Hiroaki Kaido, Francesca Molinari, Jörg Stoye, Matthew Thirkettle
arXiv 24 Oct 2017 · Econometrics · 1 citations (OpenAlex)
arXiv:1710.09707 · PDF · DOI · OpenAlex · Extracted main text
We present the calibrated-projection MATLAB package implementing the method to construct confidence intervals proposed by Kaido, Molinari and Stoye (2017). This manual provides details on how to use the package for inference on projections of partially identified parameters. It also explains how to use the MATLAB functions we developed to compute confidence intervals on solutions of nonlinear optimization problems with estimated constraints.
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The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | kaido2017confidence APACrefauthors Kaido, H. , Molinari, F. \ Stoye,… 2017 | 0.982 | 19 | 4 | 95% |
| 2 | kaido2016confidence APACrefauthors Kaido, H. , Molinari, F. \ Stoye,… 2016 | 0.644 | 2 | 2 | 100% |
| 3 | cvx APACrefauthors Grant, M. \ Boyd, S. APACrefauthors \ (2014) 201403 | 0.585 | 3 | 1 | 100% |
| 4 | gb08 APACrefauthors Grant, M. \ Boyd, S. APACrefauthors \ (2008) 2008 | 0.585 | 3 | 1 | 100% |
| 5 | andrews2010inference APACrefauthors Andrews, D W. \ Soares, G. APACr… (2010) 2010 | 0.511 | 2 | 1 | 100% |
| 6 | mattingley2012cvxgen APACrefauthors Mattingley, J. \ Boyd, S. APACre… (2012) 2012 | 0.511 | 2 | 1 | 100% |
| 7 | Barseghyan2017 APACrefauthors Barseghyan, L. , Coughlin, M. , Molina… (2017) 2017 | 0.405 | 1 | 1 | 100% |
| 8 | brent1971algorithm APACrefauthors Brent, R P. APACrefauthors \ (1971) 1971 | 0.405 | 1 | 1 | 100% |
| 9 | dekker1969finding APACrefauthors Dekker, T. APACrefauthors \ (1969) 1969 | 0.405 | 1 | 1 | 100% |
| 10 | jones1998efficient APACrefauthors Jones, D R. , Schonlau, M. \ Welch… (1998) 1998 | 0.405 | 1 | 1 | 100% |
Showing the top 10 of 12 scored citations.
arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.
| Citing paper | Intensity | Mentions | Sections | |
|---|---|---|---|---|
| 1 | Uniform Inference For Cointegrated Vector Autoregressive Processes | 0.405 | 1 | 1 |
| 2 | Testing Information Ordering for Strategic Agents | 0.405 | 1 | 1 |