Microeconometrics with partial identification

F Molinari - Handbook of econometrics, 2020 - Elsevier
This chapter reviews the microeconometrics literature on partial identification, focusing on
the developments of the last thirty years. The topics presented illustrate that the available …

Partial identification in econometrics

E Tamer - Annu. Rev. Econ., 2010 - annualreviews.org
Identification in econometric models maps prior assumptions and the data to information
about a parameter of interest. The partial identification approach to inference recognizes that …

[КНИГА][B] Optimal transport methods in economics

A Galichon - 2018 - books.google.com
Optimal Transport Methods in Economics is the first textbook on the subject written
especially for students and researchers in economics. Optimal transport theory is used …

Demand analysis using strategic reports: An application to a school choice mechanism

N Agarwal, P Somaini - Econometrica, 2018 - Wiley Online Library
Several school districts use assignment systems that give students an incentive to
misrepresent their preferences. We find evidence consistent with strategic behavior in …

Identification of social interactions

LE Blume, WA Brock, SN Durlauf… - Handbook of social …, 2011 - Elsevier
While interest in social determinants of individual behavior has led to a rich theoretical
literature and many efforts to measure these influences, a mature “social econometrics” has …

Inference based on conditional moment inequalities

DWK Andrews, X Shi - Econometrica, 2013 - Wiley Online Library
In this paper, we propose an instrumental variable approach to constructing confidence sets
(CS's) for the true parameter in models defined by conditional moment …

Sharp identification regions in models with convex moment predictions

A Beresteanu, I Molchanov, F Molinari - Econometrica, 2011 - Wiley Online Library
We provide a tractable characterization of the sharp identification region of the parameter
vector θ in a broad class of incomplete econometric models. Models in this class have set …

Heterogeneous choice sets and preferences

L Barseghyan, M Coughlin, F Molinari… - …, 2021 - Wiley Online Library
We propose a robust method of discrete choice analysis when agents' choice sets are
unobserved. Our core model assumes nothing about agents' choice sets apart from their …

Practical and theoretical advances in inference for partially identified models

IA Canay, AM Shaikh - Advances in Economics and …, 2017 - books.google.com
This paper surveys some of the recent literature on inference in partially identified models.
After reviewing some basic concepts, including the definition of a partially identified model …

Inference on causal and structural parameters using many moment inequalities

V Chernozhukov, D Chetverikov… - The Review of Economic …, 2019 - academic.oup.com
This article considers the problem of testing many moment inequalities where the number of
moment inequalities, denoted by, is possibly much larger than the sample size. There is a …