메뉴 건너뛰기




Volumn 152, Issue 2, 2009, Pages 186-196

A test of non-identifying restrictions and confidence regions for partially identified parameters

Author keywords

Mass transportation; Partial identification; Specification test

Indexed keywords

CONFIDENCE REGION; ECONOMETRIC MODEL; ECONOMIC VARIABLES; IDENTIFIED PARAMETER; MULTIPLE EQUILIBRIUM; PARAMETER SET; PARAMETERIZED; PARTIAL IDENTIFICATION; SPECIFICATION TEST;

EID: 68949209196     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2009.01.010     Document Type: Article
Times cited : (47)

References (53)
  • 2
    • 0001779878 scopus 로고
    • Estimation of the parameters of a single equation in a complete system of stochastic equations
    • Anderson T., and Rubin H. Estimation of the parameters of a single equation in a complete system of stochastic equations. Annals of Mathematical Statistics 20 (1949) 46-63
    • (1949) Annals of Mathematical Statistics , vol.20 , pp. 46-63
    • Anderson, T.1    Rubin, H.2
  • 3
    • 0000833487 scopus 로고
    • Chi-squared diagnostic tests for econometric models
    • Andrews D. Chi-squared diagnostic tests for econometric models. Econometrica 56 (1988) 1419-1453
    • (1988) Econometrica , vol.56 , pp. 1419-1453
    • Andrews, D.1
  • 4
    • 0001179485 scopus 로고    scopus 로고
    • A conditional Kolmogorov test
    • Andrews D. A conditional Kolmogorov test. Econometrica 65 (1997) 1097-1128
    • (1997) Econometrica , vol.65 , pp. 1097-1128
    • Andrews, D.1
  • 5
    • 0001198502 scopus 로고    scopus 로고
    • Inconsistency of the bootstrap when a parameter is on the boundary of the parameter space
    • Andrews D. Inconsistency of the bootstrap when a parameter is on the boundary of the parameter space. Econometrica 68 (2000) 399-405
    • (2000) Econometrica , vol.68 , pp. 399-405
    • Andrews, D.1
  • 8
    • 47249113077 scopus 로고    scopus 로고
    • Asymptotic properties for a class of partially identified models
    • Beresteanu A., and Molinari F. Asymptotic properties for a class of partially identified models. Econometrica 76 (2008) 763-814
    • (2008) Econometrica , vol.76 , pp. 763-814
    • Beresteanu, A.1    Molinari, F.2
  • 9
    • 56349114045 scopus 로고    scopus 로고
    • Best nonparametric bounds on demand responses
    • Blundell R., Browning M., and Crawford I. Best nonparametric bounds on demand responses. Econometrica 76 (2008) 1227-1262
    • (2008) Econometrica , vol.76 , pp. 1227-1262
    • Blundell, R.1    Browning, M.2    Crawford, I.3
  • 10
    • 34547537260 scopus 로고    scopus 로고
    • Identification of binary choice models with social interactions
    • Brock B., and Durlauf S. Identification of binary choice models with social interactions. Journal of Econometrics 140 (2007) 52-75
    • (2007) Journal of Econometrics , vol.140 , pp. 52-75
    • Brock, B.1    Durlauf, S.2
  • 12
    • 16344384926 scopus 로고    scopus 로고
    • Measurement error models with auxiliary data
    • Chen X., Hong H., and Tamer E. Measurement error models with auxiliary data. Review of Economic Studies 22 (2005) 343-366
    • (2005) Review of Economic Studies , vol.22 , pp. 343-366
    • Chen, X.1    Hong, H.2    Tamer, E.3
  • 13
    • 34547678276 scopus 로고    scopus 로고
    • Estimation and confidence regions for parameter sets in econometric models
    • Chernozhukov V., Hong H., and Tamer E. Estimation and confidence regions for parameter sets in econometric models. Econometrica 75 (2007) 1243-1285
    • (2007) Econometrica , vol.75 , pp. 1243-1285
    • Chernozhukov, V.1    Hong, H.2    Tamer, E.3
  • 15
    • 0036213904 scopus 로고    scopus 로고
    • Regressions, short and long
    • Cross P., and Manski C. Regressions, short and long. Econometrica 70 (2002) 357-368
    • (2002) Econometrica , vol.70 , pp. 357-368
