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

The empirical content of binary choice models

Bhattacharya, Debopam - 2018

Persistent link: https://www.econbiz.de/10012671459

Adaptive, rate-optimal hypothesis testing in nonparametric IV models

Breunig, Christoph; Chen, Xiaohong - In: Econometrica : journal of the Econometric Society, an … 92 (2024) 6, pp. 2027-2067

Persistent link: https://www.econbiz.de/10015117877

Recent developments in partial identification

Kline, Brendan; Tamer, Elie T. - In: Annual review of economics 15 (2023), pp. 125-150

Persistent link: https://www.econbiz.de/10014428557

Semiparametric estimation of a spatial autoregressive nonparametric stochastic frontier model

Tran, Kien C.; Tsionas, Efthymios G. - 2023

Persistent link: https://www.econbiz.de/10014382631

Isotonic regression discontinuity designs

Babii, Andrii; Kumar, Rohit - In: Journal of econometrics 234 (2023) 2, pp. 371-393

Persistent link: https://www.econbiz.de/10014434339