arXiv 8 Feb 2021 · Econometrics
arXiv:2102.04457 · PDF · Extracted main text
We propose a methodology for constructing confidence regions with partially identified models of general form. The region is obtained by inverting a test of internal consistency of the econometric structure. We develop a dilation bootstrap methodology to deal with sampling uncertainty without reference to the hypothesized economic structure. It requires bootstrapping the quantile process for univariate data and a novel generalization of the latter to higher dimensions. Once the dilation is chosen to control the confidence level, the unknown true distribution of the observed data can be replaced by the known empirical distribution and confidence regions can then be obtained as in Galichon and Henry (2011) and Beresteanu, Molchanov and Molinari (2011).
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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 | Galichon, Alfred, Henry, Marc (2008) Set identification in models with multiple equilibria self | 1.000 | 5 | 5 | 100% |
| 2 | Beresteanu, Ari, Molchanov, Ilya, Molinari, Francesca (2008) Sharp identification regions in models with convex predictions: games, individual choice, and incomplete data | 0.843 | 3 | 3 | 100% |
| 3 | Chernozhukov, Victor, Hong, Han, Tamer, Elie (2007) Estimation and Confidence Regions for Parameter Sets in Econometric Models | 0.737 | 3 | 2 | 100% |
| 4 | Galichon, Alfred, Henry, Marc (2009) A test of non-identifying restrictions and confidence regions for partially identified parameters self | 0.644 | 2 | 2 | 100% |
| 5 | Parzen, Emanuel (1979) Non parametric statistical data modeling | 0.511 | 2 | 1 | 100% |
| 6 | Blundell, Richard, Browning, Martin, Crawford, Ian (2008) Best nonparametric bounds on demand responses | 0.405 | 1 | 1 | 100% |
| 7 | Brock, William, Durlauf, Steven (2001) Discrete choice with social interactions | 0.405 | 1 | 1 | 100% |
| 8 | Bickel, Peter, Freedman, David (1981) Some asymptotic theory for the bootstrap | 0.405 | 1 | 1 | 100% |
| 9 | Bjorn, Paul, Vuong, Quang (1985) Simultaneous equations models for dummy endogenous variables | 0.405 | 1 | 1 | 100% |
| 10 | Chen, Xiaohong, Hong, Han, Tamer, Elie (2005) Measurement error models with auxiliary data | 0.405 | 1 | 1 | 100% |
Showing the top 10 of 25 scored citations.