Confidence Sets for Partially Identified Parameters that Satisfy a Finite Number of Moment Inequalities

No abstract is available for this paper.

• Publication year

  2006

• Venue

  Journal of Econometrics

• Publication date

  2006-12-11

• Fields of study

  Mathematics

• Identifiers
  DOI 10.1016/J.JECONOM.2008.08.001
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

• Market Structure and Multiple Equilibria in Airline Markets

  2009cited by this paper
• Specification testing under moment inequalities

  2008cited by this paper
• Con dence Sets for Some Partially Identi

  2007cited by this paper
• Estimation and Confidence Regions for Parameter Sets in Econometric Models

  2007cited by this paper
• Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection

  2007influential reference
• Identification and Estimation of Firms' Marginal Cost Functions with Incomplete Knowledge of Strategic Behavior

  2007cited by this paper
• The Limit of Finite-Sample Size and a Problem With Subsampling

  2007cited by this paper
• Constrained Statistical Inference: Inequality, Order, and Shape Restrictions

  2006cited by this paper
• Inference for identifiable parameters in partially identified econometric models

  2006cited by this paper
• Inference for the identified set in partially identified econometric models

  2006cited by this paper
• Asymptotic Properties for a Class of Partially Identified Models

  2006cited by this paper
• The limit of finite sample size and a problem with subsampling (joint with D.W.K. Andrews), June 2005, this version March 2007

  2006cited by this paper
• Boosting Your Instruments: Estimation with Overidentifying Inequality Moment Conditions

  2006cited by this paper
• Inference in Incomplete Models

  2006cited by this paper
• Dilation Bootstrap: A Natural Approach to Inference in Incomplete Models

  2006cited by this paper
• Testing Parameters in GMM without Assuming that they are identified

  2005cited by this paper
• Best Nonparametric Bounds on Demand Responses

  2005cited by this paper
• THE LIMIT OF FINITE-SAMPLE SIZE AND A PROBLEM WITH SUBSAMPLING

  2005cited by this paper
• Changes in the Distribution of Male and Female Wages Accounting for Employment Composition Using Bounds

  2004cited by this paper
• Parameter Set Inference in a Class of Econometric Models

  2004cited by this paper
• Partial Identi…cation of Probability Distributions with Misclassi…ed Data

  2004cited by this paper
• Confidence Regions for Parameters in Discrete Games with Multiple Equilibria, with an Application to Discount Chain Store Location

  2004cited by this paper
• GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS AND TESTS UNDER PARTIAL, WEAK, AND STRONG IDENTIFICATION

  2003cited by this paper
• Confidence Intervals for Partially Identified Parameters

  2003cited by this paper
• Generalized Empirical Likelihood Estimators and Tests under Partial , Weak and Strong Identification 1

  2003cited by this paper
• Partial Identification of Probability Distributions

  2003cited by this paper
• Changes In The Distribution Of Male And Female Wages Accounting For Employment Composition

  2002cited by this paper
• Estimation of a Censored Dynamic Panel Data Model

  2002cited by this paper
• Inference on Regressions with Interval Data on a Regressor or Outcome

  2002cited by this paper
• Testing When a Parameter Is on the Boundary of the Maintained Hypothesis

  2001cited by this paper
• Constrained Statistical Inference: Inequality, Order, and Shape Restrictions

  2001cited by this paper
• GMM WITH WEAK IDENTIFICATION

  2000cited by this paper
• Nonparametric Analysis of Randomized Experiments with Missing Covariate and Outcome Data

  2000cited by this paper
• Estimation When a Parameter is on a Boundary

  1999influential reference
• 3. Bounding Disagreements about Treatment Effects: A Case Study of Sentencing and Recidivism

  1998cited by this paper
• Monotone Instrumental Variables: With an Application to the Returns to Schooling

  1998cited by this paper
• Matrix Algebra From a Statistician's Perspective

  1998cited by this paper
• Some Impossibility Theorems in Econometrics with Applications to Structural and Dynamic Models

  1997cited by this paper
• Instrumental Variables Regression with Weak Instruments

  1997cited by this paper
• Bounds on Treatment Effects from Studies with Imperfect Compliance

  1997cited by this paper
• Bounding Causal Effects Using Data from a Contaminated Natural Experiment: Analysing the Effects of Teenage Childbearing

  1997cited by this paper
• Large Sample Confidence Regions Based on Subsamples under Minimal Assumptions

  1994cited by this paper
• The Local Nature of Hypothesis Tests Involving Inequality Constraints in Nonlinear Models

  1991cited by this paper
• The Selection Problem

  1990cited by this paper
• Anatomy of the Selection Problem

  1989cited by this paper
• An Exact Test for Multiple Inequality and Equality Constraints in the Linear Regression Model

  1987cited by this paper
• Large sample estimation and hypothesis testing

  1986cited by this paper
• Wald Criteria for Jointly Testing Equality and Inequality

