Asymptotic Properties for a Class of Partially Identified Models
From MaRDI portal
Publication:3521268
DOI10.1111/j.1468-0262.2008.00859.xzbMath1274.62136MaRDI QIDQ3521268
Francesca Molinari, Arie Beresteanu
Publication date: 21 August 2008
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://cae.economics.cornell.edu/06-07.pdf
62F25: Parametric tolerance and confidence regions
62F03: Parametric hypothesis testing
62F10: Point estimation
62F05: Asymptotic properties of parametric tests
Related Items
ASYMPTOTICALLY EFFICIENT ESTIMATION OF WEIGHTED AVERAGE DERIVATIVES WITH AN INTERVAL CENSORED VARIABLE, Set-valued and interval-valued stationary time series, A dual approach to inference for partially identified econometric models, Partial identification of probability distributions with misclassified data, Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities, A multivalued strong law of large numbers, Non-standard tests through a composite null and alternative in point-identified parameters, Structural estimation of pairwise stable networks with nonnegative externality, Statistical modeling under partial identification: distinguishing three types of identification regions in regression analysis with interval data, A set arithmetic-based linear regression model for modelling interval-valued responses through real-valued variables, Inclusion degree tests for the Aumann expectation of a random interval, EL inference for partially identified models: large deviations optimality and bootstrap validity, Mark-recapture techniques in statistical tests for imprecise data, The Bayesian and frequentist approaches to testing a one-sided hypothesis about a multivariate mean, Semiparametric bounds on treatment effects, 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, Bayesian analysis in moment inequality models, Inference for identifiable parameters in partially identified econometric models, Likelihood-based confidence sets for partially identified parameters, Bounding the effect of a dichotomous regressor with arbitrary measurement errors, Bootstrap confidence sets for the Aumann mean of a random closed set, Bayesian inference for partially identified smooth convex models, Applied welfare analysis for discrete choice with interval-data on income, Semiparametric identification in panel data discrete response models, A geometric approach to inference in set-identified entry games, Inference in partially identified models with many moment inequalities using Lasso, Optimal design for multivariate multiple linear regression with set-identified response, Asymptotically exact inference in conditional moment inequality~models, Partial identification in binary response models with nonignorable nonresponses, Weighted KS statistics for inference on conditional moment inequalities, Skip sequencing: A decision problem in questionnaire design, Nonparametric inference for counterfactual means: bias-correction, confidence sets, and weak IV, Nonparametric inference based on conditional moment inequalities, Set identification of the censored quantile regression model for short panels with fixed effects, A test of non-identifying restrictions and confidence regions for partially identified parameters, Multiscale adaptive inference on conditional moment inequalities, Local regression smoothers with set-valued outcome data, COMPARISON OF INFERENTIAL METHODS IN PARTIALLY IDENTIFIED MODELS IN TERMS OF ERROR IN COVERAGE PROBABILITY, Inferential studies for a flexible linear regression model for interval-valued variables, IDENTIFICATION AND INFERENCE ON REGRESSIONS WITH MISSING COVARIATE DATA, SPECIFICATION TEST FOR MISSING FUNCTIONAL DATA, VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES, More on monotone instrumental variables
