The numerical delta method

DOI10.1016/j.jeconom.2018.06.007zbMath1452.62071OpenAlexW2810056586MaRDI QIDQ1792450

Han Hong, Jessie Li

Publication date: 12 October 2018

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2018.06.007

zbMATH Keywords

numerical differentiationdelta methoddirectional differentiability

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Computational methods for problems pertaining to statistics (62-08)

Related Items (12)

Posterior distribution of nondifferentiable functions ⋮ A history of the delta method and some new results ⋮ Instrument validity for heterogeneous causal effects ⋮ Testing for time stochastic dominance ⋮ Uniform inference for value functions ⋮ Assessing Sensitivity to Unconfoundedness: Estimation and Inference ⋮ Delta-method inference for a class of set-identified SVARs ⋮ Statistical Inference for Average Treatment Effects Estimated by Synthetic Control Methods ⋮ Inference on functionals under first order degeneracy ⋮ Applied welfare analysis for discrete choice with interval-data on income ⋮ Bounds on distributional treatment effect parameters using panel data with an application on job displacement ⋮ Editorial: Advance in theoretical econometrics -- essays in honor of Takeshi Amemiya

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