Local linearization based subvector inference in moment inequality models
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Publication:6152596
DOI10.1016/j.jeconom.2023.105549OpenAlexW4388325662MaRDI QIDQ6152596
Publication date: 13 February 2024
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2023.105549
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
Cites Work
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- Bayesian inference in a class of partially identified models
- Inference for subvectors and other functions of partially identified parameters in moment inequality models
- Monte Carlo Confidence Sets for Identified Sets
- CONSTRAINT QUALIFICATIONS IN PARTIAL IDENTIFICATION
- Uniform Central Limit Theorems
- Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection
- Confidence Intervals for Projections of Partially Identified Parameters
- Estimation and Confidence Regions for Parameter Sets in Econometric Models
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