Pages that link to "Item:Q5441825"

The following pages link to Estimation and Confidence Regions for Parameter Sets in Econometric Models (Q5441825):

Displayed 50 items.

• Maximum likelihood estimation of a spatial autoregressive Tobit model (Q70138) ‎ (← links)
• Instrumental variables: an econometrician's perspective (Q252714) ‎ (← links)
• Nonparametric bounds and sensitivity analysis of treatment effects (Q252812) ‎ (← links)
• Extension of the Schwarz information criterion for models sharing parameter boundaries (Q274032) ‎ (← links)
• Informational content of special regressors in heteroskedastic binary response models (Q284314) ‎ (← links)
• Partial identification of probability distributions with misclassified data (Q292139) ‎ (← links)
• Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities (Q295704) ‎ (← links)
• Improving confidence set estimation when parameters are weakly identified (Q312102) ‎ (← links)
• Non-standard tests through a composite null and alternative in point-identified parameters (Q312337) ‎ (← links)
• Estimation and inference in an ecological inference model (Q312357) ‎ (← links)
• Structural estimation of pairwise stable networks with nonnegative externality (Q337778) ‎ (← links)
• Inference for the correlation coefficient between potential outcomes in the Gaussian switching regime model (Q337784) ‎ (← links)
• Confidence regions for level sets (Q391882) ‎ (← links)
• Posterior consistency of nonparametric conditional moment restricted models (Q449980) ‎ (← links)
• Bounding quantile demand functions using revealed preference inequalities (Q469556) ‎ (← links)
• Statistical modeling under partial identification: distinguishing three types of identification regions in regression analysis with interval data (Q473387) ‎ (← links)
• Model selection tests for moment inequality models (Q494361) ‎ (← links)
• Testing for central dominance: method and application (Q503582) ‎ (← links)
• Testing identifying assumptions in nonseparable panel data models (Q515125) ‎ (← links)
• Treatment effect bounds: an application to Swan-Ganz catheterization (Q527935) ‎ (← links)
• Underidentification? (Q528042) ‎ (← links)
• Nonparametric estimation and inference about the overlap of two distributions (Q528068) ‎ (← links)
• Evaluating treatment protocols using data combination (Q528178) ‎ (← links)
• Instrumental variable methods for recovering continuous linear functionals (Q530591) ‎ (← links)
• Dynamic discrete choice structural models: a survey (Q530915) ‎ (← links)
• EL inference for partially identified models: large deviations optimality and bootstrap validity (Q530963) ‎ (← links)
• Mark-recapture techniques in statistical tests for imprecise data (Q541824) ‎ (← links)
• The Bayesian and frequentist approaches to testing a one-sided hypothesis about a multivariate mean (Q546097) ‎ (← links)
• On multivariate quantiles under partial orders (Q548551) ‎ (← links)
• Estimating simultaneous games with incomplete information under median restrictions (Q709074) ‎ (← links)
• On Bahadur efficiency of empirical likelihood (Q736517) ‎ (← links)
• Semiparametric bounds on treatment effects (Q737243) ‎ (← links)
• Partial identification using random set theory (Q738092) ‎ (← links)
• Set identification via quantile restrictions in short panels (Q738106) ‎ (← links)
• Confidence intervals for the quantile of treatment effects in randomized experiments (Q738159) ‎ (← links)
• Bayesian analysis in moment inequality models (Q847638) ‎ (← links)
• Optimal transportation and the falsifiability of incompletely specified economic models (Q847816) ‎ (← links)
• Inference for identifiable parameters in partially identified econometric models (Q928912) ‎ (← links)
• Likelihood-based confidence sets for partially identified parameters (Q1007449) ‎ (← links)
• Bounding the effect of a dichotomous regressor with arbitrary measurement errors (Q1046294) ‎ (← links)
• Nonparametric estimation of first-price auctions with risk-averse bidders (Q1644248) ‎ (← links)
• Bounds on treatment effects on transitions (Q1644257) ‎ (← links)
• Local M-estimation with discontinuous criterion for dependent and limited observations (Q1747741) ‎ (← links)
• On Bayesian oracle properties (Q1757672) ‎ (← links)
• A weak law for moments of pairwise stable networks (Q2000830) ‎ (← links)
• Inference on functionals under first order degeneracy (Q2000838) ‎ (← links)
• Bayesian inference for partially identified smooth convex models (Q2000867) ‎ (← links)
• Bounding counterfactual demand with unobserved heterogeneity and endogenous expenditures (Q2000874) ‎ (← links)
• Posterior contraction and credible regions for level sets (Q2044392) ‎ (← links)
• Joint Bayesian inference about impulse responses in VAR models (Q2106375) ‎ (← links)