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Sharp identification regions in models with convex moment predictions

Citations

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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. Ho, Kate & Rosen, Adam M., 2015. "Partial Identification in Applied Research: Benefits and Challenges," CEPR Discussion Papers 10883, C.E.P.R. Discussion Papers.
  7. 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.
  8. 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.
  9. Lukáš Lafférs, 2019. "Identification in Models with Discrete Variables," Computational Economics, Springer;Society for Computational Economics, vol. 53(2), pages 657-696, February.
  10. Larry G. Epstein & Hiroaki Kaido & Kyoungwon Seo, 2016. "Robust Confidence Regions for Incomplete Models," Econometrica, Econometric Society, vol. 84, pages 1799-1838, September.
  11. 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.
  12. 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.
  13. Liao, Yuan & Simoni, Anna, 2012. "Semi-parametric Bayesian Partially Identified Models based on Support Function," MPRA Paper 43262, University Library of Munich, Germany.
  14. Donald W. K. Andrews & Xiaoxia Shi, 2013. "Inference Based on Conditional Moment Inequalities," Econometrica, Econometric Society, vol. 81(2), pages 609-666, March.
  15. Sridhar Narayanan, 2013. "Bayesian estimation of discrete games of complete information," Quantitative Marketing and Economics (QME), Springer, vol. 11(1), pages 39-81, March.
  16. Vincent Boucher & Yann Bramoullé, 2020. "Binary Outcomes and Linear Interactions," AMSE Working Papers 2038, Aix-Marseille School of Economics, France.
  17. 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.
  18. 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.
  19. 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.
  20. Vira Semenova, 2023. "Aggregated Intersection Bounds and Aggregated Minimax Values," Papers 2303.00982, arXiv.org, revised Jun 2024.
  21. Jacob Dorn & Kevin Guo, 2021. "Sharp Sensitivity Analysis for Inverse Propensity Weighting via Quantile Balancing," Papers 2102.04543, arXiv.org, revised Aug 2023.
  22. 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.
  23. Madeira, João & Palma, Nuno, 2018. "Measuring monetary policy deviations from the Taylor rule," Economics Letters, Elsevier, vol. 168(C), pages 25-27.
  24. 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.
  25. Han, Sukjin & Yang, Shenshen, 2024. "A computational approach to identification of treatment effects for policy evaluation," Journal of Econometrics, Elsevier, vol. 240(1).
  26. Andrew Chesher & Adam Rosen, 2015. "Characterizations of identified sets delivered by structural econometric models," CeMMAP working papers CWP63/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  27. Andrew Chesher & Adam M. Rosen, 2021. "Counterfactual Worlds," Annals of Economics and Statistics, GENES, issue 142, pages 311-335.
  28. 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.
  29. 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.
  30. Alexander Torgovitsky, 2019. "Partial identification by extending subdistributions," Quantitative Economics, Econometric Society, vol. 10(1), pages 105-144, January.
  31. Nail Kashaev & Bruno Salcedo, 2019. "Discerning Solution Concepts," University of Western Ontario, Departmental Research Report Series 20193, University of Western Ontario, Department of Economics.
  32. repec:bos:wpaper:wp2013-001 is not listed on IDEAS
  33. 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.
  34. Michael P. Leung, 2019. "Inference in Models of Discrete Choice with Social Interactions Using Network Data," Papers 1911.07106, arXiv.org.
  35. Lixiong Li & Marc Henry, 2022. "Finite Sample Inference in Incomplete Models," Papers 2204.00473, arXiv.org, revised Apr 2024.
  36. V. Chernozhukov & C. Hansen, 2013. "Quantile Models with Endogeneity," Annual Review of Economics, Annual Reviews, vol. 5(1), pages 57-81, May.
  37. 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.
  38. Christian Bontemps & Rohit Kumar, 2019. "A Geometric Approach to Inference in Set-Identified Entry Games," Working Papers hal-02137356, HAL.
  39. 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.
