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Sharp identification regions in models with convex moment predictions

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Cited by:

  1. 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.
  2. 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.
  3. Christian Bontemps & Thierry Magnac & Eric Maurin, 2012. "Set Identified Linear Models," Econometrica, Econometric Society, vol. 80(3), pages 1129-1155, May.
  4. Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2013. "Testing Many Moment Inequalities," CeMMAP working papers 65/13, Institute for Fiscal Studies.
  5. Lewbel, Arthur & Tang, Xun, 2015. "Identification and estimation of games with incomplete information using excluded regressors," Journal of Econometrics, Elsevier, vol. 189(1), pages 229-244.
  6. Andrew Chesher & Adam Rosen, 2012. "Simultaneous equations for discrete outcomes: coherence, completeness, and identification," CeMMAP working papers CWP21/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  7. Ho, Kate & Rosen, Adam M., 2015. "Partial Identification in Applied Research: Benefits and Challenges," CEPR Discussion Papers 10883, C.E.P.R. Discussion Papers.
  8. Susanne M. Schennach, 2012. "Measurement error in nonlinear models - a review," CeMMAP working papers CWP41/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  9. V A Hajivassiliou & Frédérique Savignac & Frédérique Savignac, 2019. "Novel Approaches to Coherency Conditions in Dynamic LDV Models: Quantifying Financing Constraints and a Firm's Decision and Ability to Innovate," STICERD - Econometrics Paper Series 606, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  10. Luca Rigotti & Arie Beresteanu, 2021. "Identification of Incomplete Preferences," Papers 2108.06282, arXiv.org, revised Jun 2022.
  11. 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.
  12. Lukáš Lafférs, 2019. "Identification in Models with Discrete Variables," Computational Economics, Springer;Society for Computational Economics, vol. 53(2), pages 657-696, February.
  13. Christian Bontemps & Thierry Magnac, 2017. "Set Identification, Moment Restrictions, and Inference," Annual Review of Economics, Annual Reviews, vol. 9(1), pages 103-129, September.
  14. Andrew Chesher & Adam M. Rosen & Yuanqi Zhang, 2024. "Robust Analysis of Short Panels," Papers 2401.06611, arXiv.org.
  15. Larry G. Epstein & Hiroaki Kaido & Kyoungwon Seo, 2016. "Robust Confidence Regions for Incomplete Models," Econometrica, Econometric Society, vol. 84, pages 1799-1838, September.
  16. Jeremy T. Fox & David H. Hsu & Chenyu Yang, 2012. "Unobserved Heterogeneity in Matching Games with an Application to Venture Capital," NBER Working Papers 18168, National Bureau of Economic Research, Inc.
  17. Hiroaki Kaido & Yi Zhang, 2019. "Robust Likelihood Ratio Tests for Incomplete Economic Models," Papers 1910.04610, arXiv.org, revised Dec 2019.
  18. Lee, Sokbae & Song, Kyungchul & Whang, Yoon-Jae, 2018. "Testing For A General Class Of Functional Inequalities," Econometric Theory, Cambridge University Press, vol. 34(5), pages 1018-1064, October.
  19. 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.
  20. Liao, Yuan & Simoni, Anna, 2012. "Semi-parametric Bayesian Partially Identified Models based on Support Function," MPRA Paper 43262, University Library of Munich, Germany.
  21. 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.
  22. Donald W. K. Andrews & Xiaoxia Shi, 2013. "Inference Based on Conditional Moment Inequalities," Econometrica, Econometric Society, vol. 81(2), pages 609-666, March.
  23. Sridhar Narayanan, 2013. "Bayesian estimation of discrete games of complete information," Quantitative Marketing and Economics (QME), Springer, vol. 11(1), pages 39-81, March.
  24. Vincent Boucher & Yann Bramoullé, 2020. "Binary Outcomes and Linear Interactions," AMSE Working Papers 2038, Aix-Marseille School of Economics, France.
  25. Pietro Tebaldi & Alexander Torgovitsky & Hanbin Yang, 2023. "Nonparametric Estimates of Demand in the California Health Insurance Exchange," Econometrica, Econometric Society, vol. 91(1), pages 107-146, January.
  26. Gu, Jiaying & Russell, Thomas M., 2023. "Partial identification in nonseparable binary response models with endogenous regressors," Journal of Econometrics, Elsevier, vol. 235(2), pages 528-562.
