Inference on Regressions with Interval Data on a Regressor or Outcome

By Charles F. Manski, Elie Tamer. 2002

454 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/3e1e7a6ef3162e337659e193f1c1b6b5ab452218

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In Statistics and Probability

Citations in the corpus

Do people understand monetary policy (2014, unknown): “The coeffi cient on inflation goes back to being statistically insignificant, and the coeffi cient on unemployment remains close to the value obtained in column (1).”
IDENTIFICATION AND INFERENCE IN NONLINEAR DIFFERENCE-IN-DIFFERENCES MODELS BY (2003, unknown): “Meyer, Viscusi, and Durbin (1995) and Poterba, Venti, and Wise (1995) apply this approach to specific quantiles.”
Empirical Models of Entry and Market Structure (2007, background): “For example, McKelvey and Palfrey (1995) and Seim (2004) have shown how introducing asymmetric information about payoffs can mitigate multiple equilibrium problems.”
Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection (2007, methodology): “The paper reports finite-sample size and power results obtained via simulation for a missing-data model considered in Imbens and Manski (2004) and an interval-outcome regression model considered in Manski and Tamer (2002).”
Adaptive test of conditional moment inequalities (2011, background): “In econometrics, they appear in the estimation problems with interval data and problems with censoring, e.g., see Manski and Tamer (2002).”
Experimental uncertainty estimation and statistics for data having interval uncertainty. (2007, methodology): “…discriminant function analysis (Nivlet et al. 2001a,b), Bayesian methods (Fernández et al. 2001; 2004), regression analysis (Billard and Diday 2000; Manski and Tamer 2002; Marino and Palumbo 2002; 2003), time series analysis (Möller and Reuter 2006), principal components analysis (Lauro and…”
Market Structure and Multiple Equilibria in Airline Markets (2009, methodology): “See also Manski (2007) and the references therein, Manski and Tamer (2002), and Imbens and Manski (2004).”
Set identification via quantile restrictions in short panels (2009, background): “Estimation of sets defined by inequality restrictions is well-studied in the recent econometrics literature on set identification, and results from papers such as Manski and Tamer (2002) and Chernozhukov, Hong, and Tamer (2007) (henceforth CHT) apply here.”
Partial Identification in Monotone Binary Models: Discrete Regressors and Interval Data (2008, methodology): “The relationship between our set-up and the one in Manski and Tamer (2002) are similar to the relationship between quantile independence (Manski, 1988) and Lewbel (2000) identifying restrictions.”
EL inference for partially identified models: Large deviations optimality and bootstrap validity (2010, background): “Horowitz and Manski (1998, 2000), Manski and Tamer (2002) and Imbens and Manski (2004) developed methods for estimation and inference for the case where the identification region is defined by lower and upper bounds that can be estimated from the data.”
Inference for identifiable parameters in partially identified econometric models (2006, background): “Manski and Tamer (2002) characterize the identified set in this setting and also consider”
Asymptotically Efficient Estimation of Models Defined by Convex Moment Inequalities (2014, unknown): “http://www.econometricsociety.org/ Econometrica, Vol. 82, No. 1 (January, 2014), 387–413”