  40. Kojevnikov, Denis & Song, Kyungchul, 2023. "Econometric inference on a large Bayesian game with heterogeneous beliefs," Journal of Econometrics, Elsevier, vol. 237(1).
  41. Juan Passadore & Juan Xandri, 2019. "Robust Predictions in Dynamic Policy Games," 2019 Meeting Papers 1345, Society for Economic Dynamics.
  42. Jiaying Gu & Thomas M. Russell, 2021. "Partial Identification in Nonseparable Binary Response Models with Endogenous Regressors," Papers 2101.01254, arXiv.org, revised Jul 2022.
  43. Pacini, David, 2020. "Proximal statistic: Asymptotic normality," Statistics & Probability Letters, Elsevier, vol. 167(C).
  44. repec:cwl:cwldpp:1761rr is not listed on IDEAS
  45. 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.
  46. Miyauchi, Yuhei, 2016. "Structural estimation of pairwise stable networks with nonnegative externality," Journal of Econometrics, Elsevier, vol. 195(2), pages 224-235.
  47. 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.
  48. Liao, Yuan & Simoni, Anna, 2019. "Bayesian inference for partially identified smooth convex models," Journal of Econometrics, Elsevier, vol. 211(2), pages 338-360.
  49. 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.
  50. 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.
  51. Khan, S. & Ponomareva, M. & Tamer, E., 2023. "Identification of dynamic binary response models," Journal of Econometrics, Elsevier, vol. 237(1).
  52. Arie Beresteanu, 2016. "Quantile Regression with Interval Data," Working Paper 5991, Department of Economics, University of Pittsburgh.
  53. Christian Bontemps & Raquel Menezes Bezerra Sampaio, 2020. "Entry games for the airline industry," Post-Print hal-02137358, HAL.
  54. , 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.
  55. Balat, Jorge F. & Han, Sukjin, 2023. "Multiple treatments with strategic substitutes," Journal of Econometrics, Elsevier, vol. 234(2), pages 732-757.
  56. Beresteanu, Arie & Molchanov, Ilya & Molinari, Francesca, 2012. "Partial identification using random set theory," Journal of Econometrics, Elsevier, vol. 166(1), pages 17-32.
  57. Andrew Chesher & Adam M. Rosen, 2017. "Generalized Instrumental Variable Models," Econometrica, Econometric Society, vol. 85, pages 959-989, May.
  58. 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.
  59. Andrews, Donald W.K. & Shi, Xiaoxia, 2017. "Inference based on many conditional moment inequalities," Journal of Econometrics, Elsevier, vol. 196(2), pages 275-287.
  60. Lu, Zhentong, 2022. "Estimating multinomial choice models with unobserved choice sets," Journal of Econometrics, Elsevier, vol. 226(2), pages 368-398.
  61. Bontemps, Christian & Menezes Bezerra Sampaio, Raquel, 2020. "Entry games for the airline industry," TSE Working Papers 20-1108, Toulouse School of Economics (TSE).
  62. Raffaella Giacomini & Toru Kitagawa & Alessio Volpicella, 2022. "Uncertain identification," Quantitative Economics, Econometric Society, vol. 13(1), pages 95-123, January.
  63. 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.
  64. Aguiar, Victor H. & Kashaev, Nail & Allen, Roy, 2023. "Prices, profits, proxies, and production," Journal of Econometrics, Elsevier, vol. 235(2), pages 666-693.
  65. Shuyang Sheng, 2020. "A Structural Econometric Analysis of Network Formation Games Through Subnetworks," Econometrica, Econometric Society, vol. 88(5), pages 1829-1858, September.
  66. Kojevnikov, Denis & Song, Kyungchul, 2023. "Econometric inference on a large bayesian game with heterogeneous beliefs," Other publications TiSEM aca0631e-4f8a-45c7-af3a-4, Tilburg University, School of Economics and Management.
  67. Cristina Gualdani, 2021. "An Econometric Model of Network Formation with an Application to Board Interlocks between Firms," Post-Print hal-03548907, HAL.
