Inference based on conditional moment inequalities
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Cited in
(96)- Partial identification and inference in censored quantile regression
- On the choice of test statistic for conditional moment inequalities
- Testing treatment effect heterogeneity in regression discontinuity designs
- Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency
- The numerical delta method
- Confidence intervals in generalized method of moments models
- Inference on functionals under first order degeneracy
- Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models
- Applied welfare analysis for discrete choice with interval-data on income
- Estimating multinomial choice models with unobserved choice sets
- Inference in ordered response games with complete information
- Estimating unobserved individual heterogeneity using pairwise comparisons
- Improved central limit theorem and bootstrap approximations in high dimensions
- Inference on incomplete information games with multi-dimensional actions
- The numerical bootstrap
- A geometric approach to inference in set-identified entry games
- Generic results for establishing the asymptotic size of confidence sets and tests
- Inference in partially identified models with many moment inequalities using Lasso
- On testing conditional qualitative treatment effects
- Specification tests for partially identified models defined by moment inequalities
- Asymptotically exact inference in conditional moment inequality~models
- Nonparametric estimation and inference under shape restrictions
- Consistent estimation with many moment inequalities
- Nonparametric inference for counterfactual means: bias-correction, confidence sets, and weak IV
- Estimation and inference for distribution functions and quantile functions in treatment effect models
- Nonparametric inference based on conditional moment inequalities
- Set identification of the censored quantile regression model for short panels with fixed effects
- Distribution-free tests of conditional moment inequalities
- Multiscale adaptive inference on conditional moment inequalities
- Identification of panel data models with endogenous censoring
- A simple test for moment inequality models with an application to English auctions
- A nonparametric test of a strong leverage hypothesis
- Comparison of inferential methods in partially identified models in terms of error in coverage probability
- Intersection bounds: estimation and inference
- Distortions of asymptotic confidence size in locally misspecified moment inequality models
- Inference for parameters defined by moment inequalities: a recommended moment selection procedure
- Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities
- IDENTIFICATION AND INFERENCE ON REGRESSIONS WITH MISSING COVARIATE DATA
- Misspecification in moment inequality models: back to moment equalities?
- Inference in semiparametric conditional moment models with partial identification
- Nonparametric Tests for the Effect of a Treatment on the Conditional Variance
- Testing for a general class of functional inequalities
- Adaptive tests of conditional moment inequalities
- Model selection tests for moment inequality models
- TESTING REGRESSION MONOTONICITY IN ECONOMETRIC MODELS
- A uniform-in-P Edgeworth expansion under weak Cramér conditions
- Inference based on many conditional moment inequalities
- Testing for central dominance: method and application
- scientific article; zbMATH DE number 7626801 (Why is no real title available?)
- Nonparametric weighted average quantile derivative
- Set inference in latent variables models
- Partial identification in statistical matching with misclassification
- Honest confidence sets in nonparametric IV regression and other ill-posed models
- Testing for jump spillovers without testing for jumps
- Sensitivity analysis using approximate moment condition models
- Inference for parameters defined by moment inequalities using generalized moment selection
- Testing generalized regression monotonicity
- Simple two-stage inference for a class of partially identified models
- Inferring the conditional mean
- The lower regression function and testing expectation dependence dominance hypotheses
- Quantile regression with interval data
- Improving the power of tests of stochastic dominance
- Consistent tests for poverty dominance relations
- Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk
- Econometric inference on a large Bayesian game with heterogeneous beliefs
- Instrument validity for heterogeneous causal effects
- IV methods for Tobit models
- Debiased machine learning of set-identified linear models
- Dynamic discrete choice models with incomplete data: sharp identification
- Inference in an incomplete information entry game with an incumbent and with beliefs conditioned on unobservable market characteristics
- Local linearization based subvector inference in moment inequality models
- TESTING FOR UNOBSERVED HETEROGENEOUS TREATMENT EFFECTS WITH OBSERVATIONAL DATA
- Identifying treatment effects in the presence of confounded types
- Inference in models with partially identified control functions
- Testing identification conditions of LATE in fuzzy regression discontinuity designs
- Moment inequalities for multinomial choice with fixed effects
- Discordant relaxations of misspecified models
- A simple specification test for models with many conditional moment inequalities
- Improved Nonparametric Bootstrap Tests of Lorenz Dominance
- Nonparametric Tests for Treatment Effect Heterogeneity With Duration Outcomes
- Nonparametric Instrumental Regression With Right Censored Duration Outcomes
- Comparing Predictive Accuracy in the Presence of a Loss Function Shape Parameter
- Micro-Level Estimation of Optimal Consumption Choice With Intertemporal Nonseparability in Preferences and Measurement Errors
- Identification in discrete choice models with imperfect information
- Heterogeneous treatment effect bounds under sample selection with an application to the effects of social media on political polarization
- Reprint of: Out-of-sample tests for conditional quantile coverage: an application to growth-at-risk
- Identification in nonlinear dynamic panel models under partial stationarity
- Extending the scope of instrumental variable methods
- Inference in partially identified panel data models with interactive fixed effects
- Loss aversion and the welfare ranking of policy interventions
- Conformal prediction with conditional guarantees
- A general test for functional inequalities
- Testing for Equivalence of Pre-Trends in Difference-in-Differences Estimation
- Model checking for parametric single-index quantile regression with randomly right censoring response
- Inference on strongly identified functionals of weakly identified functions
- A user's guide for inference in models defined by moment inequalities
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