arXiv 8 Feb 2021 · Econometrics · publishedJournal of Econometrics (2009) · 69 citations (OpenAlex)
arXiv:2102.04151 · PDF · DOI · OpenAlex · Extracted main text
We propose an easily implementable test of the validity of a set of theoretical restrictions on the relationship between economic variables, which do not necessarily identify the data generating process. The restrictions can be derived from any model of interactions, allowing censoring and multiple equilibria. When the restrictions are parameterized, the test can be inverted to yield confidence regions for partially identified parameters, thereby complementing other proposals, primarily Chernozhukov et al. [Chernozhukov, V., Hong, H., Tamer, E., 2007. Estimation and confidence regions for parameter sets in econometric models. Econometrica 75, 1243-1285].
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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 | Chernozhukov, Victor, Hong, Han, Tamer, Elie (2007) Estimation and Confidence Regions for Parameter Sets in Econometric Models | 1.000 | 6 | 3 | 100% |
| 2 | Jovanovic, Boyan (1989) Observable implications of models with multiple equilibria | 1.000 | 5 | 3 | 100% |
| 3 | Koopmans, Tjallin, Reiersol, O (1950) The identification of structural characteristics | 1.000 | 5 | 3 | 100% |
| 4 | Andrews, Donald, Berry, Steven, Jia, Panle (2003) Placing bounds on parameters of entry games in the presence of multiple equilibria | 0.874 | 5 | 2 | 100% |
| 5 | Andrews, Donald (1997) A conditional Kolmogorov test | 0.811 | 4 | 2 | 100% |
| 6 | Anderson, T., Rubin, H (1949) Estimation of the parameters of a single equation in a complete system of stochastic equations | 0.644 | 2 | 2 | 100% |
| 7 | Ciliberto, Federico, Tamer, Elie (2006) Market structure and multiple equilibria in airline markets | 0.644 | 2 | 2 | 100% |
| 8 | Manski, Charles (2005) Partial identification in econometrics | 0.644 | 2 | 2 | 100% |
| 9 | Pakes, Ariel, Porter, Jack, Ho, Kate, Ishii, Joy (2004) Moment inequalities and their application | 0.644 | 2 | 2 | 100% |
| 10 | Roehrig, C (1988) Conditions for identification in parametric and nonparametric models | 0.644 | 2 | 2 | 100% |
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