arXiv 29 Jan 2025 · Econometrics
arXiv:2501.17973 · PDF · DOI · OpenAlex · Extracted main text
A growing number of empirical models exhibit set-valued predictions. This paper develops a tractable inference method with finite-sample validity for such models. The proposed procedure uses a robust version of the universal inference framework by Wasserman et al. (2020) and avoids using moment selection tuning parameters, resampling, or simulations. The method is designed for constructing confidence intervals for counterfactual objects and other functionals of the underlying parameter. It can be used in applications that involve model incompleteness, discrete and continuous covariates, and parameters containing nuisance components.
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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 | Wasserman, L., A. Ramdas, and S. Balakrishnan (2020) Universal inference | 0.974 | 13 | 6 | 92% |
| 2 | Kaido, H. and Y. Zhang (2019) Robust Likelihood Ratio Tests for Incomplete Economic Models self | 0.928 | 5 | 3 | 80% |
| 3 | Bugni, F., I. Canay, and X. Shi (2017) Inference for Subvectors and Other Functions of Partially Identified Parameters in Moment Inequality Models | 0.874 | 7 | 2 | 100% |
| 4 | Philippe, F., G. Debs, and J.-Y. Jaffray (1999) Decision making with monotone lower probabilities of infinite order | 0.843 | 4 | 3 | 75% |
| 5 | Bresnahan, T. F. and P. C. Reiss (1990) Entry in monopoly market | 0.737 | 3 | 3 | 67% |
| 6 | Kaido, H. and F. Molinari (2024) Information Based Inference In Models With Set-Valued Predictions And Misspecification self | 0.737 | 3 | 2 | 100% |
| 7 | Barseghyan, L., M. Coughlin, F. Molinari, and J. C. Teitelbaum (2021) Heterogeneous Choice Sets and Preferences | 0.737 | 3 | 2 | 100% |
| 8 | Chernozhukov, V., S. Lee, and A. M. Rosen (2013) Intersection Bounds: Estimation and Inference | 0.737 | 3 | 2 | 100% |
| 9 | Chesher, A., A. M. Rosen, and Y. Zhang (2024) Robust Analysis of Short Panels | 0.737 | 3 | 2 | 100% |
| 10 | Andrews, D. W. and X. Shi (2013) Inference Based on Conditional Moment Inequalities | 0.644 | 2 | 2 | 100% |
Showing the top 10 of 159 scored citations.