My bibliography
Save this item
Inference for subvectors and other functions of partially identified parameters in moment inequality models
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- 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.
- Yu Zhu, 2020. "Inference in nonparametric/semiparametric moment equality models with shape restrictions," Quantitative Economics, Econometric Society, vol. 11(2), pages 609-636, May.
- Kiviet, Jan, 2019.
"Instrument-free inference under confined regressor endogeneity; derivations and applications,"
MPRA Paper
96839, University Library of Munich, Germany.
- Jan F. Kiviet, 2020. "Instrument-free inference under confined regressor endogeneity; derivations and applications," Working Papers 09/2020, Stellenbosch University, Department of Economics.
- Jean‐François Houde & Peter Newberry & Katja Seim, 2023. "Nexus Tax Laws and Economies of Density in E‐Commerce: A Study of Amazon's Fulfillment Center Network," Econometrica, Econometric Society, vol. 91(1), pages 147-190, January.
- Steven J. Haider & Melvin Stephens Jr., 2020.
"Correcting for Misclassified Binary Regressors Using Instrumental Variables,"
NBER Working Papers
27797, National Bureau of Economic Research, Inc.
- Haider, Steven J. & Stephens Jr., Melvin, 2020. "Correcting for Misclassied Binary Regressors Using Instrumental Variables," IZA Discussion Papers 13593, Institute of Labor Economics (IZA).
- Kaido, Hiroaki & Molinari, Francesca & Stoye, Jörg, 2022.
"Constraint Qualifications In Partial Identification,"
Econometric Theory, Cambridge University Press, vol. 38(3), pages 596-619, June.
- Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2019. "Constraint Qualifications in Partial Identification," Papers 1908.09103, arXiv.org, revised Apr 2021.
- 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 CWP59/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Whitney K. Newey & Andres Santos, 2015. "Constrained conditional moment restriction models," CeMMAP working papers 59/15, Institute for Fiscal Studies.
- Liao, Yuan & Simoni, Anna, 2019.
"Bayesian inference for partially identified smooth convex models,"
Journal of Econometrics, Elsevier, vol. 211(2), pages 338-360.
- Yuan Liao & Anna Simoni, 2019. "Bayesian inference for partially identified smooth convex models," Post-Print hal-03089881, HAL.
- 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.
- 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.
- Kiviet, Jan F., 2023. "Instrument-free inference under confined regressor endogeneity and mild regularity," Econometrics and Statistics, Elsevier, vol. 25(C), pages 1-22.
- Filip Obradovi'c, 2022. "Measuring Diagnostic Test Performance Using Imperfect Reference Tests: A Partial Identification Approach," Papers 2204.00180, arXiv.org, revised Feb 2023.
- Ting Ye & Luke Keele & Raiden Hasegawa & Dylan S. Small, 2020. "A Negative Correlation Strategy for Bracketing in Difference-in-Differences," Papers 2006.02423, arXiv.org, revised Jun 2022.
- Zheng Fang & Andres Santos & Azeem M. Shaikh & Alexander Torgovitsky, 2023.
"Inference for Large‐Scale Linear Systems With Known Coefficients,"
Econometrica, Econometric Society, vol. 91(1), pages 299-327, January.
- Zheng Fang & Andres Santos & Azeem Shaikh & Alexander Torgovitsky, 2020. "Inference for Large-Scale Linear Systems with Known Coefficients," Working Papers 2020-134, Becker Friedman Institute for Research In Economics.
- Zheng Fang & Andres Santos & Azeem M. Shaikh & Alexander Torgovitsky, 2020. "Inference for Large-Scale Linear Systems with Known Coefficients," Papers 2009.08568, arXiv.org, revised Sep 2021.
- Lee, Ying-Ying & Bhattacharya, Debopam, 2019.
"Applied welfare analysis for discrete choice with interval-data on income,"
Journal of Econometrics, Elsevier, vol. 211(2), pages 361-387.
- Lee, Y-Y. & Bhattacharya, D., 2018. "Applied Welfare Analysis for Discrete Choice with Interval-data on Income," Cambridge Working Papers in Economics 1882, Faculty of Economics, University of Cambridge.
- Isaiah Andrews & Jonathan Roth & Ariel Pakes, 2023.
"Inference for Linear Conditional Moment Inequalities,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 90(6), pages 2763-2791.
- Isaiah Andrews & Jonathan Roth & Ariel Pakes, 2019. "Inference for Linear Conditional Moment Inequalities," NBER Working Papers 26374, National Bureau of Economic Research, Inc.
- Isaiah Andrews & Jonathan Roth & Ariel Pakes, 2019. "Inference for Linear Conditional Moment Inequalities," Papers 1909.10062, arXiv.org, revised Dec 2022.
- Raffaella Giacomini & Toru Kitagawa, 2021.
"Robust Bayesian Inference for Set‐Identified Models,"
Econometrica, Econometric Society, vol. 89(4), pages 1519-1556, July.
- Raffaella Giacomini & Toru Kitagawa, 2018. "Robust Bayesian inference for set-identified models," CeMMAP working papers CWP61/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Raffaella Giacomini & Toru Kitagawa, 2020. "Robust Bayesian inference for set-identified models," CeMMAP working papers CWP12/20, Centre for Microdata Methods and Practice, 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.
- Patrik Guggenberge & Frank Kleibergen & Sophocles Mavroeidis, 2021.
"A Powerful Subvector Anderson Rubin Test in Linear Instrumental Variables Regression with Conditional Heteroskedasticity,"
Economics Series Working Papers
960, University of Oxford, Department of Economics.
- Patrik Guggenberger & Frank Kleibergen & Sophocles Mavroeidis, 2021. "A Powerful Subvector Anderson Rubin Test in Linear Instrumental Variables Regression with Conditional Heteroskedasticity," Papers 2103.11371, arXiv.org, revised Oct 2022.
- Hsieh, Yu-Wei & Shi, Xiaoxia & Shum, Matthew, 2022.
"Inference on estimators defined by mathematical programming,"
Journal of Econometrics, Elsevier, vol. 226(2), pages 248-268.
- Yu-Wei Hsieh & Xiaoxia Shi & Matthew Shum, 2017. "Inference on Estimators defined by Mathematical Programming," Papers 1709.09115, arXiv.org.
- Taehoon Kim & Jacob Schwartz & Kyungchul Song & Yoon-Jae Whang, 2019. "Monte Carlo Inference on Two-Sided Matching Models," Econometrics, MDPI, vol. 7(1), pages 1-15, March.
- Joel L. Horowitz, 2018. "Bootstrap Methods in Econometrics," Papers 1809.04016, arXiv.org.
- 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).
- JoonHwan Cho & Thomas M. Russell, 2018. "Simple Inference on Functionals of Set-Identified Parameters Defined by Linear Moments," Papers 1810.03180, arXiv.org, revised May 2023.
- Semenova, Vira, 2023. "Debiased machine learning of set-identified linear models," Journal of Econometrics, Elsevier, vol. 235(2), pages 1725-1746.
- Joel L. Horowitz, 2018. "Non-Asymptotic Inference in Instrumental Variables Estimation," Papers 1809.03600, arXiv.org.
- Joel L. Horowitz, 2018. "Non-asymptotic inference in instrumental variables estimation," CeMMAP working papers CWP52/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Joel L. Horowitz, 2018. "Bootstrap methods in econometrics," CeMMAP working papers CWP53/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.