Inference on Causal and Structural Parameters using Many Moment Inequalities
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Cited in
(47)- Inference for High-Dimensional Exchangeable Arrays
- Simple subvector inference on sharp identified set in affine models
- Confidence set for group membership
- Power-Enhanced Simultaneous Test of High-Dimensional Mean Vectors and Covariance Matrices with Application to Gene-Set Testing
- Power enhancement for testing multi-factor asset pricing models via Fisher's method
- High-dimensional central limit theorems by Stein's method
- Bootstrap Tests for High-Dimensional White-Noise
- Gaussian Approximation and Spatially Dependent Wild Bootstrap for High-Dimensional Spatial Data
- Inference for subvectors and other functions of partially identified parameters in moment inequality models
- A max-correlation white noise test for weakly dependent time series
- A bootstrapped test of covariance stationarity based on orthonormal transformations
- Statistical Inference for Heterogeneous Treatment Effects Discovered by Generic Machine Learning in Randomized Experiments
- Subgroup analysis and adaptive experiments crave for debiasing
- Central limit theorems for high dimensional dependent data
- Testing the martingale difference hypothesis in high dimension
- Gradual changes in functional time series
- Inference with High-Dimensional Weak Instruments and the New Keynesian Phillips Curve
- Inference on heterogeneous treatment effects in high‐dimensional dynamic panels under weak dependence
- Inference in a Class of Optimization Problems: Confidence Regions and Finite Sample Bounds on Errors in Coverage Probabilities
- Bounding program benefits when participation is misreported
- A Two-Step Method for Testing Many Moment Inequalities
- Sequential Gaussian approximation for nonstationary time series in high dimensions
- Multiplier and empirical subsample bootstraps for maxima in high dimensional time series analysis
- Symmetrization for high dimensional dependent random variables
- Testing for jumps in a discretely observed price process with endogenous sampling times
- Bridging factor and sparse models
- Extending the scope of instrumental variable methods
- High-dimensional test for alpha in linear factor pricing models with sparse alternatives
- Multiple testing of a function's monotonicity
- Lasso Inference for High-Dimensional Time Series
- Inference on causal and structural parameters using many moment inequalities
- Statistical Inference for High-Dimensional Spectral Density Matrix
- Lasso-driven inference in time and space
- IV methods for Tobit models
- An omnibus test for detection of subgroup treatment effects via data partitioning
- Heterogeneous treatment effect bounds under sample selection with an application to the effects of social media on political polarization
- Measuring diagnostic test performance using imperfect reference tests: a partial identification approach
- Testing for sparse idiosyncratic components in factor-augmented regression models
- Validating approximate slope homogeneity in large panels
- Mean tests for high-dimensional time series
- Power boosting: fusion of multiple test statistics via resampling
- Most powerful test against a sequence of high dimensional local alternatives
- Sieve estimation of state-varying factor models
- A general test for functional inequalities
- Generalized Lee bounds
- Difference-in-Differences Estimator of Quantile Treatment Effect on the Treated
- Improved central limit theorem and bootstrap approximations in high dimensions
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