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Inference for Linear Conditional Moment Inequalities

Isaiah Andrews, Jonathan Roth, Ariel Pakes

arXiv 22 Sep 2019 · Econometrics · publishedThe Review of Economic Studies (2019) · 17 citations (OpenAlex)

arXiv:1909.10062 · PDF · DOI · OpenAlex · Extracted main text

Abstract

We show that moment inequalities in a wide variety of economic applications have a particular linear conditional structure. We use this structure to construct uniformly valid confidence sets that remain computationally tractable even in settings with nuisance parameters. We first introduce least favorable critical values which deliver non-conservative tests if all moments are binding. Next, we introduce a novel conditional inference approach which ensures a strong form of insensitivity to slack moments. Our recommended approach is a hybrid technique which combines desirable aspects of the least favorable and conditional methods. The hybrid approach performs well in simulations calibrated to Wollmann (2018), with favorable power and computational time comparisons relative to existing alternatives.

Citation extraction

49
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Most heavily cited references

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.

ReferenceIntensityMentionsSectionsMain text
1Andrews \ Soares (2010) `Inference for parameters defined by moment inequalities using generalized moment selection', Econometrica 78(1), 119–1591.00053100%
2Cox \ Shi (2022) `Simple Adaptive Size-Exact Testing for Full-Vector and Subvector Inference in Moment Inequality Models', The Review of Economic…0.93717782%
3Kaido, Molinari, Stoye \ Thirkettle (2017) `Calibrated projection in matlab: Users' manual', arXiv:1710.09707 [econ, stat]0.9285380%
4Wollmann (2018) `Trucks without bailouts: Equilibrium product characteristics for commercial vehicles', American Economic Review 108(6), 1364–14060.9098675%
5Rambachan \ Roth (2022) `An More Credible Approach to Parallel Trends', Working paper0.8746567%
6Bugni, Canay \ Shi (2017) `Inference for subvectors and other functions of partially identified parameters in moment inequality models', Quantitative Econ…0.87462100%
7Cho \ Russell (2021) Simple inference on functionals of set-identified parameters defined by linear moments0.8434375%
8Romano, Shaikh \ Wolf (2014) `A practical two-step method for testing moment inequalities', Econometrica 82(5), 1979–20020.81142100%
9Gafarov (2019) Inference in high-dimensional set-identified affine models0.7373367%
10Chernozhukov, Newey \ Santos (2015) Constrained conditional moment restriction models0.73732100%

Showing the top 10 of 49 scored citations.

Cited by, within the corpus

arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.

Citing paperIntensityMentionsSections
1Testing the Solvability of Systems of Linear Inequalities1.000175
2Simple Adaptive Size-Exact Testing for Full-Vector and Subvector Inference in Moment Inequality Models1.00063
3Testing Inequalities Linear in Nuisance Parameters0.92843
4Inference for Interval-Identified Parameters Selected from an Estimated Set0.87482
5Inference for Large-Scale Linear Systems with Known Coefficients0.87452
6Linear programming approach to partially identified econometric models0.81142
7Testing Mechanisms0.73732
8Cohort-Anchored Robust Inference for Event-Study with Staggered Adoption0.73732
9Testing Exclusion and Shape Restrictions in Potential Outcomes Models0.64441
10A Simple, Short, but Never-Empty Confidence Interval for Partially Identified Parameters0.51121