Inference for parameters defined by moment inequalities using generalized moment selection
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Publication:5190482
Recommendations
- Inference for parameters defined by moment inequalities: a recommended moment selection procedure
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- Nonparametric inference based on conditional moment inequalities
- Inference based on many conditional moment inequalities
Cited in
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- VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES
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- Inference on functionals under first order degeneracy
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- Conditional quantile processes based on series or many regressors
- Comparison of inferential methods in partially identified models in terms of error in coverage probability
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- Robust inference in nonlinear models with mixed identification strength
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- Nonparametric inference for counterfactual means: bias-correction, confidence sets, and weak IV
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- SPECIFICATION TEST FOR MISSING FUNCTIONAL DATA
- 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
- Inference on estimators defined by mathematical programming
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