Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities

From MaRDI portal
Publication:295704

DOI10.1016/j.jeconom.2008.08.001zbMath1418.62533OpenAlexW2118701805MaRDI QIDQ295704

Adam M. Rosen

Publication date: 13 June 2016

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2008.08.001




Related Items (33)

A test of non-identifying restrictions and confidence regions for partially identified parametersEstimation with overidentifying inequality moment conditionsImproving confidence set estimation when parameters are weakly identifiedNon-standard tests through a composite null and alternative in point-identified parametersBayesian analysis in moment inequality modelsVALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIESBounds on treatment effects on transitionsEconometric inference on a large Bayesian game with heterogeneous beliefsDynamic discrete choice models with incomplete data: sharp identificationLocal linearization based subvector inference in moment inequality modelsPartially identifying competing risks models: an application to the war on cancerEmpirical framework for two-player repeated games with random statesIDENTIFICATION AND INFERENCE ON REGRESSIONS WITH MISSING COVARIATE DATABinary choice models with discrete regressors: identification and misspecificationInference for VARs identified with sign restrictionsJackknife empirical likelihood for inequality constraints on regular functionalsA geometric approach to inference in set-identified entry gamesEvaluating treatment protocols using data combinationEL inference for partially identified models: large deviations optimality and bootstrap validityBayesian inference for partially identified smooth convex modelsThe Bayesian and frequentist approaches to testing a one-sided hypothesis about a multivariate meanCOMPARISON OF INFERENTIAL METHODS IN PARTIALLY IDENTIFIED MODELS IN TERMS OF ERROR IN COVERAGE PROBABILITYConsistent estimation with many moment inequalitiesNonparametric inference for counterfactual means: bias-correction, confidence sets, and weak IVTesting multiple inequality hypotheses: a smoothed indicator approachA dual approach to inference for partially identified econometric modelsSet identification of the censored quantile regression model for short panels with fixed effectsSet identification via quantile restrictions in short panelsConfidence intervals for the quantile of treatment effects in randomized experimentsInference in partially identified models with many moment inequalities using LassoDiscussion on: ``Bootstrap methods for dependent data: a reviewBahadur intercept with applications to one-sided testingMore on monotone instrumental variables



Cites Work


This page was built for publication: Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities