Inference for the correlation coefficient between potential outcomes in the Gaussian switching regime model

DOI10.1016/J.JECONOM.2016.09.003zbMATH Open1443.62439OpenAlexW2186643261MaRDI QIDQ337784FDOQ337784

Authors Heng Chen, Yanqin Fan, Ruixuan Liu

Publication date 3 November 2016

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jeconom.2016.09.003

zbMATH Keywords

boundaryconstrained estimationconfidence setpartial identificationinterior

Mathematics Subject Classification ID

Point estimation (62F10) Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Parametric tolerance and confidence regions (62F25)

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Cites work

• scientific article; zbMATH DE number 5654889 (Why is no real title available?)
• An Inequality for Mill's Ratio
• Asymptotic size and a problem with subsampling and with the \(m\) out of \(n\) bootstrap
• Confidence Intervals for Partially Identified Parameters
• Estimating the Technology of Cognitive and Noncognitive Skill Formation
• Estimation When a Parameter is on a Boundary
• Estimation and Confidence Regions for Parameter Sets in Econometric Models
• Estimation and inference with weak, semi-strong, and strong identification
• GMM estimation and uniform subvector inference with possible identification failure
• Inference for parameters defined by moment inequalities using generalized moment selection
• Inference for the identified set in partially identified econometric models
• Likelihood inference in some finite mixture models
• Making The Most Out Of Programme Evaluations and Social Experiments: Accounting For Heterogeneity in Programme Impacts
• Measuring the unidentified parameter of the extended Roy model of selectivity
• More on confidence intervals for partially identified parameters
• Partial Identification of the Distribution of Treatment Effects in Switching Regime Models and its Confidence Sets
• Robust inference in nonlinear models with mixed identification strength

Cited in

(1)

• Learning about the across-regime correlation in switching regression models

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