Specification tests for partially identified models defined by moment inequalities
From MaRDI portal
Publication:2343774
DOI10.1016/j.jeconom.2014.10.013zbMath1331.62091OpenAlexW2257839457MaRDI QIDQ2343774
Xiaoxia Shi, Federico A. Bugni, Ivan A. Canay
Publication date: 6 May 2015
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10419/79539
Applications of statistics to economics (62P20) Parametric tolerance and confidence regions (62F25) Parametric hypothesis testing (62F03)
Related Items (7)
Partial identification and inference in censored quantile regression ⋮ Bootstrapping the GMM overidentification test under first-order underidentification ⋮ The numerical bootstrap ⋮ Local linearization based subvector inference in moment inequality models ⋮ IDENTIFICATION AND INFERENCE ON REGRESSIONS WITH MISSING COVARIATE DATA ⋮ The numerical delta method ⋮ TESTING GENERALIZED REGRESSION MONOTONICITY
Cites Work
- Unnamed Item
- Unnamed Item
- EL inference for partially identified models: large deviations optimality and bootstrap validity
- Robust confidence sets in the presence of weak instruments
- Inference for identifiable parameters in partially identified econometric models
- Partial identification of probability distributions.
- Weak convergence and empirical processes. With applications to statistics
- Weighted KS statistics for inference on conditional moment inequalities
- Inference Based on Conditional Moment Inequalities
- Intersection Bounds: Estimation and Inference
- Inference in Nonparametric Instrumental Variables With Partial Identification
- Distortions of Asymptotic Confidence Size in Locally Misspecified Moment Inequality Models
- Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure
- Misspecification in moment inequality models: back to moment equalities?
- VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES
- Bootstrap Inference in Partially Identified Models Defined by Moment Inequalities: Coverage of the Identified Set
- Asymptotic Statistics
- Inference for subvectors and other functions of partially identified parameters in moment inequality models
- ADAPTIVE TESTS OF CONDITIONAL MOMENT INEQUALITIES
- A Practical Two-Step Method for Testing Moment Inequalities
- Nonparametric Analysis of Random Utility Models
- Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection
- Estimation and Confidence Regions for Parameter Sets in Econometric Models
- Testing Statistical Hypotheses
- Confidence Intervals for Partially Identified Parameters
- The Probability Approach in Econometrics
This page was built for publication: Specification tests for partially identified models defined by moment inequalities
