Inference for the identified set in partially identified econometric models

By Joseph P. Romano, A. Shaikh. 2006

265 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Marketing, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/05f79c6987c230e8584547988c428d61921db0cb

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Citations in the corpus

A Test of Non-Identifying Restrictions and Confidence Regions for Partially Identified Parameters (2009, unknown): “Romano and Shaikh (2006a) and Romano and Shaikh (2006b) give high level conditions for uniformity of sub-sampling procedures in the criterion-based approach, with specific conditions under which these results hold in case of regression with interval outcomes.”
Asymptotically Efficient Estimation of Models Defined by Convex Moment Inequalities (2014, methodology): “The framework we employ is not as general as the one pursued in these papers, which, for example, do not impose convexity; see Romano and Shaikh (2008), Andrews and Guggenberger (2009), Rosen (2008), Menzel (2009), Bugni (2010), Canay (2010), and Andrews and Barwick (2012), among others.”
Confidence Sets for Partially Identified Parameters that Satisfy a Finite Number of Moment Inequalities (2006, background): “(cid:18) is diagonal include both the mean with missing data and regression with censored outcomes such as those considered by Beresteanu and Molinari (2008), Manski and Tamer (2002), and Romano and Shaikh (2006).”
Asymptotically exact inference in conditional moment inequality models (2011, background): “…Berry, and Jia (2004), Andrews and Jia (2008), Andrews and Guggenberger (2009), Andrews and Soares (2010), Chernozhukov, Hong, and Tamer (2007), Romano and Shaikh (2010), Romano and Shaikh (2008), Bugni (2010), Beresteanu and Molinari (2008), Moon and Schorfheide (2009), Imbens and Manski…”
Bootstrap Inference in Partially Identified Models Defined by Moment Inequalities: Coverage of the Identified Set (2010, background): “10These include Andrews, Berry, and Jia (2004), Pakes, Porter, Ho, and Ishii (2006), Soares (2006), Romano and Shaikh (2008), Rosen (2008), Andrews and Soares (2010), and Canay (2010).”
What Happens When Wal‐Mart Comes to Town: An Empirical Analysis of the Discount Retailing Industry (2008, methodology): “26For example, the methods proposed in Andrews, Berry and Jia (2004), Chernozhukov, Hong, and Tamer (2004), and Romano and Shaikh (2006), all involve estimating the parameters for each bootstrap sample or subsample.”
Inference for identifiable parameters in partially identified econometric models (2006, background): “The problem of constructing such sets is treated in a companion paper, Romano and Shaikh (2006b).”
Generalized instrumental inequalities: testing the instrumental variable independence assumption (2020, methodology): “When Z is discrete, the sharp instrumental inequalities can be written as a finite set of moment inequalities and be tested using, for example, the specification tests developed by Romano and Shaikh (2010), Andrews and Soares (2010) among others.”
Hypothesis Testing in Econometrics (2010, methodology): “For the details, see Benjamini and Yekutieli (2001) as well as Lehmann and Romano (2005a) and Romano and Shaikh (2006b), respectively.”
Inference Based on Conditional Moment Inequalities (2013, background): “…(2006), Canay (2010), Chernozhukov, Hong, and Tamer (2007), Beresteanu and Molinari (2008), Chiburis (2008), Guggenberger, Hahn, and Kim (2008), Romano and Shaikh (2008, 2010), Rosen (2008), Andrews and Guggenberger (2009), Andrews and Han (2009), Stoye (2009), Andrews and Soares (2010), Bugni…”
Monte Carlo Confidence Sets for Identified Sets (2016, methodology): “, Imbens and Manski (2004), Rosen (2008), Andrews and Guggenberger (2009), Stoye (2009), Andrews and Soares (2010), Andrews and Barwick (2012), Canay (2010), Romano, Shaikh, and Wolf (2014), Bugni, Canay, and Shi (2016) and Kaido, Molinari, and Stoye (2016) among many others), which generally uses d”
Moment Inequalities and Their Application (2015, background): “…2009, 2010; Andrews and Jia 2008; Andrews and Shi 2010; Andrews and Soares 2010; Beresteanu and Molinari 2008; Bugni 2010; Canay 2010; Chernozhukov, Hong, and Tamer 2007; Fan and Park 2009; Guggenberger, Hahn, Kim 2008; Imbens and Manski 2004; Menzel 2008; Romano and Shaikh 2008, 2010; Stoye 2010).”
Weighted KS Statistics for Inference on Conditional Moment Inequalities (2011, methodology): “Following the approach of Chernozhukov, Hong, and Tamer (2007) and Romano and Shaikh (2010), the confidence regions invert these tests using critical values that control the familywise error rate over parameter values in the identified set, resulting in a set that satisfies (1).”