A test of non-identifying restrictions and confidence regions for partially identified parameters
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Publication:2630079
DOI10.1016/j.jeconom.2009.01.010zbMath1431.62614arXiv2102.04151OpenAlexW3124199060MaRDI QIDQ2630079
Publication date: 25 July 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2102.04151
Applications of statistics to economics (62P20) Parametric tolerance and confidence regions (62F25) Parametric hypothesis testing (62F03)
Related Items (15)
Non-standard tests through a composite null and alternative in point-identified parameters ⋮ Optimal transportation and the falsifiability of incompletely specified economic models ⋮ Partial identification in nonseparable binary response models with endogenous regressors ⋮ Role models and revealed gender-specific costs of STEM in an extended Roy model of major choice ⋮ Dilation bootstrap ⋮ Weighted KS statistics for inference on conditional moment inequalities ⋮ Partial identification by extending subdistributions ⋮ Inference based on many conditional moment inequalities ⋮ Nonparametric inference for counterfactual means: bias-correction, confidence sets, and weak IV ⋮ Nonparametric inference based on conditional moment inequalities ⋮ A dual approach to inference for partially identified econometric models ⋮ Partial identification using random set theory ⋮ Set identification via quantile restrictions in short panels ⋮ Confidence intervals for the quantile of treatment effects in randomized experiments ⋮ Asymptotically exact inference in conditional moment inequality~models
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