The numerical delta method

DOI10.1016/J.JECONOM.2018.06.007MaRDI QIDQ1792450zbMATH OpenOpenAlexFDO

Authors Han Hong, Jessie Li

Publication date 12 October 2018

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jeconom.2018.06.007

zbMATH Keywords

delta methodnumerical differentiationdirectional differentiability

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Applications of statistics to economics (62P20)

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Cites work

• A Three-step Method for Choosing the Number of Bootstrap Repetitions
• An MCMC approach to classical estimation.
• Extremum estimation and numerical derivatives
• Impossibility results for nondifferentiable functionals
• Inconsistency of the Bootstrap when a Parameter is on the Boundary of the Parameter Space
• 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
• Introduction to empirical processes and semiparametric inference
• Local asymptotic minimax estimation of nonregular parameters with translation-scale equivariant maps
• Normal approximation and asymptotic expansions.
• On concepts of directional differentiability
• On nondifferentiable functions and the bootstrap
• On the uniform asymptotic validity of subsampling and the bootstrap
• Specification tests for partially identified models defined by moment inequalities
• Statistical inference of stochastic optimization problems
• Subsampling

Cited in

(22)

• Abstract delta modelling
• Fast grid search and bootstrap-based inference for continuous two-phase polynomial regression models
• Tie-Break Bootstrap for Nonparametric Rank Statistics
• Applied welfare analysis for discrete choice with interval-data on income
• Inference on functionals under first order degeneracy
• Note on the delta method for finite population inference with applications to causal inference
• A generalized delta method with applications to intrinsic diversity profiles
• Editorial: Advance in theoretical econometrics -- essays in honor of Takeshi Amemiya
• Instrument validity for heterogeneous causal effects
• Robust inference for moment condition models without rational expectations
• Testing for time stochastic dominance
• Delta method, moment convergence, and inference
• Bounds on distributional treatment effect parameters using panel data with an application on job displacement
• Statistical inference for average treatment effects estimated by synthetic control methods
• A history of the delta method and some new results
• Uniform inference for value functions
• Delta-method inference for a class of set-identified SVARs
• Posterior distribution of nondifferentiable functions
• Uniformity and the delta method
• Inference on directionally differentiable functions
• Who Invented the Delta Method?
• Assessing Sensitivity to Unconfoundedness: Estimation and Inference

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