Inference in semiparametric conditional moment models with partial identification
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Cites work
- Bounds on Parameters in Panel Dynamic Discrete Choice Models
- Confidence Intervals for Partially Identified Parameters
- Consistent Estimation of Models Defined by Conditional Moment Restrictions
- Consistent model specification tests
- Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
- Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals
- Estimation of nonparametric conditional moment models with possibly nonsmooth generalized residuals
- scientific article; zbMATH DE number 5190601 (Why is no real title available?)
- Inference based on conditional moment inequalities
- Inference in nonparametric instrumental variables with partial identification
- Instrumental Variable Estimation of Nonparametric Models
- Large Sample Properties of Generalized Method of Moments Estimators
- Nonparametric instrumental regression
- Nonparametric Instrumental Variables Estimation of a Quantile Regression Model
- Partial identification of probability distributions.
- Semi-Nonparametric IV Estimation of Shape-Invariant Engel Curves
- Semi-Nonparametric Maximum Likelihood Estimation
- Semiparametric estimation of a simultaneous game with incomplete information
- Some results on the LIL in Banach space with applications to weighted empirical processes
- Subsampling
- Weak convergence and empirical processes. With applications to statistics
Cited in
(17)- Inference in partially identified heteroskedastic simultaneous equations models
- Specification tests for partially identified models defined by moment inequalities
- Conditional moment models under semi-strong identification
- Nonparametric inference based on conditional moment inequalities
- Semiparametric tests of conditional moment restrictions under weak or partial identification
- Robust and optimal estimation for partially linear instrumental variables models with partial identification
- Inference for subvectors and other functions of partially identified parameters in moment inequality models
- Inference in nonparametric/semiparametric moment equality models with shape restrictions
- Constraint qualifications in partial identification
- Semiparametric estimation of moment condition models with weakly dependent data
- EL inference for partially identified models: large deviations optimality and bootstrap validity
- A dual approach to inference for partially identified econometric models
- Partial identification and inference in moment models with incomplete data
- Nonparametric identification and estimation with discrete instruments and regressors
- Constrained Conditional Moment Restriction Models
- Inference in partially identified panel data models with interactive fixed effects
- Inference on strongly identified functionals of weakly identified functions
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