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Confi dence Intervals for Projections of Partially Identifi ed Parameters
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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.
- Cherchye, Laurens & Cosaert, Sam & De Rock, Bram & Kerstens, Pieter Jan & Vermeulen, Frederic, 2018.
"Individual welfare analysis for collective households,"
Journal of Public Economics, Elsevier, vol. 166(C), pages 98-114.
- Laurens Cherchye & Sam Cosaert & Bram De Rock & Pieter Jan Kerstens & Frederic Vermeulen, 2017. "Individual welfare analysis for collective households," Working Papers of Department of Economics, Leuven 599737, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- Laurens Cherchye & Sam Cosaert & Bram De Rock & Pieter Jan Kerstens & Frederic Vermeulen, 2017. "Individual Welfare Analysis for Collective Households," Working Papers ECARES ECARES 2017-44, ULB -- Universite Libre de Bruxelles.
- 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.
- Steven T. Berry & Giovanni Compiani, 2020. "An Instrumental Variable Approach to Dynamic Models," NBER Working Papers 27756, National Bureau of Economic Research, Inc.
- Steven T. Berry & Giovanni Compiani, 2020. "An Instrumental Variable Approach to Dynamic Models," Working Papers 2020-106, Becker Friedman Institute for Research In Economics.
- Lafférs, Lukáš & Mellace, Giovanni, 2020. "Identification of the average treatment effect when SUTVA is violated," Discussion Papers on Economics 3/2020, University of Southern Denmark, Department of Economics.
- Xiaohong Chen & Timothy Christensen & Keith O’Hara & Elie Tamer, 2016.
"MCMC Confidence sets for Identified Sets,"
Cowles Foundation Discussion Papers
2037R, Cowles Foundation for Research in Economics, Yale University, revised Jul 2016.
- Xiaohong Chen & Timothy M. Christensen & Keith O'Hara & Elie Tamer, 2016. "MCMC confidence sets for identified sets," CeMMAP working papers CWP28/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Xiaohong Chen & Timothy Christensen & Elie Tamer, 2016. "MCMC Confidence sets for Identified Sets," Cowles Foundation Discussion Papers 2037, Cowles Foundation for Research in Economics, Yale University.
- Nirav Mehta, 2022. "A Partial Identification Approach to Identifying the Determinants of Human Capital Accumulation: An Application to Teachers," University of Western Ontario, Departmental Research Report Series 20221, University of Western Ontario, Department of Economics.
- 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.
- Khushboo Surana, 2022. "How different are we? Identifying the degree of revealed preference heterogeneity," Discussion Papers 22/09, Department of Economics, University of York.
- Yuichi Kitamura & Jörg Stoye, 2018.
"Nonparametric Analysis of Random Utility Models,"
Econometrica, Econometric Society, vol. 86(6), pages 1883-1909, November.
- Yuichi Kitamura & Jorg Stoye, 2016. "Nonparametric analysis of random utility models," CeMMAP working papers CWP27/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Jorg Stoye & Yuichi Kitamura, 2017. "Nonparametric analysis of random utility models," CeMMAP working papers 56/17, Institute for Fiscal Studies.
- Yuichi Kitamura & Jorg Stoye, 2016. "Nonparametric Analysis of Random Utility Models," Papers 1606.04819, arXiv.org, revised Sep 2018.
- Jorg Stoye & Yuichi Kitamura, 2017. "Nonparametric analysis of random utility models," CeMMAP working papers CWP56/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Yuichi Kitamura & Jörg Stoye, 2016. "Nonparametric analysis of random utility models," CeMMAP working papers 27/16, Institute for Fiscal Studies.
- Pakes, Ariel, 2017.
"Empirical tools and competition analysis: Past progress and current problems,"
International Journal of Industrial Organization, Elsevier, vol. 53(C), pages 241-266.
- Ariel Pakes, 2016. "Empirical Tools and Competition Analysis: Past Progress and Current Problems," NBER Working Papers 22086, National Bureau of Economic Research, Inc.
- Pakes, Ariel, 2017. "Empirical tools and competition analysis: Past progress and current problems," Scholarly Articles 34710163, Harvard University Department of Economics.
- 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.
