arXiv 1 Apr 2022 · Econometrics
arXiv:2204.00473 · PDF · DOI · OpenAlex · Extracted main text
We propose confidence regions for the parameters of incomplete models with exact coverage of the true parameter in finite samples. Our confidence region inverts a test, which generalizes Monte Carlo tests to incomplete models. The test statistic is a discrete analogue of a new optimal transport characterization of the sharp identified region. Both test statistic and critical values rely on simulation drawn from the distribution of latent variables and are computed using solutions to discrete optimal transport, hence linear programming problems. We also propose a fast preliminary search in the parameter space with an alternative, more conservative yet consistent test, based on a parameter free critical value.
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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 | F. Ciliberto, C. Murry, and E. Tamer (2021) Market structure and competition in airline markets | 1.000 | 18 | 3 | 100% |
| 2 | A. Galichon and M. Henry (2011) Set identification in models with multiple equilibria | 1.000 | 10 | 3 | 100% |
| 3 | A. Beresteanu, I. Molchanov, and F. Molinari (2011) Sharp identification regions in models with convex predictions | 1.000 | 5 | 3 | 100% |
| 4 | F. Molinari (2020) Microeconometrics with partial identification | 1.000 | 5 | 3 | 100% |
| 5 | V. Chernozhukov, D. Chetverikov, and K. Kato (2019) Inference on causal and structural parameters using many moment inequalities | 0.811 | 4 | 2 | 100% |
| 6 | I. Ekeland, A. Galichon, and M. Henry (2010) Optimal transportation and the falsifiability of incompletely specified economic models | 0.811 | 4 | 2 | 100% |
| 7 | L. Barseghyan, M. Coughlin, F. Molinari, and J. C. Teitelbaum (2021) Heterogeneous choice sets and preferences | 0.737 | 3 | 2 | 100% |
| 8 | H. Kaido and Y. Zhang (2019) Robust likelihood ratio tests for incomplete economic models | 0.693 | 8 | 1 | 100% |
| 9 | D. Bertsekas and S. Shreve (1996) Stochastic Optimal Control: The Discrete Time Case | 0.644 | 4 | 1 | 100% |
| 10 | H. Kaido and Y. Zhang (2025) Universal inference for incomplete discrete choice models | 0.644 | 4 | 1 | 100% |
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arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.