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Incomplete simultaneous discrete response model with multiple equilibria

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E Tamer - Review of Economic Studies, 2003 - Wiley Online Library
A bivariate simultaneous discrete response model which is a stochastic representation of
equilibria in a two-person discrete game is studied. The presence of multiple equilibria in the
underlying discrete game maps into a region for the exogenous variables where the ...
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Inference on regressions with interval data on a regressor or outcome

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CF Manski… - Econometrica, 2002 - Wiley Online Library
2. Abstract This paper examines inference on regressions when interval data are available
on one variable, the other variables being measured precisely. Let a population be
characterized by a distribution P (y, x, v, v 0, v 1), where y∈ R 1, x∈ R k, and the real ...
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Estimation and Confidence Regions for Parameter Sets in Econometric Models1

[PDF] from econometricsociety.org
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V Chernozhukov, H Hong… - Econometrica, 2007 - Wiley Online Library
This paper develops a framework for performing estimation and inference in econometric
models with partial identification, focusing particularly on models characterized by moment
inequalities and equalities. Applications of this framework include the analysis of game- ...
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Inference with an incomplete model of English auctions

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PA Haile… - Journal of Political Economy, 2003 - JSTOR
While English auctions are the most common in practice, their rules typically lack sufficient
structure to yield a tractable theoretical model without significant abstractions. Rather than
relying on one stylized model to provide an exact interpretation of the data, we explore an ...
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Market structure and multiple equilibria in airline markets

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F Ciliberto… - Econometrica, 2009 - Wiley Online Library
We thank a co-editor and three referees for comments that greatly improved the paper. We
also thank T. Bresnahan, A. Cohen, B. Honoré, C. Manski, M. Mazzeo, A. Pakes, J. Panzar,
A. Paula, R. Porter, W. Thurman, and seminar participants at many institutions and ...
Cited by 189 - Related articles - All 12 versions

Measurement error models with auxiliary data

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X Chen, H Hong… - Review of Economic Studies, 2005 - Wiley Online Library
We study the problem of parameter inference in (possibly non-linear and non-smooth)
econometric models when the data are measured with error. We allow for arbitrary
correlation between the true variables and the measurement errors. To solve the ...
Cited by 86 - Related articles - All 18 versions

Bounds on parameters in panel dynamic discrete choice models

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BE Honoré… - Econometrica, 2006 - Wiley Online Library
Identification of dynamic nonlinear panel data models is an important and delicate problem
in econometrics. In this paper we provide insights that shed light on the identification of
parameters of some commonly used models. Using these insights, we are able to show ...
Cited by 82 - Related articles - BL Direct - All 20 versions

Identification in Models of Oligopoly Entry

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S Berry… - … in economics and econometrics: theory and …, 2006 - books.google.com
Abstract In the empirical study of markets, models of entry are often used to study the nature
of firms' profits and the nature of competition between firms. Most of these estimated models
have been parametric. In this paper, we review and extend a number of results on the ...
Cited by 81 - Related articles - BL Direct - All 8 versions

[PDF] Market structure and multiple equilibria in airline markets

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F Ciliberto… - … of Economics, University of Virginia and …, 2004 - igier.uni-bocconi.it
Abstract We provide a framework for inference in discrete games that involve multiple
decision makers and use it to study airline market structure in the US. We make inferences
on a “class of models” rather that looking for point identifying assumptions that pin down a ...
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[CITATION] Parameter set inference in a class of econometric models

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V Chernozhukov, H Hong… - Econometrica, 2007
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Inference in censored models with endogenous regressors

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H Hong… - Econometrica, 2003 - Wiley Online Library
This paper analyzes the linear regression model y= xβ+ ε with a conditional median
assumption med (ε| z)= 0, where z is a vector of exogenous instrument random variables.
We study inference on the parameter β when y is censored and x is endogenous. We treat ...
Cited by 49 - Related articles - BL Direct - All 14 versions

Irregular identification, support conditions, and inverse weight estimation

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S Khan… - Econometrica, 2010 - Wiley Online Library
We thank a co-editor and three referees for comments that improved the content and
exposition in the paper. We also thank J. Heckman, M. Ponomareva, J. Powell, and seminar
participants at many universities, as well as conference participants at the 2007 NASM at ...
Cited by 43 - Related articles - All 44 versions

A simple estimator for nonlinear error in variable models

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H Hong… - Journal of Econometrics, 2003 - Elsevier
We propose a simple estimator for nonlinear method of moment models with measurement
error of the classical type when no additional data, such as validation data or double
measurements, are available. We assume that the marginal distributions of the ...
Cited by 40 - Related articles - All 9 versions

Partial rank estimation of duration models with general forms of censoring

[TXT] from duke.edu
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S Khan… - Journal of Econometrics, 2007 - Elsevier
In this paper we propose estimators for the regression coefficients in censored duration
models which are distribution free, impose no parametric specification on the baseline
hazard function, and can accommodate general forms of censoring. The estimators are ...
Cited by 33 - Related articles - All 14 versions

