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Applications of Random Set Theory in Econometrics

2014
*
Annual Review of Economics
*

The

doi:10.1146/annurev-economics-080213-041205
fatcat:qymifzt3jjhalo6d77wzhajvie
*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*...##
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Partial Identification in Econometrics

2010
*
Annual Review of Economics
*

Therefore, new methods

doi:10.1146/annurev.economics.050708.143401
fatcat:cur3vhgtnjd6nbgw5cnbplkaju
*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*. ...##
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More on random utility models with bounded ambiguity

2017
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Theory and Decision
*

"

doi:10.1007/s11238-017-9620-1
fatcat:fienr25skncklpoihjjdckp4ye
*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. ...##
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Endogeneity, instruments and identification

2007
*
Journal of Econometrics
*

The other distinct group

doi:10.1016/j.jeconom.2006.06.001
fatcat:xbzdfmvswrhevbd4tbgndj3p3a
*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. ...##
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THE ET INTERVIEW: PROFESSOR CHARLES MANSKI

2018
*
Econometric Theory
*

He is best known

doi:10.1017/s0266466618000075
fatcat:t55jbiickbfwhjrbo4uwlxqhsi
*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*. ...##
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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*...##
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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. ...

##
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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. ...##
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Rejoinder: Response to Sobel

2005
*
Sociological methodology
*

Building

doi:10.1111/j.0081-1750.2006.00166.x
fatcat:ti4ibu3yc5cthfmdvv3iqd7j6y
*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. ...##
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Rejoinder: Response to Sobel

2005
*
Sociological methodology
*

Building

doi:10.1111/j.0081-1750.2005.00166.x
fatcat:vqis3ful3fbgvog3lz5g3mn66m
*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. ...##
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Causality in Economics and Econometrics

2006
*
Social Science Research Network
*

It then tests

doi:10.2139/ssrn.930739
fatcat:kw5trq6trrf5phsxegdiztdls4
*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 ...##
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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. ...##
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Critical Realism and Econometrics: Constructive Dialogue with Post Keynesian Economics

2002
*
Metroeconomica
*

...a difference

doi:10.1111/1467-999x.00149
fatcat:wpjg2l25ufhe5bvfg3grcnin3e
*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. ...##
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Robust Firm Pricing with Panel Data

2009
*
Social Science Research Network
*

Below, we give examples

doi:10.2139/ssrn.1695631
fatcat:cvjzhygwzzf6njpegu5tlpwuxe
*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, ...##
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Testing Additive Separability of Error Term in Nonparametric Structural Models

2014
*
Econometric Reviews
*

The test

doi:10.1080/07474938.2014.956621
fatcat:is44m6g7g5c3xim7tgdunvp3oq
*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 ...
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