  27. Shosei Sakaguchi, 2021. "Partial Identification and Inference in Duration Models with Endogenous Censoring," Papers 2107.00928, arXiv.org.
  28. 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.
  29. Raffaella Giacomini & Toru Kitagawa & Alessio Volpicella, 2017. "Uncertain identification," CeMMAP working papers 18/17, Institute for Fiscal Studies.
  30. Gualdani, Cristina, 2018. "An Econometric Model of Network Formation with an Application to Board Interlocks between Firms," TSE Working Papers 17-898, Toulouse School of Economics (TSE), revised Jul 2019.
  31. 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.
  32. Vira Semenova, 2023. "Adaptive Estimation of Intersection Bounds: a Classification Approach," Papers 2303.00982, arXiv.org.
  33. Andrews, Donald W.K. & Shi, Xiaoxia, 2014. "Nonparametric inference based on conditional moment inequalities," Journal of Econometrics, Elsevier, vol. 179(1), pages 31-45.
  34. Gualdani, Cristina, 2021. "An econometric model of network formation with an application to board interlocks between firms," Journal of Econometrics, Elsevier, vol. 224(2), pages 345-370.
  35. Aguiar, Victor H. & Kashaev, Nail & Allen, Roy, 2023. "Prices, profits, proxies, and production," Journal of Econometrics, Elsevier, vol. 235(2), pages 666-693.
  36. Jacob Dorn & Kevin Guo, 2021. "Sharp Sensitivity Analysis for Inverse Propensity Weighting via Quantile Balancing," Papers 2102.04543, arXiv.org, revised Aug 2023.
  37. Madeira, João & Palma, Nuno, 2018. "Measuring monetary policy deviations from the Taylor rule," Economics Letters, Elsevier, vol. 168(C), pages 25-27.
  38. Cristina Gualdani & Shruti Sinha, 2019. "Identification in discrete choice models with imperfect information," Papers 1911.04529, arXiv.org, revised Dec 2023.
  39. 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.
  40. Marc HENRY & Ismael MOURIFIÉ, 2013. "Nonparametric Sharp Bounds For Payoffs In 2 × 2 Games," Working Papers tecipa-500, University of Toronto, Department of Economics.
  41. Nail Kashaev & Bruno Salcedo, 2019. "Discerning Solution Concepts," Papers 1909.09320, arXiv.org.
  42. Marcoux, Mathieu, 2022. "Strategic interactions in mobile network investment with a new entrant and unobserved heterogeneity," International Journal of Industrial Organization, Elsevier, vol. 82(C).
  43. Andrew Chesher & Adam Rosen, 2015. "Characterizations of identified sets delivered by structural econometric models," CeMMAP working papers 63/15, Institute for Fiscal Studies.
  44. Andrew Chesher & Adam M. Rosen, 2021. "Counterfactual Worlds," Annals of Economics and Statistics, GENES, issue 142, pages 311-335.
  45. Brendan Kline & Elie Tamer, 2016. "Bayesian inference in a class of partially identified models," Quantitative Economics, Econometric Society, vol. 7(2), pages 329-366, July.
  46. Beresteanu, Arie & Molchanov, Ilya & Molinari, Francesca, 2012. "Partial identification using random set theory," Journal of Econometrics, Elsevier, vol. 166(1), pages 17-32.
  47. 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.
  48. 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.
  49. Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2013. "Random Coefficients in Static Games of Complete Information," Boston College Working Papers in Economics 835, Boston College Department of Economics.
  50. 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.
  51. Sridhar Narayanan, 2013. "Bayesian estimation of discrete games of complete information," Quantitative Marketing and Economics (QME), Springer, vol. 11(1), pages 39-81, March.
  52. Alexander Torgovitsky, 2019. "Partial identification by extending subdistributions," Quantitative Economics, Econometric Society, vol. 10(1), pages 105-144, January.
  53. Raffaella Giacomini & Toru Kitagawa & Alessio Volpicella, 2022. "Uncertain identification," Quantitative Economics, Econometric Society, vol. 13(1), pages 95-123, January.
  54. repec:bos:wpaper:wp2013-001 is not listed on IDEAS
  55. Andrew Chesher & Adam M. Rosen & Konrad Smolinski, 2013. "An instrumental variable model of multiple discrete choice," Quantitative Economics, Econometric Society, vol. 4(2), pages 157-196, July.
