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Monte Carlo Confidence Sets for Identified Sets

Citations

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Cited by:

  1. Kitagawa, Toru & Montiel Olea, José Luis & Payne, Jonathan & Velez, Amilcar, 2020. "Posterior distribution of nondifferentiable functions," Journal of Econometrics, Elsevier, vol. 217(1), pages 161-175.
  2. Siddhartha Chib & Minchul Shin & Anna Simoni, 2022. "Bayesian estimation and comparison of conditional moment models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 84(3), pages 740-764, July.
  3. Drautzburg, Thorsten & Wright, Jonathan H., 2023. "Refining set-identification in VARs through independence," Journal of Econometrics, Elsevier, vol. 235(2), pages 1827-1847.
  4. 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.
  5. Hirano, Keisuke & Wright, Jonathan H., 2022. "Analyzing cross-validation for forecasting with structural instability," Journal of Econometrics, Elsevier, vol. 226(1), pages 139-154.
  6. Xiaohong Chen & Matthew Gentry & Tong Li & Jingfeng Lu, 2020. "Identification and Inference in First-Price Auctions with Risk Averse Bidders and Selective Entry," Cowles Foundation Discussion Papers 2257, Cowles Foundation for Research in Economics, Yale University.
  7. Centorrino, Samuele & Pérez-Urdiales, María, 2023. "Maximum likelihood estimation of stochastic frontier models with endogeneity," Journal of Econometrics, Elsevier, vol. 234(1), pages 82-105.
  8. Timothy Christensen & Hyungsik Roger Moon & Frank Schorfheide, 2022. "Optimal Decision Rules when Payoffs are Partially Identified," Papers 2204.11748, arXiv.org, revised May 2023.
  9. 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.
  10. Eleni Aristodemou, 2021. "A discrete choice model for partially ordered alternatives," CeMMAP working papers CWP35/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  11. Andrin Pelican & Bryan S. Graham, 2020. "An Optimal Test for Strategic Interaction in Social and Economic Network Formation between Heterogeneous Agents," NBER Working Papers 27793, National Bureau of Economic Research, Inc.
  12. Bertanha, Marinho & McCallum, Andrew H. & Seegert, Nathan, 2023. "Better bunching, nicer notching," Journal of Econometrics, Elsevier, vol. 237(2).
  13. Jean-Pierre Florens & Anna Simoni, 2021. "Revisiting Identification Concepts in Bayesian Analysis," Annals of Economics and Statistics, GENES, issue 144, pages 1-38.
  14. Odran Bonnet & Alfred Galichon & Yu-Wei Hsieh & Keith O’Hara & Matt Shum, 2022. "Yogurts Choose Consumers? Estimation of Random-Utility Models via Two-Sided Matching," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 89(6), pages 3085-3114.
  15. Raffaella Giacomini & Toru Kitagawa, 2021. "Robust Bayesian Inference for Set‐Identified Models," Econometrica, Econometric Society, vol. 89(4), pages 1519-1556, July.
  16. Liao, Yuan & Simoni, Anna, 2019. "Bayesian inference for partially identified smooth convex models," Journal of Econometrics, Elsevier, vol. 211(2), pages 338-360.
  17. 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.
  18. Ronak Jain & Vatsal Khandelwal, 2024. "Silent networks: The role of inaccurate beliefs in reducing useful social interactions," CSAE Working Paper Series 2024-06, Centre for the Study of African Economies, University of Oxford.
  19. Inoue, Atsushi & Kilian, Lutz, 2022. "Joint Bayesian inference about impulse responses in VAR models," Journal of Econometrics, Elsevier, vol. 231(2), pages 457-476.
  20. Emanuele Bacchiocchi & Toru Kitagawa, 2020. "Locally- but not globally-identified SVARs," CeMMAP working papers CWP40/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  21. Jean-Jacques Forneron, 2019. "Detecting Identification Failure in Moment Condition Models," Papers 1907.13093, arXiv.org, revised Oct 2023.
  22. Andreas Tryphonides, 2023. "Identifying Preferences when Households are Financially Constrained," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 51, pages 521-546, December.
  23. Raffaella Giacomini & Toru Kitagawa & Harald Uhlig, 2019. "Estimation Under Ambiguity," CeMMAP working papers CWP24/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  24. Crudu, Federico & Neri, Laura & Tiezzi, Silvia, 2021. "Family ties and child obesity in Italy," Economics & Human Biology, Elsevier, vol. 40(C).
