Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure

By Donald W. K. Andrews, Panle Jia. 2008

224 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/21532e40b63b143ea3e45d3b8ec1bdb901826c63

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In Statistics and Probability

Citations in the corpus

Estimating Network Economies in Retail Chains: A Revealed Preference Approach (2010, background): “∆̃V K a ( N a , N K a + 1 ) + ∆̃V K b ( N b , N K b − 1 ) + (θb − θa) ≥ 0 (2)”
Misspecification in Moment Inequality Models: Back to Moment Equalities? (2011, unknown): “(2007), Imbens and Manski (2004), Molinari (2003), Andrews and Soares (2010), Romano and Shaikh (2008), Canay (Canay) and others.”
Intersection bounds: estimation and inference (2009, background): “Some examples include Andrews and Jia (2008), Beresteanu and Molinari (2008), Chernozhukov, Hong, and Tamer (2007), Galichon and Henry (2009), Romano and Shaikh (2008), Romano and Shaikh (2009), and Rosen (2008), among others.”
Adaptive test of conditional moment inequalities (2011, methodology): “The list of published papers on unconditional moment inequalities includes Chernozhukov et al. (2007), Romano and Shaikh (2008), Rosen (2008), Andrews and Guggenberger (2009), Andrews and Han (2009), Andrews and Soares (2010), Bugni (2010), Canay (2010), Pakes (2010), and Romano and Shaikh (2010).”
Bootstrap Methods in Econometrics (2018, unknown): “Andrews and Barwick (2012); Andrews and Han (2009); Bugni (2010, 2016); and Bugni, Canay, and Shi (2015, 2017) discuss bootstrap methods for moment inequality models.”
Weighted KS Statistics for Inference on Conditional Moment Inequalities (2011, background): “Papers that treat this problem include Andrews, 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…”
Asymptotically exact inference in conditional moment inequality models (2011, methodology): “Statistics based on integrating conditional moments have been used widely in other contexts as well, and go back at least to Bierens (1982). The literature on models defined by finitely many unconditional moment inequalities is more developed, but still recent. Papers in this literature include Andr”
Bayesian inference in a class of partially identified models (2016, background): “…Imbens and Manski (2004), Rosen (2008), Andrews and Guggenberger (2009), Stoye (2009), Andrews and Soares (2010), Bugni (2010), Canay (2010), and Andrews and Barwick (2012)) generally requires working with discontinuous-in-parameters asymptotic (repeated sampling) approximations to test…”
On the uniform asymptotic validity of subsampling and the bootstrap (2012, methodology): “For other ways of constructing critical values that are more similar to the construction given in Andrews and Barwick (2012), see Romano, Shaikh and Wolf (2012).”
Partial identification using random set theory (2010, methodology): “In the case of sharp identification regions of type (b) with unconditional moment inequalities, test of hypothesis and confidence statements can be carried out using the methods proposed by Chernozhukov, Hong, and Tamer (2007), Andrews and Soares (2010), Bugni (2010) and Canay (2010), among others.”
Monte Carlo Confidence Sets for Identified Sets (2016, unknown): “…or μ ∈ MI ; see, for example, Imbens and Manski (2004), Rosen (2008), Andrews and Guggenberger (2009), Stoye (2009), Andrews and Soares (2010), Canay (2010), Andrews and Barwick (2012), Wan (2013), Romano, Shaikh, and Wolf (2014), Bugni, Canay, and Shi (2017), and Kaido, Molinari, and Stoye…”
Moment Inequalities and Their Application (2015, background): “…rapidly expanding literature provides a number of possibilities for moment inequality estimation and inference (Andrews and Guggenberger 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…”
Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection (2007, unknown): “JEL Classification Numbers: C12, C15.”
Inference Based on Conditional Moment Inequalities (2013, background): “…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 (2010), Canay (2010), Andrews and Barwick (2012), and Bontemps, Magnac, and Maurin (2012).”