  56. Michael P. Leung, 2019. "Inference in Models of Discrete Choice with Social Interactions Using Network Data," Papers 1911.07106, arXiv.org.
  57. Lixiong Li & Marc Henry, 2022. "Finite Sample Inference in Incomplete Models," Papers 2204.00473, arXiv.org.
  58. Levon Barseghyan & Maura Coughlin & Francesca Molinari & Joshua C. Teitelbaum, 2021. "Heterogeneous Choice Sets and Preferences," Econometrica, Econometric Society, vol. 89(5), pages 2015-2048, September.
  59. V. Chernozhukov & C. Hansen, 2013. "Quantile Models with Endogeneity," Annual Review of Economics, Annual Reviews, vol. 5(1), pages 57-81, May.
  60. Andrew Chesher & Adam M. Rosen, 2017. "Generalized Instrumental Variable Models," Econometrica, Econometric Society, vol. 85, pages 959-989, May.
  61. Andrew Chesher & Adam M. Rosen, 2014. "An instrumental variable random‐coefficients model for binary outcomes," Econometrics Journal, Royal Economic Society, vol. 17(2), pages 1-19, June.
  62. Christian Bontemps & Rohit Kumar, 2019. "A Geometric Approach to Inference in Set-Identified Entry Games," Working Papers hal-02137356, HAL.
  63. 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.
  64. Paul S. Koh, 2022. "Estimating Dynamic Games with Unknown Information Structure," Papers 2205.03706, arXiv.org, revised May 2022.
  65. Juan Passadore & Juan Xandri, 2019. "Robust Predictions in Dynamic Policy Games," 2019 Meeting Papers 1345, Society for Economic Dynamics.
  66. Jiaying Gu & Thomas M. Russell, 2021. "Partial Identification in Nonseparable Binary Response Models with Endogenous Regressors," Papers 2101.01254, arXiv.org, revised Jul 2022.
  67. 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.
  68. Pacini, David, 2020. "Proximal statistic: Asymptotic normality," Statistics & Probability Letters, Elsevier, vol. 167(C).
  69. repec:cwl:cwldpp:1761rr is not listed on IDEAS
  70. Andrew Chesher & Adam Rosen, 2020. "Structural modeling of simultaneous discrete choice," CeMMAP working papers CWP9/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  71. Arie Beresteanu, 2016. "Quantile Regression with Interval Data," Working Paper 5991, Department of Economics, University of Pittsburgh.
  72. Miyauchi, Yuhei, 2016. "Structural estimation of pairwise stable networks with nonnegative externality," Journal of Econometrics, Elsevier, vol. 195(2), pages 224-235.
  73. Lorenzo Magnolfi & Camilla Roncoroni, 2023. "Estimation of Discrete Games with Weak Assumptions on Information," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 90(4), pages 2006-2041.
  74. Hajivassiliou, Vassilis & Savignac, Frédérique, 2024. "Simultaneously Incomplete and Incoherent (SII) Dynamic LDV Models: With an Application to Financing Constraints and Firms’ Decision to Innovate," Journal of Econometrics, Elsevier, vol. 238(1).
  75. Semenova, Vira, 2023. "Debiased machine learning of set-identified linear models," Journal of Econometrics, Elsevier, vol. 235(2), pages 1725-1746.
  76. Liao, Yuan & Simoni, Anna, 2019. "Bayesian inference for partially identified smooth convex models," Journal of Econometrics, Elsevier, vol. 211(2), pages 338-360.
  77. Jeremy Fox & Natalia Lazzati, 2013. "Identification of discrete choice models for bundles and binary games," CeMMAP working papers CWP04/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  78. Andrew Chesher & Adam Rosen, 2018. "Generalized instrumental variable models, methods, and applications," CeMMAP working papers CWP43/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  79. Andrew Chesher & Adam Rosen, 2020. "Econometric Modeling of Interdependent Discrete Choice with Applications to Market Structure," CeMMAP working papers CWP25/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  80. Christian Bontemps & Raquel Menezes Bezerra Sampaio, 2020. "Entry games for the airline industry," Post-Print hal-02137358, HAL.
  81. Nathan Kallus & Xiaojie Mao & Angela Zhou, 2022. "Assessing Algorithmic Fairness with Unobserved Protected Class Using Data Combination," Management Science, INFORMS, vol. 68(3), pages 1959-1981, March.
