Local linearization based subvector inference in moment inequality models

DOI10.1016/j.jeconom.2023.105549OpenAlexW4388325662MaRDI QIDQ6152596

Xinyue Bei

Publication date: 13 February 2024

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2023.105549

zbMATH Keywords

hypothesis testingmoment inequalitiespartial identificationsubvector inference

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites Work

• Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities
• CVXGEN: a code generator for embedded convex optimization
• Inference for identifiable parameters in partially identified econometric models
• Weak convergence and empirical processes. With applications to statistics
• Specification tests for partially identified models defined by moment inequalities
• Inference Based on Conditional Moment Inequalities
• Intersection Bounds: Estimation and Inference
• VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES
• Bayesian inference in a class of partially identified models
• Inference for subvectors and other functions of partially identified parameters in moment inequality models
• Monte Carlo Confidence Sets for Identified Sets
• CONSTRAINT QUALIFICATIONS IN PARTIAL IDENTIFICATION
• Uniform Central Limit Theorems
• Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection
• Confidence Intervals for Projections of Partially Identified Parameters
• Estimation and Confidence Regions for Parameter Sets in Econometric Models

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