Minimizing sensitivity to model misspecification
From MaRDI portal
Publication:6067186
DOI10.3982/qe1930arXiv1807.02161OpenAlexW3125076136MaRDI QIDQ6067186
Stéphane Bonhomme, Martin Weidner
Publication date: 16 November 2023
Published in: Quantitative Economics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1807.02161
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Select the valid and relevant moments: an information-based Lasso for GMM with many moments
- Efficiency bounds for estimating linear functionals of nonparametric regression models with endogenous regressors
- Properties of the CUE estimator and a modification with moments
- Efficient shrinkage in parametric models
- Handbook of econometrics. Volume 2
- Robust Bayes and empirical Bayes analysis with \(\epsilon\)-contaminated priors
- Generalized method of moments specification testing
- Consistent estimation of the influence function of locally asymptotically linear estimators
- Statistical estimation and optimal recovery
- Robust asymptotic statistics
- Econometrics and decision theory
- Approximate models and robust decisions
- Ambiguity aversion and model misspecification: an economic perspective
- Average and Quantile Effects in Nonseparable Panel Models
- Robustness, Infinitesimal Neighborhoods, and Moment Restrictions
- Functional Differencing
- Distortions of Asymptotic Confidence Size in Locally Misspecified Moment Inequality Models
- Bounds on Parameters in Panel Dynamic Discrete Choice Models
- Semiparametric efficiency bounds
- A Modified Stein-like Estimator for the Reduced Form Coefficients of Simultaneous Equations
- The Asymptotic Variance of Semiparametric Estimators
- The Focused Information Criterion
- Education Choices in Mexico: Using a Structural Model and a Randomized Experiment to Evaluate PROGRESA
- Semiparametric Inference in Dynamic Binary Choice Models
- Inference in dynamic discrete choice problems under local misspecification
- Identification of Binary Response Models
- ADAPTIVE GMM SHRINKAGE ESTIMATION WITH CONSISTENT MOMENT SELECTION
- SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES
- On the Informativeness of Descriptive Statistics for Structural Estimates
- Robust Bayesian Inference for Set‐Identified Models
- Double/debiased machine learning for treatment and structural parameters
- Simple and honest confidence intervals in nonparametric regression
- Inference on breakdown frontiers
- Sensitivity analysis using approximate moment condition models
- Binary Response Models for Panel Data: Identification and Information
- ON THE ASYMPTOTIC SIZE DISTORTION OF TESTS WHEN INSTRUMENTS LOCALLY VIOLATE THE EXOGENEITY ASSUMPTION
- Entropic Latent Variable Integration via Simulation
- Robustness
- Robust Estimation of a Location Parameter
- Local Robustness in Bayesian Analysis
- Γ-Minimax: A Paradigm for Conservative Robust Bayesians
- Salvaging Falsified Instrumental Variable Models
- Stein-like 2SLS estimator
- Linear integral equations
- Robust Statistics
- Minimizing sensitivity to model misspecification
This page was built for publication: Minimizing sensitivity to model misspecification