SIMPLE TWO-STAGE INFERENCE FOR A CLASS OF PARTIALLY IDENTIFIED MODELS
From MaRDI portal
Publication:5255871
DOI10.1017/S0266466614000425zbMath1441.62871MaRDI QIDQ5255871
Publication date: 22 June 2015
Published in: Econometric Theory (Search for Journal in Brave)
Related Items (7)
Debiased machine learning of set-identified linear models ⋮ Measures of global sensitivity in linear programming: applications in banking sector ⋮ Inference in a Class of Optimization Problems: Confidence Regions and Finite Sample Bounds on Errors in Coverage Probabilities ⋮ Bounding quantile demand functions using revealed preference inequalities ⋮ Inference on estimators defined by mathematical programming ⋮ Inference in ordered response games with complete information ⋮ A marriage matching function with flexible spillover and substitution patterns
Cites Work
- Unnamed Item
- EL inference for partially identified models: large deviations optimality and bootstrap validity
- A global implicit function theorem without initial point and its applications to control of non-affine systems of high dimensions
- Inference Based on Conditional Moment Inequalities
- Intersection Bounds: Estimation and Inference
- Folklore Theorems, Implicit Maps, and Indirect Inference
- Functional Differencing
- Bootstrap Inference in Partially Identified Models Defined by Moment Inequalities: Coverage of the Identified Set
- Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection
- Inference for the Identified Set in Partially Identified Econometric Models
- CONSISTENCY OF PLUG-IN ESTIMATORS OF UPPER CONTOUR AND LEVEL SETS
- Estimation and Confidence Regions for Parameter Sets in Econometric Models
- Estimating Dynamic Models of Imperfect Competition
- Confidence Intervals for Partially Identified Parameters
This page was built for publication: SIMPLE TWO-STAGE INFERENCE FOR A CLASS OF PARTIALLY IDENTIFIED MODELS