  25. Xiaohong Chen & Lars Peter Hansen & Peter G. Hansen, 2020. "Robust identification of investor beliefs," Proceedings of the National Academy of Sciences, Proceedings of the National Academy of Sciences, vol. 117(52), pages 33130-33140, December.
  26. Panos Toulis, 2020. "Estimation of Covid-19 Prevalence from Serology Tests: A Partial Identification Approach," Papers 2006.16214, arXiv.org.
  27. Kline, Brendan, 2024. "Classical p-values and the Bayesian posterior probability that the hypothesis is approximately true," Journal of Econometrics, Elsevier, vol. 240(1).
  28. Bramoullé, Yann & Boucher, Vincent, 2020. "Binary Outcomes and Linear Interactions," CEPR Discussion Papers 15505, C.E.P.R. Discussion Papers.
  29. Joachim Freyberger & Bradley J. Larsen, 2022. "Identification in ascending auctions, with an application to digital rights management," Quantitative Economics, Econometric Society, vol. 13(2), pages 505-543, May.
  30. Christian Gourieroux & Joann Jasiak, 2022. "Structural Modelling of Dynamic Networks and Identifying Maximum Likelihood," Papers 2211.11876, arXiv.org.
  31. Laura Battaglia & Timothy M. Christensen & Stephen Hansen & Szymon Sacher, 2024. "Inference for regression with variables generated from unstructured data," CeMMAP working papers 10/24, Institute for Fiscal Studies.
  32. Eleni Aristodemou & Adam M. Rosen, 2022. "A discrete choice model for partially ordered alternatives," Quantitative Economics, Econometric Society, vol. 13(3), pages 863-906, July.
  33. Montiel Olea, José Luis & Nesbit, James, 2021. "(Machine) learning parameter regions," Journal of Econometrics, Elsevier, vol. 222(1), pages 716-744.
  34. Christopher D. Walker, 2024. "Semiparametric Bayesian Inference for a Conditional Moment Equality Model," Papers 2410.16017, arXiv.org.
  35. Raffaella Giacomini & Toru Kitagawa & Matthew Read, 2021. "Robust Bayesian Analysis for Econometrics," Working Paper Series WP-2021-11, Federal Reserve Bank of Chicago.
  36. Woosik Gong & Myung Hwan Seo, 2022. "Bootstraps for Dynamic Panel Threshold Models," Papers 2211.04027, arXiv.org, revised Sep 2024.
  37. Gregory Cox, 2020. "Weak Identification with Bounds in a Class of Minimum Distance Models," Papers 2012.11222, arXiv.org, revised Dec 2022.
  38. Andreas Tryphonides, 2020. "Heterogeneity and the Dynamic Effects of Aggregate Shocks," Papers 2007.14022, arXiv.org.
  39. Andreas Tryphonides, 2023. "Identifying Preferences when Households are Financially Constrained," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 51, pages 521-546, December.
  40. Isaiah Andrews & Anna Mikusheva, 2022. "Optimal Decision Rules for Weak GMM," Econometrica, Econometric Society, vol. 90(2), pages 715-748, March.
  41. Timothy Christensen & Benjamin Connault, 2023. "Counterfactual Sensitivity and Robustness," Econometrica, Econometric Society, vol. 91(1), pages 263-298, January.
  42. Christoph Breunig & Ruixuan Liu & Zhengfei Yu, 2022. "Double Robust Bayesian Inference on Average Treatment Effects," Papers 2211.16298, arXiv.org, revised Oct 2024.
  43. Bei, Xinyue, 2024. "Local linearization based subvector inference in moment inequality models," Journal of Econometrics, Elsevier, vol. 238(1).
  44. Shuowen Chen & Hiroaki Kaido, 2022. "Robust Tests of Model Incompleteness in the Presence of Nuisance Parameters," Papers 2208.11281, arXiv.org, revised Sep 2023.
  45. Gregory Cox, 2022. "A Generalized Argmax Theorem with Applications," Papers 2209.08793, arXiv.org.
  46. Toulis, Panos, 2021. "Estimation of Covid-19 prevalence from serology tests: A partial identification approach," Journal of Econometrics, Elsevier, vol. 220(1), pages 193-213.
  47. Laura Battaglia & Timothy Christensen & Stephen Hansen & Szymon Sacher, 2024. "Inference for Regression with Variables Generated by AI or Machine Learning," Papers 2402.15585, arXiv.org, revised Dec 2024.
  48. Panos Toulis, 2020. "Estimation of COVID-19 Prevalence from Serology Tests: A Partial Identification Approach," Working Papers 2020-54_Revised, Becker Friedman Institute for Research In Economics.
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