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There are 13370 results for: content related to: Inference Based on Conditional Moment Inequalities

  1. Intersection Bounds: Estimation and Inference

    Econometrica

    Volume 81, Issue 2, March 2013, Pages: 667–737, Victor Chernozhukov, Sokbae Lee and Adam M. Rosen

    Article first published online : 20 MAR 2013, DOI: 10.3982/ECTA8718

  2. Distortions of Asymptotic Confidence Size in Locally Misspecified Moment Inequality Models

    Econometrica

    Volume 80, Issue 4, July 2012, Pages: 1741–1768, Federico A. Bugni, Ivan A. Canay and Patrik Guggenberger

    Article first published online : 25 JUL 2012, DOI: 10.3982/ECTA9604

  3. Estimation and Inference With Weak, Semi-Strong, and Strong Identification

    Econometrica

    Volume 80, Issue 5, September 2012, Pages: 2153–2211, Donald W. K. Andrews and Xu Cheng

    Article first published online : 25 SEP 2012, DOI: 10.3982/ECTA9456

  4. Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure

    Econometrica

    Volume 80, Issue 6, November 2012, Pages: 2805–2826, Donald W. K. Andrews and Panle Jia Barwick

    Article first published online : 26 NOV 2012, DOI: 10.3982/ECTA8166

  5. Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals

    Econometrica

    Volume 80, Issue 1, January 2012, Pages: 277–321, Xiaohong Chen and Demian Pouzo

    Article first published online : 10 JAN 2012, DOI: 10.3982/ECTA7888

  6. Inference in Nonparametric Instrumental Variables With Partial Identification

    Econometrica

    Volume 80, Issue 1, January 2012, Pages: 213–275, Andres Santos

    Article first published online : 10 JAN 2012, DOI: 10.3982/ECTA7493

  7. Inference on Counterfactual Distributions

    Econometrica

    Volume 81, Issue 6, November 2013, Pages: 2205–2268, Victor Chernozhukov, Iván Fernández-Val and Blaise Melly

    Article first published online : 13 NOV 2013, DOI: 10.3982/ECTA10582

  8. Bayesian and Frequentist Inference in Partially Identified Models

    Econometrica

    Volume 80, Issue 2, March 2012, Pages: 755–782, Hyungsik Roger Moon and Frank Schorfheide

    Article first published online : 16 MAR 2012, DOI: 10.3982/ECTA8360

  9. You have full text access to this Open Access content
    Minimum distance estimators for dynamic games

    Quantitative Economics

    Volume 4, Issue 3, November 2013, Pages: 549–583, Sorawoot Srisuma

    Article first published online : 18 NOV 2013, DOI: 10.3982/QE266

  10. Asymptotically Efficient Estimation of Models Defined by Convex Moment Inequalities

    Econometrica

    Volume 82, Issue 1, January 2014, Pages: 387–413, Hiroaki Kaido and Andres Santos

    Article first published online : 5 FEB 2014, DOI: 10.3982/ECTA10017

  11. Entropic Latent Variable Integration via Simulation

    Econometrica

    Volume 82, Issue 1, January 2014, Pages: 345–385, Susanne M. Schennach

    Article first published online : 5 FEB 2014, DOI: 10.3982/ECTA9748

  12. You have full text access to this Open Access content
    Large sample properties for estimators based on the order statistics approach in auctions

    Quantitative Economics

    Volume 4, Issue 2, July 2013, Pages: 329–375, Konrad Menzel and Paolo Morganti

    Article first published online : 12 JUL 2013, DOI: 10.3982/QE177

  13. Gambling Reputation: Repeated Bargaining With Outside Options

    Econometrica

    Volume 81, Issue 4, July 2013, Pages: 1601–1672, Jihong Lee and Qingmin Liu

    Article first published online : 26 JUL 2013, DOI: 10.3982/ECTA9200

  14. Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model

    Econometrica

    Volume 80, Issue 6, November 2012, Pages: 2667–2732, Søren Johansen and Morten Ørregaard Nielsen

    Article first published online : 26 NOV 2012, DOI: 10.3982/ECTA9299

  15. Bootstrap Testing of Hypotheses on Co-Integration Relations in Vector Autoregressive Models

    Econometrica

    Volume 83, Issue 2, March 2015, Pages: 813–831, Giuseppe Cavaliere, Heino Bohn Nielsen and Anders Rahbek

    Article first published online : 3 APR 2015, DOI: 10.3982/ECTA11952

  16. Sharp Identification Regions in Models With Convex Moment Predictions

    Econometrica

    Volume 79, Issue 6, November 2011, Pages: 1785–1821, Arie Beresteanu, Ilya Molchanov and Francesca Molinari

    Article first published online : 22 NOV 2011, DOI: 10.3982/ECTA8680

  17. Local Identification of Nonparametric and Semiparametric Models

    Econometrica

    Volume 82, Issue 2, March 2014, Pages: 785–809, Xiaohong Chen, Victor Chernozhukov, Sokbae Lee and Whitney K. Newey

    Article first published online : 1 APR 2014, DOI: 10.3982/ECTA9988

  18. You have full text access to this Open Access content
    Control functions in nonseparable simultaneous equations models

    Quantitative Economics

    Volume 5, Issue 2, July 2014, Pages: 271–295, Richard Blundell and Rosa L. Matzkin

    Article first published online : 21 JUL 2014, DOI: 10.3982/QE281

  19. Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis

    Econometrica

    Volume 83, Issue 2, March 2015, Pages: 771–811, Graham Elliott, Ulrich K. Müller and Mark W. Watson

    Article first published online : 3 APR 2015, DOI: 10.3982/ECTA10535

  20. You have full text access to this Open Access content
    A simple estimator for the distribution of random coefficients

    Quantitative Economics

    Volume 2, Issue 3, November 2011, Pages: 381–418, Jeremy T. Fox, Kyoo il Kim, Stephen P. Ryan and Patrick Bajari

    Article first published online : 11 NOV 2011, DOI: 10.3982/QE49