    • Cross, P.1    Manski, C.2
  • 17
    • 0040745579 scopus 로고    scopus 로고
    • Gaussian approximation of local empirical processes indexed by functions
    • Einmahl U., and Mason D. Gaussian approximation of local empirical processes indexed by functions. Probability Theory and Related Fields 107 (1997) 283-311
    • (1997) Probability Theory and Related Fields , vol.107 , pp. 283-311
    • Einmahl, U.1    Mason, D.2
  • 19
    • 34547659136 scopus 로고    scopus 로고
    • Columbia University Discussion Paper 0506-28. Available at
    • Galichon, A., Henry, M., 2006b. Inference in incomplete models. Columbia University Discussion Paper 0506-28. Available at http://www.columbia.edu/cu/economics/discpapr/DP0506-28.pdf
    • (2006) Inference in incomplete models
    • Galichon, A.1    Henry, M.2
  • 21
    • 0001678364 scopus 로고
    • Bootstrapping general empirical measures
    • Giné E., and Zinn S. Bootstrapping general empirical measures. Annals of Probability 18 (1990) 851-859
    • (1990) Annals of Probability , vol.18 , pp. 851-859
    • Giné, E.1    Zinn, S.2
  • 22
    • 0031428553 scopus 로고    scopus 로고
    • Making the most out of programme evaluation and social experiments: Accounting for heterogeneity in programme impacts
    • Heckman J., Smith J., and Clements N. Making the most out of programme evaluation and social experiments: Accounting for heterogeneity in programme impacts. Review of Economic Studies 64 (1997) 487-535
    • (1997) Review of Economic Studies , vol.64 , pp. 487-535
    • Heckman, J.1    Smith, J.2    Clements, N.3
  • 23
    • 0002470860 scopus 로고    scopus 로고
    • Censoring of outcomes and regressors due to survey nonresponse: Identification and estimation using weights and imputations
    • Horowitz J., and Manski C. Censoring of outcomes and regressors due to survey nonresponse: Identification and estimation using weights and imputations. Journal of Econometrics 84 (1998) 37-58
    • (1998) Journal of Econometrics , vol.84 , pp. 37-58
    • Horowitz, J.1    Manski, C.2
  • 24
    • 8344228503 scopus 로고    scopus 로고
    • Confidence intervals for partially identified parameters
    • Imbens G., and Manski C. Confidence intervals for partially identified parameters. Econometrica 72 (2004) 1845-1859
    • (2004) Econometrica , vol.72 , pp. 1845-1859
    • Imbens, G.1    Manski, C.2
  • 25
    • 0000604067 scopus 로고
    • Observable implications of models with multiple equilibria
    • Jovanovic B. Observable implications of models with multiple equilibria. Econometrica 57 (1989) 1431-1437
    • (1989) Econometrica , vol.57 , pp. 1431-1437
    • Jovanovic, B.1
  • 29
    • 22144461723 scopus 로고    scopus 로고
    • Testing for stochastic dominance under general conditions: A subsampling approach
    • Linton O., Maasoumi E., and Whang Y. Testing for stochastic dominance under general conditions: A subsampling approach. Review of Economic Studies 71 (2005) 735-765
    • (2005) Review of Economic Studies , vol.71 , pp. 735-765
    • Linton, O.1    Maasoumi, E.2    Whang, Y.3
  • 30
    • 0041810454 scopus 로고    scopus 로고
    • Asymptotics for likelihood ratio tests under loss of identifiability
    • Liu X., and Shao Y. Asymptotics for likelihood ratio tests under loss of identifiability. Annals of Statistics 31 (2003) 807-832
    • (2003) Annals of Statistics , vol.31 , pp. 807-832
    • Liu, X.1    Shao, Y.2
  • 31
    • 45249084143 scopus 로고    scopus 로고
    • Partial identification in monotone binary models: Discrete regressors and interval data
    • Magnac T., and Maurin E. Partial identification in monotone binary models: Discrete regressors and interval data. Review of Economic Studies 75 (2008) 835-864
    • (2008) Review of Economic Studies , vol.75 , pp. 835-864
