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Distortions of Asymptotic Confidence Size in Locally Misspecified Moment Inequality Models

Bugni, Federico A.; Canay, Ivan A.; Guggenberger, Patrik - In: Econometrica 80 (2012) 4, pp. 1741-1768

Persistent link: https://www.econbiz.de/10010562406

Estimating Semi-Parametric Panel Multinomial Choice Models Using Cyclic Monotonicity

Shi, Xiaoxia; Shum, Matthew; Song, Wei - In: Econometrica 86 (2018) 2, pp. 737-761

Persistent link: https://www.econbiz.de/10012097928

Inference Based on Conditional Moment Inequalities

Andrews, Donald W. K.; Shi, Xiaoxia - In: Econometrica 81 (2013) 2, pp. 609-666

Persistent link: https://www.econbiz.de/10010681517

On the Testability of Identification in Some Nonparametric Models With Endogeneity

Canay, Ivan A.; Santos, Andres; Shaikh, Azeem M. - In: Econometrica 81 (2013) 6, pp. 2535-2559

Persistent link: https://www.econbiz.de/10010713962

Bootstrap Inference in Partially Identified Models Defined by Moment Inequalities: Coverage of the Identified Set

Bugni, Federico A. - In: Econometrica 78 (2010) 2, pp. 735-753

This paper introduces a novel bootstrap procedure to perform inference in a wide class of partially identified econometric models. We consider econometric models defined by finitely many weak moment inequalities, -super-2 which encompass many applications of economic interest. The objective of...

Persistent link: https://www.econbiz.de/10008470806