- Bontemps, Christian & Kumar, Rohit, 2018. "A Geometric Approach to Inference in Set-Identified Entry Games," TSE Working Papers 18-943, Toulouse School of Economics (TSE), revised Mar 2019.
- Christian Bontemps & Rohit Kumar, 2020. "A Geometric Approach to Inference in Set-Identified Entry Games," Post-Print hal-02137356, HAL.
- Christian Bontemps & R. Kumar, 2020. "A Geometric Approach to Inference in Set identified Entry Games," Post-Print hal-03849554, HAL.
- Shengjie Hong & Yu-Chin Hsu & Yuanyuan Wan, 2023. "Subvector inference for Varying Coefficient Models with Partial Identification," Working Papers tecipa-756, University of Toronto, Department of Economics.
- Vishal Kamat, 2017. "Identifying the Effects of a Program Offer with an Application to Head Start," Papers 1711.02048, arXiv.org, revised Aug 2023.
- 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.
- Christian Bontemps & Rohit Kumar, 2019. "A Geometric Approach to Inference in Set-Identified Entry Games," Working Papers hal-02137356, HAL.
- 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.
- Zach Flynn, 2020.
"Identifying productivity when it is a factor of production,"
RAND Journal of Economics, RAND Corporation, vol. 51(2), pages 496-530, June.
- Flynn, Zach, 2018. "Identifying productivity when it is a factor of production," SocArXiv bwxfz, Center for Open Science.
- 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.
- Arie Beresteanu, 2016.
"Quantile Regression with Interval Data,"
Working Paper
5991, Department of Economics, University of Pittsburgh.
- Arie Beresteanu, 2020. "Quantile Regression with Interval Data," Working Paper 6899, Department of Economics, University of Pittsburgh.
- Laurens Cherchye & Bram De Rock & Khushboo Surana & Frederic Vermeulen, 2020.
"Marital Matching, Economies of Scale, and Intrahousehold Allocations,"
The Review of Economics and Statistics, MIT Press, vol. 102(4), pages 823-837, October.
- Laurens Cherchye & Bram De Rock & Khushboo Surana & Frederic Vermeulen, 2016. "Marital Matching, Economies of Scale and Intrahousehold Allocations," Working Papers ECARES ECARES 2016-34, ULB -- Universite Libre de Bruxelles.
- Laurens Cherchye & Bram De Rock & Khushboo Surana & Frederic Vermeulen, 2016. "Marital matching, economies of scale and intrahousehold allocations," Working Papers of Department of Economics, Leuven 551159, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- Cherchye, Laurens & De Rock, Bram & Surana, Khushboo & Vermeulen, Frederic, 2016. "Marital Matching, Economies of Scale and Intrahousehold Allocations," IZA Discussion Papers 10242, Institute of Labor Economics (IZA).
- 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.
- 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.
- Aguiar, Victor H. & Kashaev, Nail & Allen, Roy, 2023.
"Prices, profits, proxies, and production,"
Journal of Econometrics, Elsevier, vol. 235(2), pages 666-693.
- Victor H. Aguiar & Nail Kashaev & Roy Allen, 2018. "Prices, Profits, Proxies, and Production," Papers 1810.04697, arXiv.org, revised Jun 2022.
- Victor H. Aguiar & Nail Kashaev & Roy Allen, 2022. "Prices, Profits, Proxies, and Production," University of Western Ontario, Departmental Research Report Series 20226, University of Western Ontario, Department of Economics.
- Victor H. Aguiar & Roy Allen & Nail Kashaev, 2020. "Prices, Profits, Proxies, and Production," University of Western Ontario, Centre for Human Capital and Productivity (CHCP) Working Papers 20202, University of Western Ontario, Centre for Human Capital and Productivity (CHCP).
- 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.
- Hiroaki Kaido & Francesca Molinari & Jorg Stoye & Matthew Thirkettle, 2017. "Calibrated Projection in MATLAB: Users' Manual," Papers 1710.09707, arXiv.org.
- Sylvain Chassang & Kei Kawai & Jun Nakabayashi & Juan Ortner, 2022. "Robust Screens for Noncompetitive Bidding in Procurement Auctions," Econometrica, Econometric Society, vol. 90(1), pages 315-346, January.
- Paul S. Koh, 2022. "Estimating Discrete Games of Complete Information: Bringing Logit Back in the Game," Papers 2205.05002, arXiv.org, revised Aug 2024.
