subsampling (joint with D.W.K. Andrews), June 2005, this version March 2007," UCLA Economics Online Papers 372, UCLA Department of Economics.
  54. Battey, Heather & Feng, Qiang & Smith, Richard J., 2016. "Improving confidence set estimation when parameters are weakly identified," Statistics & Probability Letters, Elsevier, vol. 118(C), pages 117-123.
  55. Adam Rosen, 2007. "Identification and estimation of firms' marginal cost functions with incomplete knowledge of strategic behavior," CeMMAP working papers CWP03/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  56. Galichon, Alfred & Henry, Marc, 2009. "A test of non-identifying restrictions and confidence regions for partially identified parameters," Journal of Econometrics, Elsevier, vol. 152(2), pages 186-196, October.
  57. Federico Bugni & Ivan A. Canay & Xiaoxia Shi, 2014. "Inference for functions of partially identified parameters in moment inequality models," CeMMAP working papers CWP22/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  58. 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.
  59. repec:pit:wpaper:428 is not listed on IDEAS
  60. Stefan Boes, 2009. "Bounds on Counterfactual Distributions Under Semi-Monotonicity Constraints," SOI - Working Papers 0920, Socioeconomic Institute - University of Zurich.
  61. 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.
  62. Patrik Guggenberger, "undated". "Specification Testing under Moment Inequalities (joint with J. Hahn and K. Kim), 2006, revised April 2007," UCLA Economics Online Papers 381, UCLA Department of Economics.
  63. 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.
  64. Mardi Dungey & Vitali Alexeev & Jing Tian & Alastair R. Hall, 2015. "Econometricians Have Their Moments: GMM at 32," The Economic Record, The Economic Society of Australia, vol. 91, pages 1-24, 06.
  65. 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.
  66. repec:cep:stiecm:em/2012/559 is not listed on IDEAS
  67. Fan, Yanqin & Park, Sang Soo, 2009. "Partial identification of the distribution of treatment effects and its confidence sets," MPRA Paper 37148, University Library of Munich, Germany.
  68. Yuan Liao & Anna Simoni, 2016. "Bayesian Inference for Partially Identified Convex Models: Is it Valid for Frequentist Inference?," Departmental Working Papers 201607, Rutgers University, Department of Economics.
  69. 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.
  70. Moon, Hyungsik Roger & Schorfheide, Frank, 2009. "Estimation with overidentifying inequality moment conditions," Journal of Econometrics, Elsevier, vol. 153(2), pages 136-154, December.
  71. 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.
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