  1986cited by this paper
• Consistent Sets of Estimates for Regressions with Errors in All Variables

  1984cited by this paper
• Likelihood Ratio Test, Wald Test, and Kuhn-Tucker Test in Linear Models with Inequality Constraints on the Regression Parameters

  1982cited by this paper
• One-Sided Testing Problems in Multivariate Analysis

  1969influential reference
• A multivariate analogue of the one-sided test

  1963influential reference
• Testing Statistical Hypotheses

  1959cited by this paper
• A TEST OF HOMOGENEITY FOR ORDERED ALTERNATIVES. II

  1959cited by this paper
• Sur les tableaux de correlation dont les marges sont donnees

  1951cited by this paper
• The Asymptotic Properties of Estimates of the Parameters of a Single Equation in a Complete System of Stochastic Equations

  1950cited by this paper
• Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations

  1949influential reference
• Statistical Confluence Analysis by means of Complete Regression Systems

  1935cited by this paper
• Statistical confluence analysis by means of complete regression systems

  1934cited by this paper

• Inference on Partially Identified Parameters with Separable Nuisance Parameters: a Two-Stage Method

  2025cites this paper
• Efficient Computation of Confidence Sets Using Classification on Equidistributed Grids

  2024influential citation
• Local linearization based subvector inference in moment inequality models

  2024cites this paper
• Local Linearization Based Subvector Inference in Moment Inequality Models

  2023cites this paper
• Econometric inference on a large Bayesian game with heterogeneous beliefs

  2023cites this paper
• A User’s Guide for Inference in Models Defined by Moment Inequalities

  2023cites this paper
• Misspecified Moment Inequality Models: Inference and Diagnostics

  2023cites this paper
• Bootstrap Hausdorff Confidence Regions for Average Treatment Effect Identified Sets

  2023cites this paper
• Synthetic Decomposition for Counterfactual Predictions

  2023cites this paper
• Dynamic Discrete Choice Models with Incomplete Data: Sharp Identification

  2023cites this paper
• Empirical Framework for Two-Player Repeated Games with Random States

  2022cites this paper
• Repositioning and market power after airline mergers

  2022cites this paper
• SURFACE at Syracuse University SURFACE at Syracuse University

  2022cites this paper
• Misspecied Moment Inequality Models: Diagnostics and Inference

  2021cites this paper
• Partially identifying competing risks models: An application to the war on cancer

  2021cites this paper
• Learning your own ability

  2020cites this paper
• Simple misspecification adaptive inference for interval identified parameters

  2020cites this paper
• Jackknife empirical likelihood for inequality constraints on regular functionals

  2020cites this paper
• Competition and mergers in the retail market for toys

  2020cites this paper
• A geometric approach to inference in set-identified entry games

  2020cites this paper
• Microeconometrics with partial identification

  2020influential citation
• Bahadur intercept with applications to one-sided testing

  2020cites this paper
• An Econometric Model of Network Formation with an Application to Board Interlocks between Firms

  2020cites this paper
• Microeconometrics with Partial Identification

  2020influential citation
• Essays on the structural analysis of auction markets

  2019cites this paper
• Essays on partially identifying models and their applications

  2019cites this paper
• Ju l 2 01 9 A Simple Uniformly Valid Test for Inequalities ∗

  2019influential citation
• Inference for Linear Conditional Moment Inequalities

  2019cites this paper
• Bayesian inference for partially identified smooth convex models

  2019influential citation
• Exact Testing of Many Moment Inequalities Against Multiple Violations

  2019cites this paper
• Simple Adaptive Size-Exact Testing for Full-Vector and Subvector Inference in Moment Inequality Models

  2019cites this paper
• Subvector inference in PI models with many moment inequalities

  2019influential citation
• Best linear approximations to set identified functions: with an application to the gender wage gap

  2019cites this paper
• A Simple Uniformly Valid Test for Inequalities

  2019cites this paper
• Subvector Inference in Partially Identified Models with Many Moment Inequalities

  2018influential citation
• Generalized instrumental variable models, methods, and applications

  2018cites this paper
• GEL-based inference with unconditional moment inequality restrictions

  2018influential citation
• Testing the rationality of expectations of qualitative outcomes

  2018cites this paper
• Moment Inequalities in the Context of Simulated and Predicted Variables

  2018cites this paper
• NBER WORKING PAPER SERIES ENDOGENOUS AND SELECTIVE SERVICE CHOICES AFTER AIRLINE MERGERS

  2018cites this paper
• An empirical model of non‐equilibrium behavior in games

  2018cites this paper
• Generalized instrumental variable models

  2017cites this paper
• Series EDP-1 80 2 GEL-Based Inference from Unconditional Moment Inequality Restrictions

  2017influential citation
• Inference for subvectors and other functions of partially identified parameters in moment inequality models

  2017influential citation
• Inference for subvectors and other functions of partially identified parameters in moment inequality models

