Partial identification and inference in moment models with incomplete data
Author
Abstract
Suggested Citation
DOI: 10.1016/j.jeconom.2022.04.009
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Joachim Freyberger & Matthew A. Masten, 2019. "A practical guide to compact infinite dimensional parameter spaces," Econometric Reviews, Taylor & Francis Journals, vol. 38(9), pages 979-1006, October.
- Hansen, Lars Peter, 1982. "Large Sample Properties of Generalized Method of Moments Estimators," Econometrica, Econometric Society, vol. 50(4), pages 1029-1054, July.
- Victor Chernozhukov & Iván Fernández‐Val & Blaise Melly, 2013.
"Inference on Counterfactual Distributions,"
Econometrica, Econometric Society, vol. 81(6), pages 2205-2268, November.
- Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly, 2008. "Inference On Counterfactual Distributions," Boston University - Department of Economics - Working Papers Series wp2008-005, Boston University - Department of Economics.
- Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly, 2009. "Inference on Counterfactual Distributions," Papers 0904.0951, arXiv.org, revised Sep 2013.
- Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly, 2012. "Inference on counterfactual distributions," CeMMAP working papers 05/12, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly, 2013. "Inference on counterfactual distributions," CeMMAP working papers 17/13, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly, 2013. "Inference on counterfactual distributions," CeMMAP working papers CWP17/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly, 2009. "Inference on counterfactual distributions," CeMMAP working papers CWP09/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly, 2009. "Inference on counterfactual distributions," CeMMAP working papers 09/09, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly, 2012. "Inference on counterfactual distributions," CeMMAP working papers CWP05/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Iv·n Fern·ndez-Val & Alfred Galichon, 2010.
"Quantile and Probability Curves Without Crossing,"
Econometrica, Econometric Society, vol. 78(3), pages 1093-1125, May.
- Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2007. "Quantile and probability curves without crossing," CeMMAP working papers CWP10/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2007. "Quantile and Probability Curves Without Crossing," Papers 0704.3649, arXiv.org, revised Jul 2014.
- Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2010. "Quantile and Probability Curves without Crossing," Post-Print hal-01052958, HAL.
- Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2007. "Quantile And Probability Curves Without Crossing," Boston University - Department of Economics - Working Papers Series WP2007-011, Boston University - Department of Economics.
- Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2010. "Quantile and Probability Curves without Crossing," SciencePo Working papers Main hal-01052958, HAL.
- repec:hal:wpspec:info:hdl:2441/5rkqqmvrn4tl22s9mc4b6ga2g is not listed on IDEAS
- Keisuke Hirano & Guido W. Imbens & Geert Ridder, 2003.
"Efficient Estimation of Average Treatment Effects Using the Estimated Propensity Score,"
Econometrica, Econometric Society, vol. 71(4), pages 1161-1189, July.
- Keisuke Hirano & Guido W. Imbens & Geert Ridder, 2000. "Efficient Estimation of Average Treatment Effects Using the Estimated Propensity Score," NBER Technical Working Papers 0251, National Bureau of Economic Research, Inc.
- Guido Imbens, 2000. "Efficient Estimation of Average Treatment Effects Using the Estimated Propensity Score," Econometric Society World Congress 2000 Contributed Papers 1166, Econometric Society.
- Sancetta, Alessio & Satchell, Stephen, 2004. "The Bernstein Copula And Its Applications To Modeling And Approximations Of Multivariate Distributions," Econometric Theory, Cambridge University Press, vol. 20(3), pages 535-562, June.
- James Heckman & Hidehiko Ichimura & Jeffrey Smith & Petra Todd, 1998.
"Characterizing Selection Bias Using Experimental Data,"
Econometrica, Econometric Society, vol. 66(5), pages 1017-1098, September.
- James Heckman & Hidehiko Ichimura & Jeffrey Smith & Petra Todd, 1998. "Characterizing Selection Bias Using Experimental Data," NBER Working Papers 6699, National Bureau of Economic Research, Inc.
- 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.
- 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.
- Bryan S. Graham & Cristine Campos De Xavier Pinto & Daniel Egel, 2012.
"Inverse Probability Tilting for Moment Condition Models with Missing Data,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 79(3), pages 1053-1079.
- Bryan S. Graham & Cristine Campos de Xavier Pinto & Daniel Egel, 2008. "Inverse Probability Tilting for Moment Condition Models with Missing Data," NBER Working Papers 13981, National Bureau of Economic Research, Inc.
- repec:hal:spmain:info:hdl:2441/5rkqqmvrn4tl22s9mc4b6ga2g is not listed on IDEAS
- Philip J. Cross & Charles F. Manski, 2002.
