Inference on endogenously censored regression models using conditional moment inequalities

By Shakeeb Khan, Elie Tamer. 2009

104 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/ec51b6912a8a5996ee972e4663c687e290137fd9

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In Statistics and Probability

Citations in the corpus

Asymptotically exact inference in conditional moment inequality models (2011, methodology): “The results in this paper relate to recent work on testing conditional moment inequalities, including papers by Andrews and Shi (2009), Kim (2008), Khan and Tamer (2009), Chernozhukov, Lee, and Rosen (2009), Lee, Song, and Whang (2011), Ponomareva (2010), Menzel (2008) and Armstrong (2011).”
Estimating Semi-Parametric Panel Multinomial Choice Models Using Cyclic Monotonicity (2016, unknown): “…moment inequalities are approximated by unconditional moment inequalities generated by multiplying the moment function to indicators of hypercubes on the space of the conditioning variables in the spirit of Khan and Tamer (2009) and Andrews and Shi (2013), instead of estimated nonparametrically.”
Weighted KS Statistics for Inference on Conditional Moment Inequalities (2011, methodology): “These estimators and inference procedures build on the idea of transforming conditional moment inequalities to unconditional moment inequalities, which was used by Khan and Tamer (2009) to propose estimates for a point identified model.”
Adaptive test of conditional moment inequalities (2011, background): “The case of CMI that point identify θ is treated in Khan and Tamer (2009).”
Nonparametric Inference Based on Conditional Moment Inequalities (2014, background): “Khan and Tamer (2009) considers conditional moment inequalities in a point-identified model.”
Inference Based on Conditional Moment Inequalities (2013, unknown): “Papers that convert conditional moments into an in nite number of unconditional moments in point identi ed models include Bierens (1982), Bierens and Ploberger (1997), Chen and Fan (1999), Dominguez and Lobato (2004), and Khan and Tamer (2009), among others.”
TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES (2013, background): “…Andrews and Shi (2014), Andrews and Shi (2017), Aradillas-López, Gandhi, and Quint (2016), Armstrong (2015), Armstrong and Chan (2016), Chernozhukov, Lee, and Rosen (2013), Chetverikov (2017), Fan and Park (2014), Khan and Tamer (2009), Lee, Song, and Whang (2013), and Menzel (2014) among others.”