A two-stage procedure for partially identified models

DOI10.1016/J.JECONOM.2014.04.004MaRDI QIDQ2451797zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

set estimationpartial identificationtwo-stage estimationEffros-measurability

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Parametric tolerance and confidence regions (62F25) Parametric inference under constraints (62F30)

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Cites work

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• Distortions of asymptotic confidence size in locally misspecified moment inequality models
• Estimating Dynamic Models of Imperfect Competition
• Estimation and Confidence Regions for Parameter Sets in Econometric Models
• Inference for parameters defined by moment inequalities using generalized moment selection
• Inference for parameters defined by moment inequalities: a recommended moment selection procedure
• Inference for the identified set in partially identified econometric models
• Inference in nonparametric instrumental variables with partial identification
• Inference on Regressions with Interval Data on a Regressor or Outcome
• Partial identification of probability distributions.
• Some Measurability Results for Extrema of Random Functions Over Random Sets
• Theory of Random Sets
• Weak convergence and empirical processes. With applications to statistics

Cited in

(5)

• Debiased machine learning of set-identified linear models
• Identification and estimation of semiparametric two-step models
• Inference in ordered response games with complete information
• On the identification of path analysis models with one hidden variable
• Simple two-stage inference for a class of partially identified models

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