Matias D. Cattaneo, Michael Jansson, Kenichi Nagasawa
arXiv 7 Oct 2025 · Econometrics
arXiv:2510.05991 · PDF · DOI · OpenAlex · Extracted main text
This paper develops distribution theory and bootstrap-based inference methods for a broad class of convex pairwise difference estimators. These estimators minimize a kernel-weighted convex-in-parameter function over observation pairs that are similar in terms of certain covariates, where the similarity is governed by a localization (bandwidth) parameter. While classical results establish asymptotic normality under restrictive bandwidth conditions, we show that valid Gaussian and bootstrap-based inference remains possible under substantially weaker assumptions. First, we extend the theory of small bandwidth asymptotics to convex pairwise estimation settings, deriving robust Gaussian approximations even when a smaller than standard bandwidth is used. Second, we employ a debiasing procedure based on generalized jackknifing to enable inference with larger bandwidths, while preserving convexity of the objective function. Third, we construct a novel bootstrap method that adjusts for bandwidth-induced variance distortions, yielding valid inference across a wide range of bandwidth choices. Our proposed inference method enjoys demonstrable more robustness, while retaining the practical appeal of convex pairwise difference estimators.
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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 | Honoré, B. E. and J. L. Powell (2005) Pairwise Difference Estimators for Nonlinear Models, in | 1.000 | 5 | 3 | 100% |
| 2 | Hjort, N. L. and D. Pollard (1993) Asymptotics for Minimisers of Convex Processes | 0.874 | 5 | 2 | 100% |
| 3 | Cattaneo, M. D., R. K. Crump, and M. Jansson (2014) b): bBootstrapping Density-Weighted Average Derivatives self | 0.737 | 3 | 2 | 100% |
| 4 | Aradillas-Lopez, A., B. E. Honoré, and J. L. Powell (2007) Pairwise Difference Estimation with Nonparametric Control Variables | 0.644 | 2 | 2 | 100% |
| 5 | Cattaneo, M. D., M. H. Farrell, M. Jansson, and R. P. Masini (2025) a): Higher-Order Refinements of Small Bandwidth Asymptotics for Density-Weighted Average Derivative Estimators self | 0.644 | 2 | 2 | 100% |
| 6 | Powell, J. L (1994) Estimation of Semiparametric Models, in | 0.644 | 2 | 2 | 100% |
| 7 | Heyde, C. C. and B. M. Brown (1970) On the Departure from Normality of a Certain Class of Martingales | 0.511 | 2 | 1 | 100% |
| 8 | Ahn, H., H. Ichimura, J. L. Powell, and P. A. Ruud (2018) Simple Estimators for Invertible Index Models | 0.405 | 1 | 1 | 100% |
| 9 | Ahn, H. and J. L. Powell (1993) Semiparametric Estimation of Censored Selection Models with a Nonparametric Selection Mechanism | 0.405 | 1 | 1 | 100% |
| 10 | Aradillas-Lopez, A (2012) Pairwise-Difference Estimation of Incomplete Information Games | 0.405 | 1 | 1 | 100% |
Showing the top 10 of 31 scored citations.
arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.
| Citing paper | Intensity | Mentions | Sections | |
|---|---|---|---|---|
| 1 | Asymptotic Variance Theory for Trimmed Least Squares and Trimmed Least Absolute Deviations in Censored Panel Models with Fixed Effects | 0.511 | 2 | 1 |