Asymptotic Properties for a Class of Partially Identified Models
From MaRDI portal
Publication:3521268
DOI10.1111/j.1468-0262.2008.00859.xzbMath1274.62136OpenAlexW3123028418MaRDI QIDQ3521268
Francesca Molinari, Arie Beresteanu
Publication date: 21 August 2008
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://cae.economics.cornell.edu/06-07.pdf
Parametric tolerance and confidence regions (62F25) Parametric hypothesis testing (62F03) Point estimation (62F10) Asymptotic properties of parametric tests (62F05)
Related Items (52)
UNIFORM INFERENCE IN A GENERALIZED INTERVAL ARITHMETIC CENTER AND RANGE LINEAR MODEL ⋮ Bootstrap confidence sets for the Aumann mean of a random closed set ⋮ Partial identification of probability distributions with misclassified data ⋮ SPECIFICATION TEST FOR MISSING FUNCTIONAL DATA ⋮ Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities ⋮ A multivalued strong law of large numbers ⋮ A test of non-identifying restrictions and confidence regions for partially identified parameters ⋮ Multiscale adaptive inference on conditional moment inequalities ⋮ Non-standard tests through a composite null and alternative in point-identified parameters ⋮ Bayesian analysis in moment inequality models ⋮ VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES ⋮ Structural estimation of pairwise stable networks with nonnegative externality ⋮ Local regression smoothers with set-valued outcome data ⋮ Depth and outliers for samples of sets and random sets distributions ⋮ Prices, profits, proxies, and production ⋮ Debiased machine learning of set-identified linear models ⋮ Dynamic discrete choice models with incomplete data: sharp identification ⋮ ASYMPTOTICALLY EFFICIENT ESTIMATION OF WEIGHTED AVERAGE DERIVATIVES WITH AN INTERVAL CENSORED VARIABLE ⋮ IDENTIFICATION AND INFERENCE ON REGRESSIONS WITH MISSING COVARIATE DATA ⋮ Partial identification in binary response models with nonignorable nonresponses ⋮ Inference for identifiable parameters in partially identified econometric models ⋮ Weighted KS statistics for inference on conditional moment inequalities ⋮ Statistical modeling under partial identification: distinguishing three types of identification regions in regression analysis with interval data ⋮ Semiparametric identification in panel data discrete response models ⋮ A geometric approach to inference in set-identified entry games ⋮ A set arithmetic-based linear regression model for modelling interval-valued responses through real-valued variables ⋮ Inclusion degree tests for the Aumann expectation of a random interval ⋮ EL inference for partially identified models: large deviations optimality and bootstrap validity ⋮ Bayesian inference for partially identified smooth convex models ⋮ Applied welfare analysis for discrete choice with interval-data on income ⋮ Skip sequencing: A decision problem in questionnaire design ⋮ Mark-recapture techniques in statistical tests for imprecise data ⋮ The Bayesian and frequentist approaches to testing a one-sided hypothesis about a multivariate mean ⋮ COMPARISON OF INFERENTIAL METHODS IN PARTIALLY IDENTIFIED MODELS IN TERMS OF ERROR IN COVERAGE PROBABILITY ⋮ Nonparametric inference for counterfactual means: bias-correction, confidence sets, and weak IV ⋮ Nonparametric inference based on conditional moment inequalities ⋮ Set-valued and interval-valued stationary time series ⋮ A dual approach to inference for partially identified econometric models ⋮ Set identification of the censored quantile regression model for short panels with fixed effects ⋮ Inferential studies for a flexible linear regression model for interval-valued variables ⋮ Semiparametric bounds on treatment effects ⋮ Partial identification using random set theory ⋮ Set identification via quantile restrictions in short panels ⋮ Confidence intervals for the quantile of treatment effects in randomized experiments ⋮ Likelihood-based confidence sets for partially identified parameters ⋮ Inference in partially identified models with many moment inequalities using Lasso ⋮ Optimal design for multivariate multiple linear regression with set-identified response ⋮ More on monotone instrumental variables ⋮ Bounding the effect of a dichotomous regressor with arbitrary measurement errors ⋮ Tail and center rounding of probabilistic expectations in the health and retirement study ⋮ Quantile regression with interval data ⋮ Asymptotically exact inference in conditional moment inequality~models
This page was built for publication: Asymptotic Properties for a Class of Partially Identified Models