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Applications of Random Set Theory in Econometrics

Ilya Molchanov, Francesca Molinari
2014 Annual Review of Economics  
The econometrics literature has in recent years shown a growing interest in the study of partially identified models, where the object of economic and statistical interest is a set rather than a point.  ...  Characterization of this set and development of its consistent estimators and of inference procedures with desirable properties are the main goals of partial identification analysis.  ...  Applications of Random Set Theory in Econometrics  ... 
doi:10.1146/annurev-economics-080213-041205 fatcat:qymifzt3jjhalo6d77wzhajvie

Partial Identification in Econometrics

Elie Tamer
2010 Annual Review of Economics  
Therefore, new methods for inference are developed. These methods construct confidence sets for partially identified parameters, and confidence regions for sets of parameters, or identifiable sets.  ...  Rather, given the data, the partial identification approach characterizes the informational content of various assumptions by providing a menu of estimates, each based on different sets of assumptions,  ...  Below I review the literature on partial identification in econometrics.  ... 
doi:10.1146/annurev.economics.050708.143401 fatcat:cur3vhgtnjd6nbgw5cnbplkaju

More on random utility models with bounded ambiguity

Charles F. Manski
2017 Theory and Decision  
"Partial Identification with Missing Data: Concepts and Findings," International Journal of Approximate Reasoning, Vol. 39, No. 2-3, 2005, pp. 151-165. " Confidence Intervals for Partially Identified Parameters  ...  "Alternative Estimates of the Effect of Family Structure During Adolescence on High School Graduation," with G. Sandefur, S. McLanahan, and D. Powers, Journal of the American Statistical . 1-5.  ... 
doi:10.1007/s11238-017-9620-1 fatcat:fienr25skncklpoihjjdckp4ye

Endogeneity, instruments and identification

Andrew Chesher, Geert Dhaene, Herman van Dijk
2007 Journal of Econometrics  
The other distinct group of papers focuses on various aspects of inference in models with linear structural functions with particular attention to the impact of weak instruments on inference.  ...  The papers by Chernozhukov, Imbens and Newey; Chesher; Fro¨lich; and Magnac and Maurin study identification and estimation in structural models under semi-or non-parametric restrictions.  ...  on the Econometrics of Monetary Policy and Financial Decision Making in Rotterdam.  ... 
doi:10.1016/j.jeconom.2006.06.001 fatcat:xbzdfmvswrhevbd4tbgndj3p3a

THE ET INTERVIEW: PROFESSOR CHARLES MANSKI

Elie Tamer
2018 Econometric Theory  
He is best known for his seminal work on partial identification.  ...  This approach to empirical work anchored by the identification problem has had a transformational impact not only in econometrics and economics but in statistics and quantitative social science.  ...  One was partial identification.  ... 
doi:10.1017/s0266466618000075 fatcat:t55jbiickbfwhjrbo4uwlxqhsi

Page 6990 of Mathematical Reviews Vol. , Issue 89M [page]

1989 Mathematical Reviews  
This paper is concerned with a wide class of nonlinear econometric models where structural change may (partially) occur or not occur. Three examples are introduced in Section 2.  ...  Statist. 5 (1977), no. 4, 722-733; MR 58 #7965] is employed and two theorems for sets of items with noncrossing ICCs are proved that can aid in testing against empirical observations for consequences of  ... 

Page 570 of The Annals of Mathematical Statistics Vol. 27, Issue 2 [page]

1956 The Annals of Mathematical Statistics  
On the moments of the maximum of partial sums of a finite number of independent normal variates. DAVID, H.A. On the application to statistics of an elementary theorem in probability. WISHART, J.  ...  Tests for randomness of points on a line. BOSE, R.C. Paired comparison designs for testing concordance between judges. PILLAI, K. C. 8.  ... 

Page 3713 of Mathematical Reviews Vol. , Issue 81I [page]

1981 Mathematical Reviews  
Zeliner, Arnold 81i:62202 A note on the relationship of minimum expected loss (MELO) and other structural coefficient estimates. Rev. Econom. Statist. 62 (1980), no. 3, 482-484.  ...  [Srivastava, Virender Kumar]; Ullah, Aman Generalized two-stage least squares estimators for a structural equation with both fixed and random coefficients. Internat. Econom.  ... 

