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Asymptotically Efficient Estimation of Models Defined by Convex Moment Inequalities
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Cited by:
- 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.
- Hiroaki Kaido, 2013. "Asymptotically Efficient Estimation of Weighted Average Derivatives with an Inverval Censored Variable," Boston University - Department of Economics - Working Papers Series 2013-022, Boston University - Department of Economics.
- Hiroaki Kaido, 2014. "Asymptotically efficient estimation of weighted average derivatives with an interval censored variable," CeMMAP working papers 03/14, Institute for Fiscal Studies.
- Hiroaki Kaido, 2014. "Asymptotically efficient estimation of weighted average derivatives with an interval censored variable," CeMMAP working papers CWP03/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Liao, Yuan & Simoni, Anna, 2012.
"Semi-parametric Bayesian Partially Identified Models based on Support Function,"
MPRA Paper
43262, University Library of Munich, Germany.
- Yuan Liao & Anna Simoni, 2012. "Semi-parametric Bayesian Partially Identified Models based on Support Function," Papers 1212.3267, arXiv.org, revised Nov 2013.
- Victor Chernozhukov & Emre Kocatulum & Konrad Menzel, 2015.
"Inference on sets in finance,"
Quantitative Economics, Econometric Society, vol. 6(2), pages 309-358, July.
- Victor Chernozhukov & Emre Kocatulum & Konrad Menzel, 2012. "Inference on sets in finance," CeMMAP working papers CWP04/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Emre Kocatulum & Konrad Menzel, 2012. "Inference on Sets in Finance," Papers 1211.4282, arXiv.org.
- Victor Chernozhukov & Emre Kocatulum & Konrad Menzel, 2012. "Inference on sets in finance," CeMMAP working papers 04/12, Institute for Fiscal Studies.
- Victor Chernozhukov & Emre Kocatulum & Konrad Menzel, 2012. "Inference on sets in finance," CeMMAP working papers 46/12, Institute for Fiscal Studies.
- Victor Chernozhukov & Emre Kocatulum & Konrad Menzel, 2012. "Inference on sets in finance," CeMMAP working papers CWP46/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Otsu, Taisuke & Xu, Ke-Li & Matsushita, Yukitoshi, 2015.
"Empirical likelihood for regression discontinuity design,"
Journal of Econometrics, Elsevier, vol. 186(1), pages 94-112.
- Taisuke Otsu & Ke-Li Xu, 2011. "Empirical Likelihood for Regression Discontinuity Design," Cowles Foundation Discussion Papers 1799, Cowles Foundation for Research in Economics, Yale University.
- Otsu, Taisuke & Xu, Ke-Li & Matsushita, Yukitoshi, 2015. "Empirical likelihood for regression discontinuity design," LSE Research Online Documents on Economics 58513, London School of Economics and Political Science, LSE Library.
- Otsu, Taisuke & Matsushita, Yukitoshi & Xu, Ke-Li, 2014. "Empirical likelihood for regression discontinuity design," LSE Research Online Documents on Economics 58065, London School of Economics and Political Science, LSE Library.
- Yukitoshi Matsushita & Taisuke Otsu & Ke-Li Xu, 2014. "Empirical Likelihood for Regression Discontinuity Design," STICERD - Econometrics Paper Series 573, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- 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.
- Ivan A. Canay & Azeem M. Shaikh, 2016. "Practical and theoretical advances in inference for partially identified models," CeMMAP working papers CWP05/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- Sukjin Han & Hiroaki Kaido & Lorenzo Magnolfi, 2024. "Testing Information Ordering for Strategic Agents," Papers 2402.19425, arXiv.org.
- Hiroaki Kaido & Francesca Molinari & Jörg Stoye, 2019.
"Confidence Intervals for Projections of Partially Identified Parameters,"
Econometrica, Econometric Society, vol. 87(4), pages 1397-1432, July.
- Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2016. "Confi dence Intervals for Projections of Partially Identi fied Parameters," Boston University - Department of Economics - Working Papers Series wp2016-001, Boston University - Department of Economics.
- Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2016. "Confidence Intervals for Projections of Partially Identified Parameters," Papers 1601.00934, arXiv.org, revised Jun 2019.
- Hiroaki Kaido & Francesca Molinari & Jörg Stoye, 2016. "Confidence intervals for projections of partially identified parameters," CeMMAP working papers 02/16, Institute for Fiscal Studies.
- Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2017. "Confidence intervals for projections of partially identified parameters," CeMMAP working papers CWP49/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Stoye, Joerg & Kaido, Hiroaki & Molinari, Francesca, 2016. "Confidence Intervals for Projections of Partially Identified Parameters," VfS Annual Conference 2016 (Augsburg): Demographic Change 145485, Verein für Socialpolitik / German Economic Association.
- Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2017. "Confidence intervals for projections of partially identified parameters," CeMMAP working papers 49/17, Institute for Fiscal Studies.
- Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2016. "Confidence intervals for projections of partially identified parameters," CeMMAP working papers CWP02/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2019. "Confi dence Intervals for Projections of Partially Identifi ed Parameters," CeMMAP working papers CWP26/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- 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.
- Kaido, Hiroaki, 2016. "A dual approach to inference for partially identified econometric models," Journal of Econometrics, Elsevier, vol. 192(1), pages 269-290.
- Kline Patrick & Santos Andres, 2012.
"A Score Based Approach to Wild Bootstrap Inference,"
Journal of Econometric Methods, De Gruyter, vol. 1(1), pages 23-41, August.
- Patrick M. Kline & Andres Santos, 2010. "A Score Based Approach to Wild Bootstrap Inference," NBER Working Papers 16127, National Bureau of Economic Research, Inc.
- 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.
- Qihui Chen & Zheng Fang, 2019. "Inference on Functionals under First Order Degeneracy," Papers 1901.04861, arXiv.org.
- , 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.
- 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.
- Magnac, Thierry, 2014. "Identification partielle: méthodes et conséquences pour les applications empiriques," IDEI Working Papers 814, Institut d'Économie Industrielle (IDEI), Toulouse.
- Magnac, Thierry, 2014. "Identification partielle: méthodes et conséquences pour les applications empiriques," TSE Working Papers 14-458, Toulouse School of Economics (TSE).
- 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.
- Undral Byambadalai, 2022. "Identification and Inference for Welfare Gains without Unconfoundedness," Papers 2207.04314, arXiv.org.
- Ashesh Rambachan & Jonathan Roth, 2023. "A More Credible Approach to Parallel Trends," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 90(5), pages 2555-2591.
- Francesca Molinari, 2020.
"Microeconometrics with Partial Identification,"
Papers
2004.11751, arXiv.org.
- Francesca Molinari, 2020. "Microeconometrics with Partial Identi?cation," CeMMAP working papers CWP15/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Karun Adusumilli & Taisuke Otsu, 2017.
"Empirical Likelihood for Random Sets,"
Journal of the American Statistical Association, Taylor & Francis Journals, vol. 112(519), pages 1064-1075, July.
- Adusumilli, Karun & Otsu, Taisuke, 2014. "Empirical likelihood for random sets," LSE Research Online Documents on Economics 58064, London School of Economics and Political Science, LSE Library.
- Karun Adusumilli & Taisuke Otsu, 2014. "Empirical Likelihood for Random Sets," STICERD - Econometrics Paper Series 574, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Adusumilli, Karun & Otsu, Taisuke, 2017. "Empirical likelihood for random sets," LSE Research Online Documents on Economics 76770, London School of Economics and Political Science, LSE Library.
- 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.
- 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.
- Arun Chandrasekhar & Victor Chernozhukov & Francesca Molinari & Paul Schrimpf, 2019.
"Best linear approximations to set identified functions: with an application to the gender wage gap,"
CeMMAP working papers
CWP09/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Arun Chandrasekhar & Victor Chernozhukov & Francesca Molinari & Paul Schrimpf, 2019. "Best linear approximations to set identified functions: with an application to the gender wage gap," CeMMAP working papers 09/19, Institute for Fiscal Studies.
- Arun G. Chandrasekhar & Victor Chernozhukov & Francesca Molinari & Paul Schrimpf, 2019. "Best Linear Approximations to Set Identified Functions: With an Application to the Gender Wage Gap," NBER Working Papers 25593, National Bureau of Economic Research, Inc.
- 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.
- 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.
- Bulat Gafarov, 2019. "Simple subvector inference on sharp identified set in affine models," Papers 1904.00111, arXiv.org, revised Jul 2024.
- Phillip Heiler & Asbj{o}rn Kaufmann & Bezirgen Veliyev, 2024. "Treatment Evaluation at the Intensive and Extensive Margins," Papers 2412.11179, arXiv.org.
- Francesca Molinari, 2019. "Econometrics with Partial Identification," CeMMAP working papers CWP25/19, Centre for Microdata Methods and Practice, 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.
- repec:cep:stiecm:/2014/574 is not listed on IDEAS
- David Pacini, 2012. "Least Square Linear Prediction with Two-Sample Data," Bristol Economics Discussion Papers 12/631, School of Economics, University of Bristol, UK.
- 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.