[PDF] The identification power of equilibrium in simple games

[PDF] from amstat.org
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A Aradillas-Lopez… - Journal of Business and Economic Statistics, 2008 - ASA
We examine the identification power that (Nash) equilibrium assumptions play in conducting
inference about parameters in some simple games. We focus on three static games in which
we drop the Nash equilibrium assumption and instead use rationalizability as the basis for ...
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[BOOK] Inference on parameter sets in econometric models

[PDF] from stanford.edu
V Chernozhukov, H Hong, E Tamer… - 2006 - stanford.edu
Abstract. This paper provides confidence regions for minima of an econometric criterion
function Q (θ). The minima form a set of parameters, ΘI, called the identified set. In economic
applications, ΘI represents a class of economic models that are consistent with the data. ...
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Two hundred years of bankruptcy: A tale of legislation and economic fluctuations

I Domowitz… - IPR working papers, 1997 - ideas.repec.org
We investigate two interrelated questions concerning the institution of bankruptcy. First, is
there a link between legislative activity and business cycle fluctuations, and if so, what is its
character? Legislative activity from 1790 through 1994 is documented and matched with ...
Cited by 22 - Related articles - Cached - Library Search - All 4 versions

Inference on endogenously censored regression models using conditional moment inequalities

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S Khan… - Journal of Econometrics, 2009 - Elsevier
Under a quantile restriction, randomly censored regression models can be written in terms of
conditional moment inequalities. We study the identified features of these moment
inequalities with respect to the regression parameters where we allow for covariate ...
Cited by 21 - Related articles - All 12 versions

[PDF] Empirical strategies for estimating discrete games with multiple equilibria

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E Tamer… - 2002 - Citeseer
Abstract I provide two practical estimators that can be used by empirical researchers to
conduct inference on parameters in static discrete response models with many decision
makers and/or when the strategy space is large. The inferential approach is to estimate ...
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Endogenous binary choice model with median restrictions

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H Hong… - Economics Letters, 2003 - Elsevier
We propose an estimator for β in the binary choice model y= 1 [x′ β+ ϵ≥ 0] under the
assumption that the median of the distribution of the unobserved random variable ϵ
conditional on a vector of instruments z is zero. We provide sufficient conditions for point ...
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Misspecification in moment inequality models: Back to moment equalities?

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M Ponomareva… - The Econometrics Journal, 2011 - Wiley Online Library
Summary Consider the linear model inline image where one is interested in learning about
β given data on y and x and when y is interval measured; that is, we observe inline image
such that inline image. Moment inequality procedures use the implication inline image. As ...
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[CITATION] Inference for identified parameter sets in econometric models

V Chernozhukov, H Hong… - … 2007):“Estimation and Confidence Regions for …, 2004
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Identification of Panel Data Models with Endogenous Censoring

[PDF] from uni-muenchen.de
S Khan, M Ponomareva… - … at Duke Working Paper No. 98, 2011 - papers.ssrn.com
Abstract: This paper analyzes the identification question in censored panel data models,
where the censoring can depend on both observable and unobservable variables in
arbitrary ways. Under some general conditions, we derive the tightest sets on the ...
Cited by 2 - Related articles - All 20 versions

Market Structure and Multiple Equilibria in Airline Markets

E Tamer… - Econometric Society 2004 North American …, 2004 - ideas.repec.org
We provide a framework for inference in discrete games that involve multiple decision
makers and use it to study airline market structure in the US. We make inferences on a" class
of models" rather that looking for point identifying assumptions that pin down a unique ...
Cited by 2 - Related articles - Cached - All 6 versions

[PDF] Heteroskedastic Transformation Models with Covariate Dependent Censoring

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S Khan, Y Shin… - 2007 - econ.duke.edu
Abstract In this paper we propose an inferential procedure for transformation models with
conditional heteroskedasticity in the error terms. The proposed method is robust to covariate
dependent censoring of arbitrary form. We provide sufficient conditions for point ...
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Bounds for best response functions in binary games

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B Kline… - Journal of Econometrics, 2011 - Elsevier
This paper studies the identification of best response functions in binary games without
making strong parametric assumptions about the payoffs. The best response function gives
the utility maximizing response to a decision of the other players. This is analogous to the ...
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[CITATION] VInference on Market Power in Markets with Multiple EquilibriaV

F Ciliberto… - 2010 - Working Paper
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[PDF] Heteroscedastic Transformation Models With Covariate Dependent Censoring

[PDF] from amstat.org
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S Khan, Y Shin… - Journal of Business and Economic Statistics, 2011 - ASA
In this article we propose an inferential procedure for transformation models with conditional
heteroscedasticity in the error terms. The proposed method is robust to covariate dependent
censoring of arbitrary form. We provide sufficient conditions for point identification. We ...
Cited by 1 - Related articles - View as HTML - All 7 versions