"Regressions, Short and Long,"
Econometrica, Econometric Society, vol. 70(1), pages 357-368, January.
- Philip Cross & Charles F. Manski, 2000. "Regressions, Short and Long," Econometric Society World Congress 2000 Contributed Papers 0385, Econometric Society.
- Guido W. Imbens, 2004.
"Nonparametric Estimation of Average Treatment Effects Under Exogeneity: A Review,"
The Review of Economics and Statistics, MIT Press, vol. 86(1), pages 4-29, February.
- Guido W. Imbens, 2003. "Nonparametric Estimation of Average Treatment Effects under Exogeneity: A Review," NBER Technical Working Papers 0294, National Bureau of Economic Research, Inc.
- Jinyong Hahn, 1998. "On the Role of the Propensity Score in Efficient Semiparametric Estimation of Average Treatment Effects," Econometrica, Econometric Society, vol. 66(2), pages 315-332, March.
- Hong, Shengjie, 2017. "Inference in semiparametric conditional moment models with partial identification," Journal of Econometrics, Elsevier, vol. 196(1), pages 156-179.
- Rothe, Christoph, 2010. "Nonparametric estimation of distributional policy effects," Journal of Econometrics, Elsevier, vol. 155(1), pages 56-70, March.
- James J. Heckman & Hidehiko Ichimura & Petra Todd, 1998. "Matching As An Econometric Evaluation Estimator," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 65(2), pages 261-294.
- 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.
- Donald W. K. Andrews & Gustavo Soares, 2010.
"Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection,"
Econometrica, Econometric Society, vol. 78(1), pages 119-157, January.
- Donald W.K. Andrews & Gustavo Soares, 2007. "Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection," Cowles Foundation Discussion Papers 1631, Cowles Foundation for Research in Economics, Yale University.
- Alexander Torgovitsky, 2015. "Identification of Nonseparable Models Using Instruments With Small Support," Econometrica, Econometric Society, vol. 83(3), pages 1185-1197, May.
- Fan, Yanqin & Guerre, Emmanuel & Zhu, Dongming, 2017. "Partial identification of functionals of the joint distribution of “potential outcomes”," Journal of Econometrics, Elsevier, vol. 197(1), pages 42-59.
- Andres Santos, 2012. "Inference in Nonparametric Instrumental Variables With Partial Identification," Econometrica, Econometric Society, vol. 80(1), pages 213-275, January.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Huber, Martin, 2019.
"An introduction to flexible methods for policy evaluation,"
FSES Working Papers
504, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
- Martin Huber, 2019. "An introduction to flexible methods for policy evaluation," Papers 1910.00641, arXiv.org.
- Huber, Martin & Lechner, Michael & Wunsch, Conny, 2013. "The performance of estimators based on the propensity score," Journal of Econometrics, Elsevier, vol. 175(1), pages 1-21.
- Victor Chernozhukov & Iván Fernández‐Val & Blaise Melly, 2013.
"Inference on Counterfactual Distributions,"
Econometrica, Econometric Society, vol. 81(6), pages 2205-2268, November.
- Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly, 2008. "Inference On Counterfactual Distributions," Boston University - Department of Economics - Working Papers Series wp2008-005, Boston University - Department of Economics.
- Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly, 2012. "Inference on counterfactual distributions," CeMMAP working papers 05/12, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly, 2013. "Inference on counterfactual distributions," CeMMAP working papers 17/13, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly, 2013. "Inference on counterfactual distributions," CeMMAP working papers CWP17/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly, 2009. "Inference on counterfactual distributions," CeMMAP working papers CWP09/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly, 2009. "Inference on Counterfactual Distributions," Papers 0904.0951, arXiv.org, revised Sep 2013.
- Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly, 2009. "Inference on counterfactual distributions," CeMMAP working papers 09/09, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly, 2012. "Inference on counterfactual distributions," CeMMAP working papers CWP05/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- Guido M. Imbens & Jeffrey M. Wooldridge, 2008. "Recent Developments in the Econometrics of Program Evaluation," NBER Working Papers 14251, National Bureau of Economic Research, Inc.
- Wooldridge, Jeffrey M. & Imbens, Guido, 2009. "Recent Developments in the Econometrics of Program Evaluation," Scholarly Articles 3043416, Harvard University Department of Economics.
- Guido Imbens & Jeffrey M. Wooldridge, 2008. "Recent developments in the econometrics of program evaluation," CeMMAP working papers CWP24/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Imbens, Guido W. & Wooldridge, Jeffrey M., 2008. "Recent Developments in the Econometrics of Program Evaluation," IZA Discussion Papers 3640, Institute of Labor Economics (IZA).
