J Jalan, E Somanathan, S Chaudhuri… - 2003 - isid.ac.in
Abstract The demand for environmental quality is often presumed to be low in developing
countries due to poverty. Less attention has been paid to the possibility that lack of
awareness about the adverse health effects of environmental pollution could also keep ...
S Chaudhuri… - Journal of Econometrics, 2011 - papers.ssrn.com
Abstract: Projection-based methods of inference on subsets of parameters are useful for
obtaining tests that do not over-reject the true parameter values. However, they are also
often criticized for being conservative. We show that the usual method of projection can be ...
S Chaudhuri, T Richardson, J Robins… - 2007 - papers.ssrn.com
Abstract: In this paper we design two split-sample score tests for subsets of structural
coefficients in a linear Instrumental Variables (IV) regression. Sample splitting serves two
purposes-1) validity of the resultant tests does not depend on the identifiability of the ...
J Jalan, E Somanathan… - Environment and …, 2009 - Cambridge Univ Press
ABSTRACT. The demand for environmental quality is often presumed to be low in
developing countries due to poverty. Less attention has been paid to the possibility that lack
of awareness about adverse health effects of environmental pollution could also keep the ...
S Chaudhuri, T Richardson, J Robins… - Econometric …, 2010 - Cambridge Univ Press
Abstract In this paper we introduce a new method of projection-type inference and describe
it in the context of two stage least squares–based split-sample inference on subsets of
structural coefficients in a linear instrumental variables regression model. The use of the ...
S Chaudhuri… - 2011 - unc.edu
Abstract We are interested in score tests for parameter vectors and sub-vectors defined by
moment restrictions. We provide a general setup to conduct score tests by utilizing the
additional information obtained from the Generalized Empirical Likelihood framework in ...
E Zivot… - Working Papers, 2008 - iwhm.iwh-halle.de
The paper by Kleibergen and Mavroeidis (2008a), hereafter KM, is an excellent survey of the
current state of the art in the weak instrument robust econometrics for testing subsets of
parameters in GMM, and provides an important and relevant application of the ...
J Jalan, E Somanathan… - Working Papers, 2006 - ideas.repec.org
The demand for environmental quality is often presumed to be low in developing countries
due to poverty. Less attention has been paid to the possibility that lack of awareness about
the adverse health effects of environmental pollution could also keep the demand low. We ...
E Zivot… - Journal of Business and Economic Statistics, 2009 - ASA
The paper by Kleibergen and Mavroeidis (2009), hereafter KM, is an excellent survey of the
current state of the art in the weak instrument robust econometrics for testing subsets of
parameters in the generalized method of moments (GMM), and provides an important and ...
S Chaudhuri… - 2009 - papers.ssrn.com
Abstract: Instrumental variables estimates of the effect of military service on subsequent
civilian earnings either omit schooling or treat it as exogenous. In a more general setting that
also allows for the treatment of schooling as endogenous, we estimate the veteran effect ...
S Chaudhuri - 2011 - unc.edu
E [gi (θ)]= 0⇔ θ= θ0(1) where gi (θ)≡ g (wi, θ): W× Θ↦→ Rk where Θ⊂ Rp is compact and
θ0∈ interior (Θ). We studied the GMM-based estimation and inference on θ0 extensively in
class. However, as you can see in the 1996 special issue of the Journal of Business and ...
S Chaudhuri, V Corradi, A Fernandez… - Journal of Business & …, 2009 - ASA
Anatolyev, Stanislav, “Nonparametric Retrospection and Mon- itoring of Predictability of Financial
Returns,” 149 Aruoba, S. Bora˘gan, Diebold, Francis X., and Scotti, Chiara, “Real-Time Measurement
of Business Conditions,” 417 Awartani, Basel, Corradi, Valentina, and Distaso, Walter, ...
S Chaudhuri… - esg.ac.uk
Abstract In this paper we introduce a new test for subsets of parameters in the presence of
weakly identified unknown nuisance parameters. Our test is based on a general technique
proposed by Robins (2004) and, in principle, it is an extension of the K-test for subsets of ...
[CITATION] Problem 1. You may find Pratt (1981) helpful for this problem. Consider the model yi= Xiθ+ ui where ui
S Chaudhuri… - 2008
[CITATION] Awareness and the demand for environmental quality: survey evidence on drinking water in urban Indiaxref ref-type=" fn" rid=" fn001"
J Jalan, E Somanathan… - Environment and Development Economics, 2010
S Chaudhuri… - 2010 - apps.olin.wustl.edu
Abstract It is already well known that the use of the implied probabilities from the
Generalized Empirical Likelihood (GEL) class of estimators can lead to higher-order-
asymptotic gains in inference [see Newey and Smith (2004)]. The question is: Are these ...
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