More on Confidence Intervals for Partially Identified Parameters

By Jörg Stoye. 2008

241 citations recorded by the source corpus.

Subfields: Artificial Intelligence, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/83369baff93d774bc2febb3bddebdbd13d2fbf53

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In Artificial Intelligence

In Statistics and Probability

Citations in the corpus

Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection (2007, unknown): “Park (2007), Stoye (2007) , Beresteanu, Molchanov, and Molinari (2008), Beresteanu”
Bayesian and Frequentist Inference in Partially Identified Models (2009, background): “…arises in models of industrial organization, for instance, in gametheoretic models with multiple equilibria studied by Bresnahan and Reiss (1991), Berry (1994), Halie and Tamer (2003), Pakes, Porter, Ho, and Ishi (2005), Bajari, Benkard, and Levin (2007), and Ciliberto and Tamer (2007).”
Factorial Designs, Model Selection, and (Incorrect) Inference in Randomized Experiments (2019, methodology): “We can therefore apply the approach of Imbens & Manski (2004) and Stoye (2009) to construct confidence intervals for βt:(7)”
Asymptotically exact inference in conditional moment inequality models (2011, background): “…(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 (2004) and Stoye (2009).”
Partial identification using random set theory (2010, methodology): “…very productive in many contexts; see, for example, Manski (1995), Haile and Tamer (2003) and Manski (2007) for results on identification, and Imbens and Manski (2004, see also Stoye (2009)), Chernozhukov, Hong, and Tamer (2007) and Andrews and Soares (2010) for results on statistical inference.”
Bonferroni-Based Size-Correction for Nonstandard Testing Problems (2017, background): “…in the context of inference on the two-stage least squares estimator, Leeb and Pötscher (2005) in the context of inference after model selection, Stoye (2009) in the context of inference on partially identified parameters and Andrews and Guggenberger (2009a) (AG henceforth) in the context of…”
PARTIAL IDENTIFICATION OF THE DISTRIBUTION OF TREATMENT EFFECTS AND ITS CONFIDENCE SETS (2009, methodology): “AU:2 The references (Manski, 1997; Galichon and Henry, 2006; Stoye, 2008; Beresteanu and Molinari, 2006) have not been included in the reference list.”
Impossibility Results for Nondifferentiable Functionals (2012, background): “Recent work on optimal treatment assignment rules by Manski (2004), Dehejia (2005), Stoye (2006), Schlag (2006), Tetenov (2007), and Hirano and Porter (2008) has adopted a decision-theoretic approach for choosing the optimal treatment.”
Revealed Preferences in a Heterogeneous Population (2014, methodology): “This issue received close attention in Imbens and Manski (2004) and Stoye (2009) and will be taken care of.”
Semiparametric Inference in Dynamic Binary Choice Models, Second Version (2014, background): “For more details; see, Tierney (1994) or Geweke (2005).”
Communicating Uncertainty in Official Economic Statistics: An Appraisal Fifty Years after Morgenstern (2014, background): “Econometricians have also shown how to form confidence intervals that jointly measure sampling and nonresponse error (e.g., Horowitz and Manski, 2000; Imbens and Manski, 2004; Stoye 2009).”
Identification and shape restrictions in nonparametric instrumental variables estimation (2012, methodology): “The asymptotic distribution can be used to carry out inference about the identified interval that contains L(g) and, using methods like those of Imbens and Manski (2004) and Stoye (2009), inference about the parameter L(g).”