Local linearization based subvector inference in moment inequality models

DOI10.1016/J.JECONOM.2023.105549MaRDI QIDQ6152596zbMATH OpenOpenAlexFDO

Authors Xinyue Bei

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

zbMATH Keywords

hypothesis testingmoment inequalitiespartial identificationsubvector inference

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites work

• Bayesian inference in a class of partially identified models
• Confidence intervals for projections of partially identified parameters
• Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities
• Constraint qualifications in partial identification
• CVXGEN: a code generator for embedded convex optimization
• Estimation and Confidence Regions for Parameter Sets in Econometric Models
• Inference based on conditional moment inequalities
• Inference for identifiable parameters in partially identified econometric models
• Inference for parameters defined by moment inequalities using generalized moment selection
• Inference for subvectors and other functions of partially identified parameters in moment inequality models
• Intersection bounds: estimation and inference
• Monte Carlo confidence sets for identified sets
• Specification tests for partially identified models defined by moment inequalities
• Uniform Central Limit Theorems
• VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES
• Weak convergence and empirical processes. With applications to statistics

Cited in

(2)

• Extending the scope of instrumental variable methods
• Weak identification with bounds in a class of minimum distance models

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