    • Magnac, T.1    Maurin, E.2
  • 32
    • 0000770002 scopus 로고
    • Nonparametric bounds on treatment effects
    • Manski C. Nonparametric bounds on treatment effects. American Economic Review 80 (1990) 319-323
    • (1990) American Economic Review , vol.80 , pp. 319-323
    • Manski, C.1
  • 33
    • 1942501565 scopus 로고    scopus 로고
    • Social learning from private experiences: The dynamics of the selection problem
    • Manski C. Social learning from private experiences: The dynamics of the selection problem. Review of Economic Studies 71 (2004) 443-458
    • (2004) Review of Economic Studies , vol.71 , pp. 443-458
    • Manski, C.1
  • 35
    • 0000827094 scopus 로고
    • Random simultaneous equations and the theory of production
    • Marschak J., and Andrews W. Random simultaneous equations and the theory of production. Econometrica 12 (1944) 143-203
    • (1944) Econometrica , vol.12 , pp. 143-203
    • Marschak, J.1    Andrews, W.2
  • 36
    • 70350102802 scopus 로고
    • Restrictions of economic theory in nonparametric methods
    • Engel R.F., and McFadden D.L. (Eds), North Holland
    • Matzkin R. Restrictions of economic theory in nonparametric methods. In: Engel R.F., and McFadden D.L. (Eds). Handbook of Econometrics vol. 4 (1994), North Holland 1-16
    • (1994) Handbook of Econometrics , vol.4 , pp. 1-16
    • Matzkin, R.1
  • 39
    • 68949209018 scopus 로고    scopus 로고
    • Molinari, F., 2003. Contaminated, corrupted and missing data Northwestern University Ph.D.
    • Molinari, F., 2003. Contaminated, corrupted and missing data Northwestern University Ph.D.
  • 42
    • 0000255809 scopus 로고
    • Conditions for identification in parametric and nonparametric models
    • Roehrig C. Conditions for identification in parametric and nonparametric models. Econometrica 56 (1988) 433-447
    • (1988) Econometrica , vol.56 , pp. 433-447
    • Roehrig, C.1
  • 44
    • 43849087376 scopus 로고    scopus 로고
    • Inference for identifiable parameters in partially identified econometric models
    • Romano J., and Shaikh A. Inference for identifiable parameters in partially identified econometric models. Journal of Statistical Planning and Inference 139 (2008) 2786-2807
    • (2008) Journal of Statistical Planning and Inference , vol.139 , pp. 2786-2807
    • Romano, J.1    Shaikh, A.2
  • 45
    • 52149109499 scopus 로고    scopus 로고
    • Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities
    • Rosen A. Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities. Journal of Econometrics 146 (2008) 107-117
    • (2008) Journal of Econometrics , vol.146 , pp. 107-117
    • Rosen, A.1
  • 47
    • 0000318738 scopus 로고
    • The oscillation behaviour of empirical processes: The multivariate case
    • Stute W. The oscillation behaviour of empirical processes: The multivariate case. Annals of Probability 12 (1984) 361-379
    • (1984) Annals of Probability , vol.12 , pp. 361-379
    • Stute, W.1
  • 48
    • 0010275812 scopus 로고
    • The transportation cost from the uniform measure to the empirical measure in dimension greater or equal to three
    • Talagrand M. The transportation cost from the uniform measure to the empirical measure in dimension greater or equal to three. Annals of Probability 22 (1994) 919-959
    • (1994) Annals of Probability , vol.22 , pp. 919-959
    • Talagrand, M.1
  • 49
    • 0037240088 scopus 로고    scopus 로고
    • Incomplete simultaneous discrete response model with multiple equilibria
    • Tamer E. Incomplete simultaneous discrete response model with multiple equilibria. Review of Economic Studies 70 (2003) 147-165
    • (2003) Review of Economic Studies , vol.70 , pp. 147-165
    • Tamer, E.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.