Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models
From MaRDI portal
Publication:2000839
DOI10.1016/j.jeconom.2018.12.024zbMath1452.62894arXiv1506.05275OpenAlexW3121136844MaRDI QIDQ2000839
Publication date: 1 July 2019
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1506.05275
curse of dimensionalitydiscrete choicepartial identificationconditional moment inequalitiesmonotone single index model
Cites Work
- Testing functional inequalities
- Regular quantal response equilibrium
- Semiparametric analysis of discrete response. Asymptotic properties of the maximum score estimator
- Non-parametric analysis of a generalized regression model. The maximum rank correlation estimator
- Median regression for ordered discrete response
- Maximum score estimation of the stochastic utility model of choice
- Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
- Nonparametric identification and estimation of polychotomous choice models
- Semiparametric methods in econometrics
- Leapfrog estimation of a fixed-effects model with unknown transformation of the dependent variable
- Partial identification of probability distributions.
- Rank estimation of a generalized fixed-effects regression model
- Asymptotically exact inference in conditional moment inequality~models
- Binary choice models with discrete regressors: identification and misspecification
- Weighted KS statistics for inference on conditional moment inequalities
- Consistent estimation with many moment inequalities
- An improved bootstrap test of stochastic dominance
- An integrated maximum score estimator for a generalized censored quantile regression model
- Multiscale adaptive inference on conditional moment inequalities
- Inference Based on Conditional Moment Inequalities
- Intersection Bounds: Estimation and Inference
- Distribution-Free Maximum Likelihood Estimator of the Binary Choice Model
- EXACT MEAN INTEGRATED SQUARED ERROR OF HIGHER ORDER KERNEL ESTIMATORS
- Semiparametric Analysis of Random Effects Linear Models from Binary Panel Data
- A Smoothed Maximum Score Estimator for the Binary Response Model
- TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES
- ADAPTIVE TESTS OF CONDITIONAL MOMENT INEQUALITIES
- Semiparametric Estimation of Index Coefficients
- Identification of Binary Response Models
- TESTING REGRESSION MONOTONICITY IN ECONOMETRIC MODELS
- Non‐standard rates of convergence of criterion‐function‐based set estimators for binary response models
- Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection
- An Efficient Semiparametric Estimator for Binary Response Models
- Estimation of the binary response model using a mixture of distributions estimator (MOD)
This page was built for publication: Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models