  2017cites this paper
• Econometric analysis of network formation models

  2017influential citation
• Set Identification, Moment Restrictions and Inference

  2017cites this paper
• Identification in Models with Discrete Variables

  2017cites this paper
• Bahadur intercept with applications to one-sided testing

  2017cites this paper
• Do Judges Have Tastes for Discrimination? Evidence from Criminal Courts

  2017cites this paper
• Child disability, welfare payments, marital status and mothers’ labor supply: Evidence from Australia

  2017cites this paper
• Measuring Segregation on Small Units: A Partial Identification Analysis

  2017cites this paper
• Identification and Asymptotic Approximations: Three Examples of Progress in Econometric Theory

  2017cites this paper
• IDENTIFICATION AND INFERENCE ON REGRESSIONS WITH MISSING COVARIATE DATA

  2017cites this paper
• Inference in semiparametric conditional moment models with partial identification

  2017cites this paper
• Inference for subvectors and other functions of partially identified parameters in moment inequality models

  2017influential citation
• Nonparametric Analysis of Random Utility Models

  2016cites this paper
• Treatment Effects With Unobserved Heterogeneity: A Set Identification Approach

  2016cites this paper
• Essays on Microeconometrics

  2016cites this paper
• Practical and theoretical advances in inference for partially identified models

  2016cites this paper
• Measuring Social Interaction Effects When Instruments Are Weak

  2016cites this paper
• Monte Carlo Confidence Sets for Identified Sets

  2016influential citation
• MCMC confidence sets for identified sets

  2016influential citation
• Credibility of Confidence Sets in Nonstandard Econometric Problems

  2016cites this paper
• Confi dence Intervals for Projections of Partially Identifi ed Parameters

  2016cites this paper
• Improving confidence set estimation when parameters are weakly identified

  2016cites this paper
• Supplement to \Inference for Subvectors and Other Functions of Partially Identied Parameters in Moment Inequality Models"

  2016cites this paper
• A dual approach to inference for partially identified econometric models

  2016cites this paper
• Inference in partially identified models with many moment inequalities using Lasso

  2016cites this paper
• Bayesian inference in a class of partially identified models

  2016cites this paper
• The role of direct flights in trade costs

  2016cites this paper
• Inference in Moment Inequality Models with Combined Data Sources

  2015cites this paper
• Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors

  2015cites this paper
• Heterogeneous Treatment Effects with Mismeasured Endogenous Treatment

  2015cites this paper
• Bounds on treatment effects on transitions

  2015cites this paper
• Moment Inequalities and Their Application

  2015cites this paper
• Econometricians Have Their Moments: GMM at 32

  2015cites this paper
• Characterizations of identified sets delivered by structural econometric models

  2015cites this paper
• Distance and Political Boundaries: Estimating Border Effects under Inequality Constraints

  2015cites this paper
• Combinatorial approach to inference in partially identified incomplete structural models

  2015cites this paper
• Identifying and Testing Models of Managerial Compensation

  2015cites this paper
• Set identification of the censored quantile regression model for short panels with fixed effects

  2015cites this paper
• Treatment response with social interactions: Partial identification via monotone comparative statics

  2015cites this paper
• Testing Instrument Validity for LATE Identification Based on Inequality Moment Constraints

  2015cites this paper
• Inference in Moment Inequality Models with Combined Data Sources

  2015cites this paper
• Partial identification in applied research: Benefits and challenges

  2015cites this paper
• Nonparametric inference for counterfactual means: Bias-correction, confidence sets, and weak IV

  2014cites this paper
• The identification power of smoothness assumptions in models with counterfactual outcomes

  2014influential citation
• Treatment Effects with Unobserved Heterogeneity : A Set Identification Approach Paper No

  2014cites this paper
• Inference for functions of partially identified parameters in moment inequality models

  2014cites this paper
• Asymptotically Efficient Estimation of Models Defined by Convex Moment Inequalities

  2014cites this paper
• Asymptotically Efficient Estimation of Models Defined by Convex Moment Inequalities

  2014cites this paper
• POINT DECISIONS FOR INTERVAL–IDENTIFIED PARAMETERS

  2014cites this paper
• Inference on Projections of Identified Sets ∗

  2014cites this paper
• COMPARISON OF INFERENTIAL METHODS IN PARTIALLY IDENTIFIED MODELS IN TERMS OF ERROR IN COVERAGE PROBABILITY

  2014cites this paper
• Treatment Response with Social Interactions : Partial Identi cation via Monotone Comparative Statics

  2014cites this paper
• Semiparametric Inference in Dynamic Binary Choice Models, Second Version

  2014cites this paper
• On the Computation of Size-Correct Power-Directed Tests with Null Hypotheses Characterized by Inequalities ∗

  2014cites this paper
• Analyse en identification partielle de la décision d'émigrer des étudiants africains

  2014influential citation
• Consistent estimation with many moment inequalities

  2014cites this paper