Showing 1 - 10 of 54
We present the clrbound, clr2bound, clr3bound, and clrtest commands for estimation and inference on intersection bounds as developed by Chernozhukov et al. (2013). The intersection bounds framework encompasses situations where a population parameter of interest is partially identified by a...
Persistent link: https://www.econbiz.de/10010357244
In this paper, we investigate what can be learned about average counterfactual outcomes when it is assumed that treatment response functions are smooth. The smoothness conditions in this paper amount to assuming that the differences in average counterfactual outcomes are bounded under different...
Persistent link: https://www.econbiz.de/10010336471
In this paper, we investigate what can be learned about average counterfactual outcomes as well as average treatment effects when it is assumed that treatment response functions are smooth. We obtain a set of new partial identification results for both the average treatment response and the...
Persistent link: https://www.econbiz.de/10011994415
We present the clrbound, clr2bound, clr3bound, and clrtest com- mands for estimation and inference on intersection bounds as developed by Chernozhukov et al. (2013). The commands clrbound, clr2bound, and clr3bound provide bound estimates that can be used directly for estimation or to construct...
Persistent link: https://www.econbiz.de/10010318729
We present the clrbound, clr2bound, clr3bound, and clrtest commands for estimation and inference on intersection bounds as developed by Chernozhukov et al. (2013). The intersection bounds framework encompasses situations where a population parameter of interest is partially identified by a...
Persistent link: https://www.econbiz.de/10011282650
We present the clrbound, clr2bound, clr3bound, and clrtest commands for estimation and inference on intersection bounds as developed by Chernozhukov, Lee, and Rosen (2013, Econometrica 81: 667–737). The intersection bounds framework encompasses situations where a population parameter of...
Persistent link: https://www.econbiz.de/10011265695
We present the clrbound, clr2bound, clr3bound and clrtest commands for estimation and inference developed by Chernozhukov et al. (2013). The commands clrbound, clr2bound and clr3bound provide bound estimates that can be used directly for estimation or to construct asymptotically valid confidence...
Persistent link: https://www.econbiz.de/10010827521
In this paper, we propose a general method for testing inequality restrictions on nonparametric functions. Our framework includes many nonparametric testing problems in a uni ed framework, with a number of possible applications in auction models, game theoretic models, wage inequality, and...
Persistent link: https://www.econbiz.de/10010254852
We investigate identification of causal parameters in case-control and related studies. The odds ratio in the sample is our main estimand of interest and we articulate its relationship with causal parameters under various scenarios. It turns out that the odds ratio is generally a sharp upper...
Persistent link: https://www.econbiz.de/10012216988
This paper describes a method for carrying out inference on partially identified parameters that are solutions to a class of optimization problems. The optimization problems arise in applications in which grouped data are used for estimation of a model's structural parameters. The parameters are...
Persistent link: https://www.econbiz.de/10012295262