A two-stage procedure for partially identified models
From MaRDI portal
Publication:2451797
DOI10.1016/J.JECONOM.2014.04.004zbMATH Open1311.62038OpenAlexW2165608124MaRDI QIDQ2451797FDOQ2451797
Authors: Hiroaki Kaido, Halbert White 
Publication date: 4 June 2014
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2014.04.004
Recommendations
- Simple two-stage inference for a class of partially identified models
- Inference for identifiable parameters in partially identified econometric models
- Inference for the identified set in partially identified econometric models
- A dual approach to inference for partially identified econometric models
- Two-stage model selection procedures in partially linear regression
Asymptotic properties of parametric estimators (62F12) Parametric tolerance and confidence regions (62F25) Parametric inference under constraints (62F30)
Cites Work
- Weak convergence and empirical processes. With applications to statistics
- Title not available (Why is that?)
- Estimation and Confidence Regions for Parameter Sets in Econometric Models
- Title not available (Why is that?)
- Theory of Random Sets
- Partial identification of probability distributions.
- Asymptotics for likelihood ratio tests under loss of identifiability
- Bootstrap Inference in Partially Identified Models Defined by Moment Inequalities: Coverage of the Identified Set
- Inference for parameters defined by moment inequalities: a recommended moment selection procedure
- Some Measurability Results for Extrema of Random Functions Over Random Sets
- Inference for parameters defined by moment inequalities using generalized moment selection
- Title not available (Why is that?)
- Estimating Dynamic Models of Imperfect Competition
- Title not available (Why is that?)
- Inference on Regressions with Interval Data on a Regressor or Outcome
- Inference for the identified set in partially identified econometric models
- Inference in nonparametric instrumental variables with partial identification
- A variational inequality scheme for determining an economic equilibrium of classical or extended type
- Distortions of asymptotic confidence size in locally misspecified moment inequality models
Cited In (5)
- Debiased machine learning of set-identified linear models
- Identification and estimation of semiparametric two-step models
- On the identification of path analysis models with one hidden variable
- Inference in ordered response games with complete information
- Simple two-stage inference for a class of partially identified models
This page was built for publication: A two-stage procedure for partially identified models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2451797)