- Frölich, Markus & Huber, Martin & Wiesenfarth, Manuel, 2017.
"The finite sample performance of semi- and non-parametric estimators for treatment effects and policy evaluation,"
Computational Statistics & Data Analysis, Elsevier, vol. 115(C), pages 91-102.
- Frölich, Markus & Huber, Martin & Wiesenfarth, Manuel, 2015. "The finite sample performance of semi- and nonparametric estimators for treatment effects and policy evaluation," FSES Working Papers 454, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
- Frölich, Markus & Huber, Martin & Wiesenfarth, Manuel, 2015. "The Finite Sample Performance of Semi- and Nonparametric Estimators for Treatment Effects and Policy Evaluation," IZA Discussion Papers 8756, Institute of Labor Economics (IZA).
- Jones A.M & Rice N, 2009. "Econometric Evaluation of Health Policies," Health, Econometrics and Data Group (HEDG) Working Papers 09/09, HEDG, c/o Department of Economics, University of York.
- Hugo Bodory & Lorenzo Camponovo & Martin Huber & Michael Lechner, 2020.
"The Finite Sample Performance of Inference Methods for Propensity Score Matching and Weighting Estimators,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(1), pages 183-200, January.
- Bodory, Hugo & Camponovo, Lorenzo & Huber, Martin & Lechner, Michael, 2016. "The finite sample performance of inference methods for propensity score matching and weighting estimators," Economics Working Paper Series 1604, University of St. Gallen, School of Economics and Political Science.
- Bodory, Hugo & Camponovo, Lorenzo & Huber, Martin & Lechner, Michael, 2016. "The Finite Sample Performance of Inference Methods for Propensity Score Matching and Weighting Estimators," IZA Discussion Papers 9706, Institute of Labor Economics (IZA).
- Bodory, Hugo & Huber, Martin & Camponovo, Lorenzo & Lechner, Michael, 2016. "The finite sample performance of inference methods for propensity score matching and weighting estimators," FSES Working Papers 466, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
- Kitagawa, Toru & Muris, Chris, 2016.
"Model averaging in semiparametric estimation of treatment effects,"
Journal of Econometrics, Elsevier, vol. 193(1), pages 271-289.
- Toru Kitagawa & Chris Muris, 2015. "Model averaging in semiparametric estimation of treatment effects," CeMMAP working papers 46/15, Institute for Fiscal Studies.
- Toru Kitagawa & Chris Muris, 2015. "Model averaging in semiparametric estimation of treatment effects," CeMMAP working papers CWP46/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Chunrong Ai & Oliver Linton & Kaiji Motegi & Zheng Zhang, 2021.
"A unified framework for efficient estimation of general treatment models,"
Quantitative Economics, Econometric Society, vol. 12(3), pages 779-816, July.
- Chunrong Ai & Oliver Linton & Kaiji Motegi & Zheng Zhang, 2018. "A Unified Framework for Efficient Estimation of General Treatment Models," Papers 1808.04936, arXiv.org, revised Aug 2018.
- Chunrong Ai & Oliver Linton & Kaiji Motegi & Zheng Zhang, 2019. "A Unified Framework for Efficient Estimation of General Treatment Models," CeMMAP working papers CWP64/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Ai, C. & Linton, O. & Motegi, K. & Zhang, Z., 2019. "A Unified Framework for Efficient Estimation of General Treatment Models," Cambridge Working Papers in Economics 1934, Faculty of Economics, University of Cambridge.
- Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2006.
"Moving the Goalposts: Addressing Limited Overlap in the Estimation of Average Treatment Effects by Changing the Estimand,"
NBER Technical Working Papers
0330, National Bureau of Economic Research, Inc.
- Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2006. "Moving the Goalposts: Addressing Limited Overlap in Estimation of Average Treatment Effects by Changing the Estimand," Working Papers 0608, University of Miami, Department of Economics.
- Crump, Richard K. & Hotz, V. Joseph & Imbens, Guido W. & Mitnik, Oscar A., 2006. "Moving the Goalposts: Addressing Limited Overlap in Estimation of Average Treatment Effects by Changing the Estimand," IZA Discussion Papers 2347, Institute of Labor Economics (IZA).
- Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2009.
"Dealing with limited overlap in estimation of average treatment effects,"
Biometrika, Biometrika Trust, vol. 96(1), pages 187-199.
- Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2004. "Dealing with Limited Overlap in Estimation of Average Treatment Effects," Working Papers 0716, University of Miami, Department of Economics, revised 12 Jun 2007.