  82. , 2023. "Price Competition and Endogenous Product Choice in Networks: Evidence from the US airline Industry," Working Papers 950, Queen Mary University of London, School of Economics and Finance.
  83. Buansing, T.S. Tuang & Golan, Amos & Ullah, Aman, 2020. "An information-theoretic approach for forecasting interval-valued SP500 daily returns," International Journal of Forecasting, Elsevier, vol. 36(3), pages 800-813.
  84. Balat, Jorge F. & Han, Sukjin, 2023. "Multiple treatments with strategic substitutes," Journal of Econometrics, Elsevier, vol. 234(2), pages 732-757.
  85. Arthur Lewbel, 2019. "The Identification Zoo: Meanings of Identification in Econometrics," Journal of Economic Literature, American Economic Association, vol. 57(4), pages 835-903, December.
  86. Andrews, Donald W.K. & Shi, Xiaoxia, 2017. "Inference based on many conditional moment inequalities," Journal of Econometrics, Elsevier, vol. 196(2), pages 275-287.
  87. Lu, Zhentong, 2022. "Estimating multinomial choice models with unobserved choice sets," Journal of Econometrics, Elsevier, vol. 226(2), pages 368-398.
  88. Bontemps, Christian & Menezes Bezerra Sampaio, Raquel, 2020. "Entry games for the airline industry," TSE Working Papers 20-1108, Toulouse School of Economics (TSE).
  89. Shuowen Chen & Hiroaki Kaido, 2022. "Robust Tests of Model Incompleteness in the Presence of Nuisance Parameters," Papers 2208.11281, arXiv.org, revised Sep 2023.
  90. Raffaella Giacomini & Toru Kitagawa & Alessio Volpicella, 2017. "Uncertain identification," CeMMAP working papers CWP18/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  91. Juan Carlos Escanciano & Lin Zhu, 2013. "Set inferences and sensitivity analysis in semiparametric conditionally identified models," CeMMAP working papers 55/13, Institute for Fiscal Studies.
  92. Shuyang Sheng, 2020. "A Structural Econometric Analysis of Network Formation Games Through Subnetworks," Econometrica, Econometric Society, vol. 88(5), pages 1829-1858, September.
  93. Cristina Gualdani, 2021. "An Econometric Model of Network Formation with an Application to Board Interlocks between Firms," Post-Print hal-03548907, HAL.
  94. Undral Byambadalai, 2022. "Identification and Inference for Welfare Gains without Unconfoundedness," Papers 2207.04314, arXiv.org.
  95. Abito, Jose Miguel, 2015. "How much can we identify from repeated games?," MPRA Paper 66378, University Library of Munich, Germany.
  96. 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.
  97. Galichon, Alfred & Henry, Marc, 2013. "Dilation bootstrap," Journal of Econometrics, Elsevier, vol. 177(1), pages 109-115.
  98. 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.
  99. Thomas M. Russell, 2020. "Policy Transforms and Learning Optimal Policies," Papers 2012.11046, arXiv.org.
  100. Arthur Lewbel & Xun Tang, 2010. "Identification and Estimation of Games with Incomplete Information Using Excluded Regressors, Second Version," PIER Working Paper Archive 12-018, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 20 Mar 2012.
  101. Thomas Demuynck & Tom Potoms, 2022. "Testing revealed preference models with unobserved randomness: a column generation approach," Working Papers ECARES 2022-42, ULB -- Universite Libre de Bruxelles.
  102. Kline, Brendan, 2015. "Identification of complete information games," Journal of Econometrics, Elsevier, vol. 189(1), pages 117-131.
  103. Dunker, Fabian & Hoderlein, Stefan & Kaido, Hiroaki & Sherman, Robert, 2018. "Nonparametric identification of the distribution of random coefficients in binary response static games of complete information," Journal of Econometrics, Elsevier, vol. 206(1), pages 83-102.
  104. 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.
  105. Romuald Méango, 2014. "International Student Migration: A Partial Identification Analysis," CESifo Working Paper Series 4677, CESifo.
  106. Magnolfi, Lorenzo & Roncoroni, Camilla, 2020. "Estimation of Discrete Games with Weak Assumptions on Information," The Warwick Economics Research Paper Series (TWERPS) 1247, University of Warwick, Department of Economics.
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