A practical two-step method for testing moment inequalities

By Joseph P. Romano, A. Shaikh, Michael Wolf. 2014

140 citations recorded by the source corpus.

Subfields: Artificial Intelligence, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/7fd53cd6c07afdcaa47f6386ebd37c050bb4869e

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Artificial Intelligence

In Statistics and Probability

Citations in the corpus

Breaking the curse of dimensionality in regression (2017, background): “…controlling false discovery rate in high-dimensional setting (e.g. Storey et al. (2004); Barber and Candès (2015); G’Sell et al. (2016)), and those papers testing many moment inequalities (e.g. Chernozhukov et al. (2013b); Fan et al. (2015); Bugni et al. (2016); Romano et al. (2014), among others).”
Tolerating defiance? Local average treatment effects without monotonicity (2017, methodology): “Therefore, results from Romano, Shaikh, and Wolf (2014) cannot be used to draw inference on R(P(F)) and Δ(P(F)).”
Improved central limit theorem and bootstrap approximations in high dimensions (2019, unknown): “re some applications where the more general version (8) is required; for example, the latter was used by Bai, Shaikh, and Santos in [2] to extend the method of testing moment inequalities proposed in [31] for the case of a small number of inequalities to the case of a large number of inequalities. F”
Bonferroni-Based Size-Correction for Nonstandard Testing Problems (2017, unknown): “…valid confidence intervals for some of the problems that fall into this framework (e.g., Pötscher and Schneider, 2010), to the author’s knowledge, this is the first time such a framework and corresponding uniformly valid inference procedure has been presented at this level of generality.”
Fuzzy Differences-in-Differences (2015, background): “e intervals on partially identied parameters have for instance been proposed by Imbens & Manski (2004), Andrews & Soares (2010), Andrews & Barwick (2012), Chernozhukov et al. (2013), and Romano et al. (2014). However, to the best of our knowledge none of the existing procedure applies to”