Set identified linear models

DOI10.3982/ECTA7637MaRDI QIDQ2859082zbMATHFDO

Authors Christian Bontemps, Thierry Magnac, Eric Maurin

Publication date 6 November 2013

Published in Econometrica (Search for Journal in Brave)

zbMATH Keywords

testlinear predictionsupport functionpartial identification

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Point estimation (62F10) Linear regression; mixed models (62J05) Parametric inference under constraints (62F30)

Recommendations

• Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities
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Cited in

(21)

• Inference in partially identified models with many moment inequalities using Lasso
• IDENTIFICATION AND INFERENCE ON REGRESSIONS WITH MISSING COVARIATE DATA
• Simple Inference on Functionals of Set-Identified Parameters Defined by Linear Moments
• UNIFORM INFERENCE IN A GENERALIZED INTERVAL ARITHMETIC CENTER AND RANGE LINEAR MODEL
• Applied welfare analysis for discrete choice with interval-data on income
• Bayesian inference for partially identified smooth convex models
• Comparison of inferential methods in partially identified models in terms of error in coverage probability
• Global identification in nonlinear models with moment restrictions
• Consistent estimation with many moment inequalities
• A dual approach to inference for partially identified econometric models
• Asymptotically exact inference in conditional moment inequality~models
• A geometric approach to inference in set-identified entry games
• Partial identification in binary response models with nonignorable nonresponses
• Local regression smoothers with set-valued outcome data
• Misspecification in moment inequality models: back to moment equalities?
• Non-standard tests through a composite null and alternative in point-identified parameters
• Sharp identification regions in models with convex moment predictions
• Debiased machine learning of set-identified linear models
• Set identification of the censored quantile regression model for short panels with fixed effects
• Statistical modeling under partial identification: distinguishing three types of identification regions in regression analysis with interval data
• Best arm identification for contaminated bandits

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