Parameter Set Inference in a Class of Econometric Models

By Elie Tamer, Victor Chernozhukov, Han Hong. 2004

82 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/ca01471959c44ee8e2794a5b66a5bc3e30a9f8d7

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Citations in the corpus

Specification tests for partially identified models defined by moment inequalities (2013, methodology): “All the specification tests that this paper considers build upon the criterion function approach developed by Chernozhukov, Hong, and Tamer (2007).”
Asymptotic Properties for a Class of Partially Identified Models (2006, background): “Financial support from the Center for Analytic Economics at Cornell University and from the Micro Incentives Research Center at Duke University is gratefully acknowledged.”
Finite Sample Inference for Quantile Regression Models (2006, unknown): “These data were used previously in Graddy (1995) to test for imperfect competition in themarket.”
Confidence Intervals for Partially Identified Parameters (2003, background): “Chernozhukov, Hong, and Tamer (2003) extend this approach of constructing CIs that cover the entire identification region to problems with vector valued parameters and identification regions defined through minimization problems.”
ON THE ASYMPTOTIC SIZE DISTORTION OF TESTS WHEN INSTRUMENTS LOCALLY VIOLATE THE EXOGENEITY ASSUMPTION (2011, background): “Chernozhukov, Hong, and Tamer (2007) and Andrews and Guggenberger (2009b) and references therein, when the inequality restrictions may be locally violated.”
More on Confidence Intervals for Partially Identified Parameters (2008, background): “Pr Ã −cl − √ N b ∆ b σl − q 1− bρ2z2 ≤ bρz1, z1 ≤ cu! ≥ 1− α, (5)”
VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES (2009, methodology): “The method is of Anderson-Rubintype and was first considered in the moment inequality context by Chernozhukov, Hong, and Tamer (2008) (CHT).”
Dynamic Discrete Choice Structural Models: A Survey (2010, unknown): “It seems likely that initial schooling is correlated with other age 16 endowments, and Keane and Wolpin allow for this as our mixture likelihood in (16) suggests.”
Copulas in Econometrics (2014, background): “…with only univariate samples from F and G. Inference on r, F D (d), and F À1 Z ðaÞ belongs to a recent, but fast-growing area in econometrics: inference for partially identified parameters pioneered by Imbens & Manski (2004) (see also Chernozhukov et al. 2007, Stoye 2009, Andrews & Soares 2010).”