Bootstrap Inference in Partially Identified Models Defined by Moment Inequalities: Coverage of the Identified Set
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Publication:3563102
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Cited in
(45)- Nonparametric bounds and sensitivity analysis of treatment effects
- Asymptotically Efficient Estimation of Models Defined by Convex Moment Inequalities
- Asymptotic confidence regions for density ridges
- Testing affiliation in private-values models of first-price auctions using grid distributions
- The Bayesian and frequentist approaches to testing a one-sided hypothesis about a multivariate mean
- Consistent estimation with many moment inequalities
- Multiscale adaptive inference on conditional moment inequalities
- Bayesian inference for partially identified smooth convex models
- Bounding counterfactual demand with unobserved heterogeneity and endogenous expenditures
- Inference for identifiable parameters in partially identified econometric models
- Specification tests for partially identified models defined by moment inequalities
- Bounding quantile demand functions using revealed preference inequalities
- Weighted KS statistics for inference on conditional moment inequalities
- Set identification of the censored quantile regression model for short panels with fixed effects
- Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities
- Comparison of inferential methods in partially identified models in terms of error in coverage probability
- Learning your own ability
- Constraint qualifications in partial identification
- Level set tree methods
- A geometric approach to inference in set-identified entry games
- Dynamic discrete choice models with incomplete data: sharp identification
- Non-standard tests through a composite null and alternative in point-identified parameters
- EL inference for partially identified models: large deviations optimality and bootstrap validity
- Bayesian analysis in moment inequality models
- Asymptotically exact inference in conditional moment inequality~models
- Partially identifying competing risks models: an application to the war on cancer
- IDENTIFICATION AND INFERENCE ON REGRESSIONS WITH MISSING COVARIATE DATA
- Statistical modeling under partial identification: distinguishing three types of identification regions in regression analysis with interval data
- Testing multiple inequality hypotheses: a smoothed indicator approach
- Nonparametric inference for counterfactual means: bias-correction, confidence sets, and weak IV
- Model selection tests for moment inequality models
- SPECIFICATION TEST FOR MISSING FUNCTIONAL DATA
- Confidence regions for level sets
- On the uniform asymptotic validity of subsampling and the bootstrap
- Estimating unobserved individual heterogeneity using pairwise comparisons
- Set identification via quantile restrictions in short panels
- Inference in partially identified models with many moment inequalities using Lasso
- Bahadur intercept with applications to one-sided testing
- Simple two-stage inference for a class of partially identified models
- A two-stage procedure for partially identified models
- Confidence intervals for the quantile of treatment effects in randomized experiments
- Partial identification using random set theory
- A dual approach to inference for partially identified econometric models
- Discussion on: ``Bootstrap methods for dependent data: a review
- CONSISTENCY OF PLUG-IN ESTIMATORS OF UPPER CONTOUR AND LEVEL SETS
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