Rejoinder: Response to Sobel

James J. Heckman
2005 Sociological methodology  
Building on my previous analysis , I reconcile the statistical treatment effect literature and the econometrics literature by noting that the wider set of questions addressed by the latter entails considering  ...  More general versions of this model developed in econometrics allow agents to be partially informed about (Y 1 ,Y 0 ) when they make their decisions and to allow for more general costs.  ... 
doi:10.1111/j.0081-1750.2006.00166.x fatcat:ti4ibu3yc5cthfmdvv3iqd7j6y

Rejoinder: Response to Sobel

James J. Heckman
2005 Sociological methodology  
Building on my previous analysis , I reconcile the statistical treatment effect literature and the econometrics literature by noting that the wider set of questions addressed by the latter entails considering  ...  More general versions of this model developed in econometrics allow agents to be partially informed about (Y 1 ,Y 0 ) when they make their decisions and to allow for more general costs.  ... 
doi:10.1111/j.0081-1750.2005.00166.x fatcat:vqis3ful3fbgvog3lz5g3mn66m

Causality in Economics and Econometrics

Kevin D. Hoover
2006 Social Science Research Network  
It then tests for independence among pairs of variables, conditioning on sets of zero variables, then one, then two, and so forth until the set of variables is exhausted.  ...  And it is the obverse side of the now familiar problem of econometric identification: in this case, how The standard solution to the identification problem is to look for additional causal determinants  ...  Causality in Economics and Econometrics K.D. Hoover 9 June 2006  ... 
doi:10.2139/ssrn.930739 fatcat:kw5trq6trrf5phsxegdiztdls4

Page 376 of Mathematical Reviews Vol. , Issue 92a [page]

1992 Mathematical Reviews  
First, a general method of construction of bivariate life models is developed in the setting of random environmental effects.  ...  We present gains by the common structural variance in identification and asymptotic efficiency of the limited information maximum likelihood (LIML) estimator of structural coefficients in two regimes.  ... 

Critical Realism and Econometrics: Constructive Dialogue with Post Keynesian Economics

Paul Downward, Andrew Mearman
2002 Metroeconomica  
...a difference of opinion between practicing Post Keynesian economists and critical realist methodologists should initiate a process of discussion that might well bring about modifications to critical  ...  can be useful as part of a broad set of information on which (partial) inferences are based.  ...  Not only do a burgeoning set of techniques exist for the researcher to calculate statistics, but they also form part of various inferential frameworks.  ... 
doi:10.1111/1467-999x.00149 fatcat:wpjg2l25ufhe5bvfg3grcnin3e

Robust Firm Pricing with Panel Data

Kanishka Misra, James W. Roberts, Benjamin R. Handel
2009 Social Science Research Network  
Below, we give examples of partially identified sets for two consumers, based on the four choice models presented.  ...  Schlag (2010): “The Common Structure of Statistical Models of Truncation, Sample Selection, and Limited Dependent Variables and a Simple Estimator for Such Models,” Journal of Economic Theory, 145,  ... 
doi:10.2139/ssrn.1695631 fatcat:cvjzhygwzzf6njpegu5tlpwuxe

Testing Additive Separability of Error Term in Nonparametric Structural Models

Liangjun Su, Yundong Tu, Aman Ullah
2014 Econometric Reviews  
The test statistic is motivated from the observation that, under the additive error structure, the partial derivative of the nonparametric structural function with respect to the error term is one under  ...  We propose a test statistic under a set of identification conditions considered by Hoderlein, Su and White (2012), which require the existence of a control variable such that the regressor is independent  ...  They are: (1) The economic meaning of an unobservable random term varies from case to case; (2) The identification and statistical properties of the estimated underlying economic structure depend on whether  ... 
doi:10.1080/07474938.2014.956621 fatcat:is44m6g7g5c3xim7tgdunvp3oq
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