- 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.
- Levon Barseghyan & Maura Coughlin & Francesca Molinari & Joshua C. Teitelbaum, 2019. "Heterogeneous Choice Sets and Preferences," CeMMAP working papers CWP37/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Levon Barseghyan & Maura Coughlin & Francesca Molinari & Joshua C. Teitelbaum, 2019. "Heterogeneous Choice Sets and Preferences," Papers 1907.02337, arXiv.org, revised Feb 2021.
- Freyberger, Joachim & Rai, Yoshiyasu, 2018. "Uniform confidence bands: Characterization and optimality," Journal of Econometrics, Elsevier, vol. 204(1), pages 119-130.
- Francis J. DiTraglia & Camilo García-Jimeno, 2017. "Mis-classified, Binary, Endogenous Regressors: Identification and Inference," NBER Working Papers 23814, National Bureau of Economic Research, Inc.
- Christian Bontemps & Thierry Magnac, 2017.
"Set Identification, Moment Restrictions, and Inference,"
Annual Review of Economics, Annual Reviews, vol. 9(1), pages 103-129, September.
- Bontemps, Christian & Magnac, Thierry, 2017. "Set Identification, Moment Restrictions and Inference," TSE Working Papers 16-752, Toulouse School of Economics (TSE).
- Christian Bontemps & Thierry Magnac, 2017. "Set identification, moment restrictions, and inference," Post-Print hal-01575813, HAL.
- 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.
- Matias D. Cattaneo & Xinwei Ma & Yusufcan Masatlioglu & Elchin Suleymanov, 2020.
"A Random Attention Model,"
Journal of Political Economy, University of Chicago Press, vol. 128(7), pages 2796-2836.
- Matias D. Cattaneo & Xinwei Ma & Yusufcan Masatlioglu & Elchin Suleymanov, 2017. "A Random Attention Model," Papers 1712.03448, arXiv.org, revised Aug 2019.
- Cattaneo, Matias D & Ma, Xinwei & Masatlioglu, Yusufcan & Suleymanov, Elchin, 2020. "A Random Attention Model," University of California at San Diego, Economics Working Paper Series qt34m788c3, Department of Economics, UC San Diego.
- 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.
- Xiaohong Chen & Timothy M. Christensen & Elie Tamer, 2017. "Monte Carlo confidence sets for identified sets," CeMMAP working papers 43/17, Institute for Fiscal Studies.
- Adam Lee & Geert Mesters, 2021. "Robust non-Gaussian inference for linear simultaneous equations models," Economics Working Papers 1792, Department of Economics and Business, Universitat Pompeu Fabra.
- Hiroaki Kaido & Jiaxuan Li & Marc Rysman, 2018.
"Moment inequalities in the context of simulated and predicted variables,"
CeMMAP working papers
CWP26/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Hiroaki Kaido & Jiaxuan Li & Marc Rysman, 2018. "Moment Inequalities in the Context of Simulated and Predicted Variables," Papers 1804.03674, arXiv.org.
- Ganesh Karapakula, 2022. "An Axiomatic Framework for Cost-Benefit Analysis," Papers 2207.13033, arXiv.org.
- Panos Toulis, 2020. "Estimation of Covid-19 Prevalence from Serology Tests: A Partial Identification Approach," Papers 2006.16214, arXiv.org.
- 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.
- Xiaohong Chen & Timothy M. Christensen & Keith O'Hara & Elie Tamer, 2016. "MCMC confidence sets for identified sets," CeMMAP working papers 28/16, Institute for Fiscal Studies.
- Semenova, Vira, 2023. "Debiased machine learning of set-identified linear models," Journal of Econometrics, Elsevier, vol. 235(2), pages 1725-1746.
- Felix Chan & Laszlo Matyas & Agoston Reguly, 2024. "Modelling with Discretized Variables," Papers 2403.15220, arXiv.org.
- Shuowen Chen & Hiroaki Kaido, 2022. "Robust Tests of Model Incompleteness in the Presence of Nuisance Parameters," Papers 2208.11281, arXiv.org, revised Sep 2023.
- Bei, Xinyue, 2024. "Local linearization based subvector inference in moment inequality models," Journal of Econometrics, Elsevier, vol. 238(1).
- 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.