Sharpness in randomly censored linear models

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S Khan, M Ponomareva… - Economics Letters, 2011 - Elsevier
This work proves that inferences on parameter vectors based on moment inequalities
typically used in linear models with outcome censoring are sharp, ie, they exhaust all the
information in the data and the model. This holds for fixed and randomly censored linear ...
Cited by 1 - Related articles - All 4 versions

Quantile Uncorrelation and Instrumental Regression

T Komorova, T Severini… - STICERD-Econometrics Paper …, 2010 - papers.ssrn.com
Abstract: We introduce a notion of median uncorrelation that is a natural extension of mean
(linear) uncorrelation. A scalar random variable Y is median uncorrelated with a
kdimensional random vector X if and only if the slope from an LAD regression of Y on X is ...
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[CITATION] Minimum Distance Estimation of Censored Regression Models

S Khan… - 2005
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[PDF] Sensitivity Analysis in Semiparametric Likelihood Models

[PDF] from psu.edu
X Chen, E Tamer… - Cowles Foundation Discussion …, 2011 - econ.la.psu.edu
Abstract We provide methods for inference on a finite dimensional parameter of interest, θ∈
dθ, in a semiparametric probability model when an infinite dimensional nuisance parameter,
g, is present. We depart from the semiparametric literature in that we do not require that ...
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Quantile uncorrelation and instrumental regression

[PDF] from lse.ac.uk
T Komarova, T Severini… - 2010 - eprints.lse.ac.uk
We introduce a notion of median uncorrelation that is a natural extension of mean (linear)
uncorrelation. A scalar random variable Y is median uncorrelated with a kdimensional
random vector X if and only if the slope from an LAD regression of Y on X is zero. Using ...
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Misspecification in Moment Inequality Models: Back to Moment Equalities?

E Tamer - 2010 - papers.ssrn.com
Abstract: Consider the linear model E [y| x]= x′ β where one is interested in learning about
β given data on y and x and when y is interval measured, ie, we observe ([y0, y1], x) such
that P (y∈[y0, y1])= 1. Moment inequality procedures use the implication E [y0| x]≤ x′ β ...

Sensitivity Analysis in Semiparametric Likelihood Models

YC Submitter, X Chen, E Tamer… - 2011 - papers.ssrn.com
Abstract: We provide methods for inference on a finite dimensional parameter of interest,
theta in Re^{d_theta}, in a semiparametric probability model when an infinite dimensional
nuisance parameter, g, is present. We depart from the semiparametric literature in that we ...
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[PDF] Minimum Distance Estimation of Randomly Censored Regression Models with Endogeneity

[PDF] from ohio-state.edu
S Khan… - 2005 - econ.ohio-state.edu
Abstract This paper proposes minimum distance estimation procedures for the slope
coefficients and location parameter in randomly censored regression models that are used
in duration and competing risk models. The proposed procedure generalizes existing ...
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[PDF] Quantile Minimum Distance Estimation of Randomly Censored Regression Models

[PDF] from webmeets.com
S Khan… - 2006 - webmeets.com
ABSTRACT. This paper proposes minimum distance estimation procedures for the slope
coefficients and location parameter in randomly censored linear regressions under quantile
restrictions. These models are used, for example, in duration and competing risk models. ...
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Parameter Set Inference in a Class of Econometric Models

E Tamer, V Chernozhukov… - Econometric Society 2004 …, 2004 - ideas.repec.org
We provide new methods for inference in econometric models where the parameter of
interest is a set. These models arise in many situations where point identification requires
strong (and sometimes untestable) assumptions. Every parameter vector in the set of ...
Cached - All 4 versions

[CITATION] 200 years of bankruptcy

I Domowitz… - 1997 - Institute for Policy Research, …
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[CITATION] Annals Issue on Identification and Decisions

F Molinari… - Journal of Econometrics, 2011 - Elsevier
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[PDF] Index to Volume 26 (2008)

[PDF] from amstat.org
M Adrian, E Tamer, Y Artsev, G Bhardwaj… - Journal of Business & …, 2008 - ASA
Abrevaya, Jason, and Dahl, Christian M., “The Effects of Birth Inputs on Birthweight: Evidence
From Quantile Estimation on Panel Data,” 379 Adrian, Moshe (see McShane, Blake)
Aguirregabiria, Victor, Comment on Andres Aradillas-Lopez, and Elie Tamer, 283 ...
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Orazio Attanasio, Department of Economics, University College London, o. attanasio@ ucl. ac. uk

S Durlauf, JV Rios-Rull, E Tamer, J Abbring… - Wiley Online Library
Skip to Main Content. ...

[CITATION] Studies in Incomplete Econometric Models

E Tamer - 1999 - en.scientificcommons.org
Publikationsansicht. 6276175. Studies in incomplete econometric models. Tamer, Elie.
Abstract. Thesis (Ph. D., Economics)--Northwestern University, 1999. Details der Publikation.
Archiv, OCLC's Experimental Thesis Catalog (United States). ...
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