Misspecification in Moment Inequality Models: Back to Moment Equalities?
By M. Ponomareva, Elie Tamer. 2011
53 citations recorded by the source corpus.
Subfields: Management Science and Operations Research, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/0f83efc5ae563be9d8ca1491fb216599b64f75ee
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Management Science and Operations Research
- Federico A. Bugni
- Donald W. K. Andrews
- Andrés Santos
- Patrick M. Kline
- Xiaoxia Shi
- Ivan A. Canay
- Christian Francq
- Kathleen T. Li
In Statistics and Probability
- Ivan A. Canay
- Andrés Santos
- Xiaoxia Shi
- Federico A. Bugni
- Donald W. K. Andrews
- D. Chetverikov
- T. Armstrong
- Jörg Stoye
Citations in the corpus
- Specification tests for partially identified models defined by moment inequalities (2013, background): “…are typically related to functional forms or distributional assumptions.3 If these assumptions are not supported by the data, and so the model is misspecified, the resulting statistical inferences are usually invalid (see, e.g., Ponomareva and Tamer, 2011; Bugni, Canay, and Guggenberger, 2012).”
- Nonparametric Inference Based on Conditional Moment Inequalities (2014, background): “1) with 0 = ( 0; 0(z0)); Wi = (Y u i ; Y l i ; Xi; Zi); m1(Wi; 0) = Y u i X 0 i 0 0(z0); and m2(Wi; 0) = X 0 i 0 + 0(z0) Y l i : Example 3 is a partially-linear version of the interval-outcome regression model considered in Manski and Tamer (2002) and widely discussed in the moment inequality litera”
- Sensitivity to Missing Data Assumptions: Theory and an Evaluation of the U.S. Wage Structure (2010, methodology): “6 in van der Vaart and Wellner (1996) it follows that the class F is Donsker.”