  68. Undral Byambadalai, 2022. "Identification and Inference for Welfare Gains without Unconfoundedness," Papers 2207.04314, arXiv.org.
  69. Galichon, Alfred & Henry, Marc, 2013. "Dilation bootstrap," Journal of Econometrics, Elsevier, vol. 177(1), pages 109-115.
  70. Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2013. "Random coefficients in static games of complete information," CeMMAP working papers CWP12/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  71. 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.
  72. Kline, Brendan, 2015. "Identification of complete information games," Journal of Econometrics, Elsevier, vol. 189(1), pages 117-131.
  73. 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.
  74. Romuald Méango, 2014. "International Student Migration: A Partial Identification Analysis," CESifo Working Paper Series 4677, CESifo.
  75. 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.
  76. Christian Bontemps & Thierry Magnac, 2017. "Set Identification, Moment Restrictions, and Inference," Annual Review of Economics, Annual Reviews, vol. 9(1), pages 103-129, September.
  77. Andrews, Donald W.K. & Shi, Xiaoxia, 2014. "Nonparametric inference based on conditional moment inequalities," Journal of Econometrics, Elsevier, vol. 179(1), pages 31-45.
  78. 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.
  79. 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.
  80. Luca Rigotti & Arie Beresteanu, 2021. "Identification of Incomplete Preferences," Papers 2108.06282, arXiv.org, revised Jun 2022.
  81. Andrew Chesher & Adam M. Rosen & Yuanqi Zhang, 2024. "Robust Analysis of Short Panels," Papers 2401.06611, arXiv.org.
  82. Hiroaki Kaido & Yi Zhang, 2019. "Robust Likelihood Ratio Tests for Incomplete Economic Models," Papers 1910.04610, arXiv.org, revised Dec 2019.
  83. 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.
  84. Shosei Sakaguchi, 2021. "Partial Identification and Inference in Duration Models with Endogenous Censoring," Papers 2107.00928, arXiv.org.
  85. 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.
  86. 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.
  87. 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.
  88. Cristina Gualdani & Shruti Sinha, 2019. "Identification in discrete choice models with imperfect information," Papers 1911.04529, arXiv.org, revised Dec 2023.
  89. Marc HENRY & Ismael MOURIFIÉ, 2013. "Nonparametric Sharp Bounds For Payoffs In 2 × 2 Games," Working Papers tecipa-500, University of Toronto, Department of Economics.
  90. 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).
  91. 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.
  92. Sridhar Narayanan, 2013. "Bayesian estimation of discrete games of complete information," Quantitative Marketing and Economics (QME), Springer, vol. 11(1), pages 39-81, March.
  93. Shosei Sakaguchi, 2024. "Partial identification and inference in duration models with endogenous censoring," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(2), pages 308-326, March.
  94. Konan Hara & Yuki Ito & Paul Koh, 2022. "Identification and Estimation of Dynamic Games with Unknown Information Structure," Papers 2205.03706, arXiv.org, revised Oct 2024.
  95. 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).
  96. Semenova, Vira, 2023. "Debiased machine learning of set-identified linear models," Journal of Econometrics, Elsevier, vol. 235(2), pages 1725-1746.
  97. 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.
  98. 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.
  99. 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.
  100. 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.
  101. Shuowen Chen & Hiroaki Kaido, 2022. "Robust Tests of Model Incompleteness in the Presence of Nuisance Parameters," Papers 2208.11281, arXiv.org, revised Sep 2023.
  102. Abito, Jose Miguel, 2015. "How much can we identify from repeated games?," MPRA Paper 66378, University Library of Munich, Germany.
  103. 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.
  104. 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.
  105. Thomas M. Russell, 2020. "Policy Transforms and Learning Optimal Policies," Papers 2012.11046, arXiv.org.
  106. 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.
  107. Koh, Paul S., 2023. "Stable outcomes and information in games: An empirical framework," Journal of Econometrics, Elsevier, vol. 237(1).
  108. 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.
  109. 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.
  110. 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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