Search Results - subject:"Shape restrictions"

Constrained conditional moment restriction models

Chernozhukov, Victor; Newey, Whitney K.; Santos, Andres - In: Econometrica : journal of the Econometric Society, an … 91 (2023) 2, pp. 709-736

Persistent link: https://www.econbiz.de/10014309699

Price, profits, proxies, and production

Aguiar, Victor H.; Kashaev, Nail; Allen, Roy E. - 2022

This paper studies nonparametric identification and counterfactual bounds for heterogeneous firms that can be ranked in terms of productivity. Our approach works when quantities and prices are latent, rendering standard approaches inapplicable. Instead, we require observation of profits or other...

Persistent link: https://www.econbiz.de/10014278347

Constrained conditional moment restriction models

Chernozhukov, Victor; Newey, Whitney K.; Santos, Andres - 2022

Shape restrictions have played a central role in economics as both testable implications of theory and sufficient … shape restrictions in identified and partially identified models defined by conditional moment restrictions. Our test … with and without shape restrictions. Uniformly valid critical values are obtained through a bootstrap procedure that …

Persistent link: https://www.econbiz.de/10014302506

Constrained conditional moment restriction models

Chernozhukov, Victor; Newey, Whitney K.; Santos, Andres - 2022 - This Draft: April 2022

Persistent link: https://www.econbiz.de/10013332218

Price, profits, proxies, and production

Aguiar, Victor H.; Kashaev, Nail; Allen, Roy E. - 2022 - This version: June, 2022

Persistent link: https://www.econbiz.de/10013254565

Inference in nonparametric/semiparametric moment equality models with shape restrictions

Zhu, Yu - In: Quantitative Economics 11 (2020) 2, pp. 609-636

ascending auctions held by the US Forest Service and show that imposing shape restrictions can significantly improve inference. …

Persistent link: https://www.econbiz.de/10012215427

Prices, profifits, proxies, and production

Aguiar, Victor H.; Allen, Roy E.; Kashaev, Nail - 2020

This paper studies nonparametric identification and counterfactual bounds for heterogeneous firms that can be ranked in terms of productivity. Our approach works when quantities and prices are latent rendering standard approaches inapplicable. Instead, we require observation of profits or other...

Persistent link: https://www.econbiz.de/10012614262

Inference in nonparametric/semiparametric moment equality models with shape restrictions

Zhu, Yu - In: Quantitative economics : QE ; journal of the … 11 (2020) 2, pp. 609-636

ascending auctions held by the US Forest Service and show that imposing shape restrictions can significantly improve inference. …

Persistent link: https://www.econbiz.de/10012213985

Prices, profifits, proxies, and production

Aguiar, Victor H.; Allen, Roy E.; Kashaev, Nail - 2020 - This version: March 15, 2020

This paper studies nonparametric identification and counterfactual bounds for heterogeneous firms that can be ranked in terms of productivity. Our approach works when quantities and prices are latent rendering standard approaches inapplicable. Instead, we require observation of profits or other...

Persistent link: https://www.econbiz.de/10012216343

Adaptive, rate-optimal testing in instrumental variables models

Breunig, Christoph; Chen, Xiaohong - 2020 - Revised June 16, 2020

Persistent link: https://www.econbiz.de/10012320549