Add to ORKGStandard tests and confidence sets in the moment inequality literature are not robust to model misspecification in the sense that they exhibit spurious precision when the identified set is empty. This paper introduces tests and confidence sets that provide correct asymptotic inference for a pseudo-true parameter in such scenarios, and hence, do not suffer from spurious precision
This note uses a simple example to show how moment inequality models used in the empirical economics...
This paper develops methods of inference for nonparametric and semiparametric parameters defined by c...
Most rational expectations models involve equations in which the dependent variable is a function of...
Standard tests and confidence sets in the moment inequality literature are not robust to model misspe...
This paper is concerned with possible model misspecification in moment inequality models. Two issues...
We consider inference in models defined by approximate moment conditions. We show that near-optimal c...
This thesis identifies the asymptotic properties of generalized empirical likelihood estimators when...
No CWP26/18, CeMMAP working papers from Centre for Microdata Methods and Practice, Institute for Fis...
Abstract This paper studies partially identified structures defined by a finite number of moment ine...
Consider the linear model E[y|x] = x′β where one is interested in learning about β given data on y ...
We propose a new theoretical framework to assess the approximate validity of overidentifying moment...
This paper is concerned with tests and confidence intervals for partially-identified parameters that a...
More than thirty years ago Halbert White inaugurated a “modelrobust” form of statistical inference b...
The copyright to this Article is held by the Econometric Society. It may be downloaded, printed and ...
In statistical inference, it is rarely realistic that the hypothesized statistical model is well-spe...
This note uses a simple example to show how moment inequality models used in the empirical economics...
This paper develops methods of inference for nonparametric and semiparametric parameters defined by c...
Most rational expectations models involve equations in which the dependent variable is a function of...
Standard tests and confidence sets in the moment inequality literature are not robust to model misspe...
This paper is concerned with possible model misspecification in moment inequality models. Two issues...
We consider inference in models defined by approximate moment conditions. We show that near-optimal c...
This thesis identifies the asymptotic properties of generalized empirical likelihood estimators when...
No CWP26/18, CeMMAP working papers from Centre for Microdata Methods and Practice, Institute for Fis...
Abstract This paper studies partially identified structures defined by a finite number of moment ine...
Consider the linear model E[y|x] = x′β where one is interested in learning about β given data on y ...
We propose a new theoretical framework to assess the approximate validity of overidentifying moment...
This paper is concerned with tests and confidence intervals for partially-identified parameters that a...
More than thirty years ago Halbert White inaugurated a “modelrobust” form of statistical inference b...
The copyright to this Article is held by the Econometric Society. It may be downloaded, printed and ...
In statistical inference, it is rarely realistic that the hypothesized statistical model is well-spe...
This note uses a simple example to show how moment inequality models used in the empirical economics...
This paper develops methods of inference for nonparametric and semiparametric parameters defined by c...
Most rational expectations models involve equations in which the dependent variable is a function of...