JoonHwan Cho, Thomas M. Russell
arXiv 7 Oct 2018 · Econometrics · publishedJournal of Business and Economic Statistics (2023) · 9 citations (OpenAlex)
arXiv:1810.03180 · PDF · DOI · OpenAlex · Extracted main text
This paper proposes a new approach to obtain uniformly valid inference for linear functionals or scalar subvectors of a partially identified parameter defined by linear moment inequalities. The procedure amounts to bootstrapping the value functions of randomly perturbed linear programming problems, and does not require the researcher to grid over the parameter space. The low-level conditions for uniform validity rely on genericity results for linear programs. The unconventional perturbation approach produces a confidence set with a coverage probability of 1 over the identified set, but obtains exact coverage on an outer set, is valid under weak assumptions, and is computationally simple to implement.
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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 | Gafarov, B (2021) Inference in high-dimensional set-identified affine models | 1.000 | 33 | 3 | 100% |
| 2 | Kaido, H. and Santos, A (2014) Asymptotically efficient estimation of models defined by convex moment inequalities | 0.928 | 4 | 3 | 100% |
| 3 | Fang, Z., Santos, A., Shaikh, A. M., and Torgovitsky, A (2021) Inference for large-scale linear systems with known coefficients | 0.874 | 20 | 2 | 100% |
| 4 | Kaido, H., Molinari, F., and Stoye, J (2019) Confidence intervals for projections of partially identified parameters | 0.843 | 3 | 3 | 100% |
| 5 | Kasy, M (2016) Partial identification, distributional preferences, and the welfare ranking of policies | 0.843 | 3 | 3 | 100% |
| 6 | Spingarn, J. E. and Rockafellar, R. T (1979) The generic nature of optimality conditions in nonlinear programming | 0.843 | 3 | 3 | 100% |
| 7 | Beresteanu, A. and Molinari, F (2008) Asymptotic properties for a class of partially identified models | 0.644 | 2 | 2 | 100% |
| 8 | Bontemps, C., Magnac, T., and Maurin, E (2012) Set identified linear models | 0.644 | 2 | 2 | 100% |
| 9 | Bugni, F. A., Canay, I. A., and Shi, X (2017) Inference for subvectors and other functions of partially identified parameters in moment inequality models | 0.644 | 2 | 2 | 100% |
| 10 | Chandrasekhar, A. G., Chernozhukov, V., Molinari, F., and Schrimpf, P (2019) Best linear approximations to set identified functions: with an application to the gender wage gap | 0.644 | 2 | 2 | 100% |
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