- Hotz, V. Joseph & Crump, Richard K. & Mitnik, Oscar A. & Imbens, Guido, 2009. "Dealing with Limited Overlap in Estimation of Average Treatment Effects," Scholarly Articles 3007645, Harvard University Department of Economics.
- Halbert White & Karim Chalak, 2013. "Identification and Identification Failure for Treatment Effects Using Structural Systems," Econometric Reviews, Taylor & Francis Journals, vol. 32(3), pages 273-317, November.
- Flores, Carlos A. & Mitnik, Oscar A., 2009.
"Evaluating Nonexperimental Estimators for Multiple Treatments: Evidence from Experimental Data,"
IZA Discussion Papers
4451, Institute of Labor Economics (IZA).
- Carlos A. Flores & Oscar A. Mitnik, 2009. "Evaluating Nonexperimental Estimators for Multiple Treatments: Evidence from Experimental Data," Working Papers 2010-9, University of Miami, Department of Economics.
- Carlos A. Flores & Oscar A. Mitnik, 2009. "Evaluating Nonexperimental Estimators for Multiple Treatments: Evidence from Experimental Data," Working Papers 2010-10, University of Miami, Department of Economics.
- Marco Caliendo & Sabine Kopeinig, 2008.
"Some Practical Guidance For The Implementation Of Propensity Score Matching,"
Journal of Economic Surveys, Wiley Blackwell, vol. 22(1), pages 31-72, February.
- Marco Caliendo & Sabine Kopeinig, 2005. "Some Practical Guidance for the Implementation of Propensity Score Matching," Discussion Papers of DIW Berlin 485, DIW Berlin, German Institute for Economic Research.
- Caliendo, Marco & Kopeinig, Sabine, 2005. "Some Practical Guidance for the Implementation of Propensity Score Matching," IZA Discussion Papers 1588, Institute of Labor Economics (IZA).
- Toru Kitagawa & Chris Muris, 2013.
"Covariate selection and model averaging in semiparametric estimation of treatment effects,"
CeMMAP working papers
61/13, Institute for Fiscal Studies.
- Toru Kitagawa & Chris Muris, 2013. "Covariate selection and model averaging in semiparametric estimation of treatment effects," CeMMAP working papers CWP61/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Yukitoshi Matsushita & Taisuke Otsu & Keisuke Takahata, 2022. "Estimating density ratio of marginals to joint: Applications to causal inference," STICERD - Econometrics Paper Series 619, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Rahul Singh & Liyuan Xu & Arthur Gretton, 2020. "Kernel Methods for Causal Functions: Dose, Heterogeneous, and Incremental Response Curves," Papers 2010.04855, arXiv.org, revised Oct 2022.
- Donald, Stephen G. & Hsu, Yu-Chin, 2014.
"Estimation and inference for distribution functions and quantile functions in treatment effect models,"
Journal of Econometrics, Elsevier, vol. 178(P3), pages 383-397.
- Stephen G. Donald & Yu-Chin Hsu, 2012. "Estimation and Inference for Distribution Functions and Quantile Functions in Treatment Effect Models," IEAS Working Paper : academic research 12-A016, Institute of Economics, Academia Sinica, Taipei, Taiwan.
- Christoph Rothe, 2012.
"Partial Distributional Policy Effects,"
Econometrica, Econometric Society, vol. 80(5), pages 2269-2301, September.
- Rothe, Christoph, 2011. "Partial Distributional Policy Effects," IZA Discussion Papers 6076, Institute of Labor Economics (IZA).
- John C. Ham & Xianghong Li & Patricia B. Reagan, 2004.
"Propensity Score Matching, a Distance-Based Measure of Migration, and the Wage Growth of Young Men,"
Working Papers
2004_3, York University, Department of Economics.
- John C. Ham & Xianghong Li & Patricia Reagan, 2005. "Propensity score matching, a distance-based measure of migration, and the wage growth of young men," Staff Reports 212, Federal Reserve Bank of New York.
- John C. Ham & Xianghong Li & Patricia B. Reagan, 2004. "Propensity Score Matching, a Distance-Based Measure of Migration, and the Wage Growth of Young Men," IEPR Working Papers 05.13, Institute of Economic Policy Research (IEPR).
More about this item
Keywords
Bernstein copula; Data combination; Selection-on-observables; Distributional treatment effects; Counterfactual distribution; Regressions short and long;All these keywords.
JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C31 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions; Social Interaction Models
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:econom:v:235:y:2023:i:2:p:418-443. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/jeconom .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.