Inference for parameters defined by moment inequalities using generalized moment selection

DOI10.3982/ECTA7502zbMATH Open1185.62040MaRDI QIDQ5190482FDOQ5190482

Authors: Donald W. K. Andrews, G. L. Soares 

Publication date: 18 March 2010

Published in: Econometrica (Search for Journal in Brave)

Recommendations

• Inference for parameters defined by moment inequalities: a recommended moment selection procedure
• Inference based on conditional moment inequalities
• VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES
• Nonparametric inference based on conditional moment inequalities
• Inference based on many conditional moment inequalities

zbMATH Keywords

asymptotic powersubsamplingtestmoment inequalitiesconfidence setexact sizemoment selectionasymptotic size\(m\) out of \(n\) bootstrapgeneralized moment selection

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Bootstrap, jackknife and other resampling methods (62F40) Monte Carlo methods (65C05) Asymptotic properties of parametric tests (62F05) Parametric tolerance and confidence regions (62F25)

Cited In (only showing first 100 items - show all)

• Testing moment inequalities: selection versus recentering
• VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES
• Semiparametric bounds on treatment effects
• Extension of the Schwarz information criterion for models sharing parameter boundaries
• Consistent estimation with many moment inequalities
• The Bayesian and frequentist approaches to testing a one-sided hypothesis about a multivariate mean
• Multiscale adaptive inference on conditional moment inequalities
• Testing treatment effect heterogeneity in regression discontinuity designs
• Specification tests for partially identified models defined by moment inequalities
• Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models
• Inference on functionals under first order degeneracy
• Inference for identifiable parameters in partially identified econometric models
• Misspecification in moment inequality models: back to moment equalities?
• Mark-recapture techniques in statistical tests for imprecise data
• Nonparametric inference based on conditional moment inequalities
• Identifying the effect of a mis-classified, binary, endogenous regressor
• Bonferroni-based size-correction for nonstandard testing problems
• A new test for linear inequality constraints when the variance-covariance matrix depends on the unknown parameters
• Weighted KS statistics for inference on conditional moment inequalities
• Set identification of the censored quantile regression model for short panels with fixed effects
• Nonlinear cointegrating regression under weak identification
• The numerical bootstrap
• Conditional quantile processes based on series or many regressors
• Adaptive tests of conditional moment inequalities
• Bounds on treatment effects on transitions
• Dynamic discrete choice models with incomplete data: sharp identification
• A geometric approach to inference in set-identified entry games
• Improving confidence set estimation when parameters are weakly identified
• Estimation and inference in an ecological inference model
• Non-standard tests through a composite null and alternative in point-identified parameters
• Asymptotically exact inference in conditional moment inequality~models
• EL inference for partially identified models: large deviations optimality and bootstrap validity
• Bayesian analysis in moment inequality models
• Nonparametric estimation and inference under shape restrictions
• A note on the relation between local power and robustness to misspecification
• Generic results for establishing the asymptotic size of confidence sets and tests
• Partially identifying competing risks models: an application to the war on cancer
• Inference for the correlation coefficient between potential outcomes in the Gaussian switching regime model
• IDENTIFICATION AND INFERENCE ON REGRESSIONS WITH MISSING COVARIATE DATA
• A practical two-step method for testing moment inequalities
• Inference based on conditional moment inequalities
• Robust inference in nonlinear models with mixed identification strength
• Improving the power of tests of stochastic dominance
• Testing multiple inequality hypotheses: a smoothed indicator approach
• Mathematical statistics of partially identified objects. Abstracts from the workshop held April 21--27, 2013.
• Testing the quantal response hypothesis
• Inference for parameters defined by moment inequalities: a recommended moment selection procedure
• SPECIFICATION TEST FOR MISSING FUNCTIONAL DATA
• Model selection tests for moment inequality models
• ON THE ASYMPTOTIC SIZE DISTORTION OF TESTS WHEN INSTRUMENTS LOCALLY VIOLATE THE EXOGENEITY ASSUMPTION
• Distortions of asymptotic confidence size in locally misspecified moment inequality models
• On the uniform asymptotic validity of subsampling and the bootstrap
• Inference based on many conditional moment inequalities
• Testing for central dominance: method and application
• Set identification via quantile restrictions in short panels
• Simple two-stage inference for a class of partially identified models
• Testing rationality without restricting heterogeneity
• Partial identification in statistical matching with misclassification
• Structural estimation of pairwise stable networks with nonnegative externality
• Moment inequalities and their application
• Confidence intervals for the quantile of treatment effects in randomized experiments
• Partial identification using random set theory
• The numerical delta method
• Chi-squared tests for evaluation and comparison of asset pricing models
• Evaluating treatment protocols using data combination
• Predictive ability tests with possibly overlapping models
• Confidence set for group membership
• Moment inequalities for multinomial choice with fixed effects
• Frequentist properties of Bayesian inequality tests
• Jackknife empirical likelihood for inequality constraints on regular functionals
• A simple specification test for models with many conditional moment inequalities
• Local linearization based subvector inference in moment inequality models
• Role models and revealed gender-specific costs of STEM in an extended Roy model of major choice
• Bayesian inference for partially identified smooth convex models
• Bounding counterfactual demand with unobserved heterogeneity and endogenous expenditures
• The 2013 Lawrence R. Klein lecture: behavioral and descriptive forms of choice models
• An econometric model of network formation with an application to board interlocks between firms
• An improved bootstrap test for restricted stochastic dominance
• Instrumental variables and the sign of the average treatment effect
• Simple Adaptive Size-Exact Testing for Full-Vector and Subvector Inference in Moment Inequality Models
• Comparison of inferential methods in partially identified models in terms of error in coverage probability
• Constraint qualifications in partial identification
• Methods for testing the random utility model
• Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk
• Multiple treatments with strategic substitutes
• Improved Nonparametric Bootstrap Tests of Lorenz Dominance
• An information-theoretic approach to partially identified auction models
• Inference in models with partially identified control functions
• A Two-Step Method for Testing Many Moment Inequalities
• Generalizing the Results from Social Experiments: Theory and Evidence from India
• Asymptotically Uniform Tests After Consistent Model Selection in the Linear Regression Model
• Simple Inference on Functionals of Set-Identified Parameters Defined by Linear Moments
• Econometric inference on a large Bayesian game with heterogeneous beliefs
• A Negative Correlation Strategy for Bracketing in Difference-in-Differences
• Inference for VARs identified with sign restrictions
• A stochastic dominance test under survey nonresponse with an application to comparing trust levels in Lebanese public institutions
• Instrument validity for heterogeneous causal effects
• Nonparametric inference for counterfactual means: bias-correction, confidence sets, and weak IV
• Inference on estimators defined by mathematical programming
• Inference in ordered response games with complete information

This page was built for publication: Inference for parameters defined by moment inequalities using generalized moment selection

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5190482)