Hiroaki Kaido, Francesca Molinari
arXiv 19 Jan 2024 · Econometrics · 1 citations (OpenAlex)
arXiv:2401.11046 · PDF · DOI · OpenAlex · Extracted main text
This paper proposes an information-based inference method for partially identified parameters in incomplete models that is valid both when the model is correctly specified and when it is misspecified. Key features of the method are: (i) it is based on minimizing a suitably defined Kullback-Leibler information criterion that accounts for incompleteness of the model and delivers a non-empty pseudo-true set; (ii) it is computationally tractable; (iii) its implementation is the same for both correctly and incorrectly specified models; (iv) it exploits all information provided by variation in discrete and continuous covariates; (v) it relies on Rao's score statistic, which is shown to be asymptotically pivotal.
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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 | Donald W. K. Andrews and Xiaoxia Shi (2013) Inference based on conditional moment inequalities | 1.000 | 18 | 3 | 100% |
| 2 | Halbert White (1982) Maximum Likelihood Estimation of Misspecified Models | 1.000 | 8 | 4 | 100% |
| 3 | Brendan Kline and Elie Tamer (2016) Bayesian inference in a class of partially identified models | 1.000 | 8 | 3 | 100% |
| 4 | Chen, Xiaohong and Christensen, Timothy M. and Tamer, Elie (2018) Monte Carlo Confidence Sets for Identified Sets | 0.920 | 18 | 4 | 78% |
| 5 | Arie Beresteanu and Ilya Molchanov and Francesca Molinari (2011) Sharp identification regions in models with convex moment predictions self | 0.843 | 4 | 4 | 75% |
| 6 | Ilya Molchanov and Francesca Molinari (2018) Random Sets in Econometrics self | 0.830 | 7 | 3 | 57% |
| 7 | Ye Luo and Kirill Ponomarev and Hai Wang (2025) Selecting Inequalities for Sharp Identification in Models with Set-Valued Predictions | 0.822 | 9 | 3 | 56% |
| 8 | Li, Lixiong and Kédagni, Désiré and Mourifié, Ismaël (2024) Discordant relaxations of misspecified models | 0.811 | 4 | 2 | 100% |
| 9 | R. Tyrrell Rockafellar and Roger J.-B. Wets (2005) Variational Analysis, Second Edition | 0.737 | 5 | 2 | 60% |
| 10 | Whitney K. Newey (1994) The Asymptotic Variance of Semiparametric Estimators | 0.737 | 4 | 3 | 50% |
Showing the top 10 of 50 scored citations.
arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.
| Citing paper | Intensity | Mentions | Sections | |
|---|---|---|---|---|
| 1 | Universal Inference for Incomplete Discrete Choice Models | 0.737 | 3 | 2 |
| 2 | The purpose of an estimator is what it does: Misspecification, estimands, and over-identification | 0.405 | 1 | 1 |