We provide a finite sample inference method for the structural parameters of a semiparametric binary response model … under a conditional median restriction originally studied by Manski (1975, 1985). Our inference method is valid for any … to the lack of a continuously distributed covariate with large support. Our inference approach exploits distributional …

This paper introduces a bootstrap-based inference method for functions of the parameter vector in a moment (in …. Our inference method controls asymptotic size uniformly over a large class of data distributions. The current literature … inference. Relative to projection-based procedures, our method presents three advantages: (i) it weakly dominates in terms of …

This paper surveys some of the recent literature on inference in partially identified models. After reviewing some … some important parts of the broader literature on inference in partially identified models and conclude by providing some …

This paper introduces a bootstrap-based inference method for functions of the parameter vector in a moment (in …. Our inference method controls asymptotic size uniformly over a large class of data distributions. The current literature … inference. Relative to projection-based procedures, our method presents three advantages: (i) it weakly dominates in terms of …

application of our test is sub-vector inference in moment inequality models, that is, for a multidimensional Ø, the function f …This paper introduces a new hypothesis test for the null hypothesis H0 : f(Ø) = Y0, where f(.) is a known function, Y0 …(Ø) = Øk selects the kth coordinate of Ø. Our test controls asymptotic size uniformly over a large class of distributions of …

parameter space as the test statistic together with two different critical values. We obtain two main results. First, we show … powerful than the test that checks whether the confidence set for the parameters of interest is empty or not. …

papers have suggested a test based on checking whether confidence sets for the parameters of interest are empty or not …, referred to as Test BP. We propose two new specification tests, denoted Tests RS and RC, that achieve uniform asymptotic size … control and dominate Test BP in terms of power in any finite sample and in the asymptotic limit. Test RC is particularly …

This paper develops a specification test for the instrument validity conditions in the heterogeneous treatment effect …. Our specification test infers this testable implication using a Kolmogorov-Smirnov type test statistic. We provide a … bootstrap algorithm to implement the proposed test and show its asymptotic validity. The proposed test procedure can apply to …

interest are identified by conditional moment restrictions. We introduce a novel inference method without any prior information … statistics and combine bootstrap inference with model selection. Our method optimizes asymptotic power by solving a data …, demonstrate the extent to which our inference procedure is superior to those available in the literature. …

be nearly unidentifi ed. Our theoretical framework connects many existing publications on impossible inference that rely … often easier to prove, it is applicable for many widely-used tests, and it is useful for robust hypothesis testing. We … conclude by demonstrating impossible inference in multiple economic applications of models with discontinuity and time …