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Sensitivity analysis using approximate moment condition models

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Cited by:

  1. Timothy B. Armstrong & Patrick Kline & Liyang Sun, 2023. "Adapting to Misspecification," Papers 2305.14265, arXiv.org, revised Aug 2024.
  2. Hahn, Jinyong & Hausman, Jerry & Kim, Jeonghwan, 2021. "A small sigma approach to certain problems in errors-in-variables models," Economics Letters, Elsevier, vol. 208(C).
  3. Stefano Della & Jörg Heining & Johannes F Schmieder & Simon Trenkle, 2023. "Evidence on Job Search Models from a Survey of Unemployed Workers in Germany," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 137(2), pages 1181-1232.
  4. Keisuke Hirano & Jack R. Porter, 2023. "Asymptotic Representations for Sequential Decisions, Adaptive Experiments, and Batched Bandits," Papers 2302.03117, arXiv.org, revised Feb 2025.
  5. Hwang, Jungbin & Kang, Byunghoon & Lee, Seojeong, 2022. "A doubly corrected robust variance estimator for linear GMM," Journal of Econometrics, Elsevier, vol. 229(2), pages 276-298.
  6. Zhaonan Qu & Yongchan Kwon, 2024. "Distributionally Robust Instrumental Variables Estimation," Papers 2410.15634, arXiv.org, revised Dec 2024.
  7. Isaiah Andrews & Matthew Gentzkow & Jesse M. Shapiro, 2020. "On the Informativeness of Descriptive Statistics for Structural Estimates," Econometrica, Econometric Society, vol. 88(6), pages 2231-2258, November.
  8. Timothy B. Armstrong & Michal Kolesár, 2020. "Sensitivity Analysis using Approximate Moment Condition Models," Working Papers 2020-28, Princeton University. Economics Department..
  9. Timothy B. Armstrong & Michal Kolesár, 2021. "Sensitivity analysis using approximate moment condition models," Quantitative Economics, Econometric Society, vol. 12(1), pages 77-108, January.
  10. Bo Honoré & Thomas Jørgensen & Áureo de Paula, 2020. "The informativeness of estimation moments," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(7), pages 797-813, November.
  11. Philipp Eisenhauer & Lena Janys & Christopher Walsh & Janós Gabler, 2023. "Structural Models for Policy-Making," CRC TR 224 Discussion Paper Series crctr224_2023_484, University of Bonn and University of Mannheim, Germany.
  12. Xin Liu, 2024. "Averaging Estimation for Instrumental Variables Quantile Regression," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 86(5), pages 1290-1312, October.
  13. Thomas H. Jørgensen, 2023. "Sensitivity to Calibrated Parameters," The Review of Economics and Statistics, MIT Press, vol. 105(2), pages 474-481, March.
  14. Victor Duarte & Diogo Duarte & Dejanir H. Silva, 2024. "Machine Learning for Continuous-Time Finance," CESifo Working Paper Series 10909, CESifo.
  15. Stéphane Bonhomme, 2020. "A Comment on: “On the Informativeness of Descriptive Statistics for Structural Estimates” by Isaiah Andrews, Matthew Gentzkow, and Jesse M. Shapiro," Econometrica, Econometric Society, vol. 88(6), pages 2259-2264, November.
  16. Stéphane Bonhomme & Martin Weidner, 2020. "Minimizing Sensitivity to Model Misspecification," CeMMAP working papers CWP37/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  17. Byunghoon Kang, 2018. "Higher Order Approximation of IV Estimators with Invalid Instruments," Working Papers 257105320, Lancaster University Management School, Economics Department.
  18. 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.
  19. Stéphane Bonhomme & Martin Weidner, 2022. "Minimizing sensitivity to model misspecification," Quantitative Economics, Econometric Society, vol. 13(3), pages 907-954, July.
  20. Timothy B. Armstrong & Michal Koles'ar & Soonwoo Kwon, 2020. "Bias-Aware Inference in Regularized Regression Models," Papers 2012.14823, arXiv.org, revised Aug 2023.
  21. Maximilian Blesch & Philipp Eisenhauer, 2023. "Robust Decision-Making under Risk and Ambiguity," Rationality and Competition Discussion Paper Series 463, CRC TRR 190 Rationality and Competition.
  22. Roy Allen & John Rehbeck, 2020. "Counterfactual and Welfare Analysis with an Approximate Model," Papers 2009.03379, arXiv.org.
  23. Isaiah Andrews & Matthew Gentzkow & Jesse M. Shapiro, 2020. "Transparency in Structural Research," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(4), pages 711-722, October.
  24. Chen, Xiaohong & Hansen, Lars Peter & Hansen, Peter G., 2024. "Robust inference for moment condition models without rational expectations," Journal of Econometrics, Elsevier, vol. 243(1).
  25. Naoya Sueishi, 2022. "A Misuse of Specification Tests," Papers 2211.11915, arXiv.org.
  26. Timothy Christensen & Benjamin Connault, 2023. "Counterfactual Sensitivity and Robustness," Econometrica, Econometric Society, vol. 91(1), pages 263-298, January.
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