A Beresteanu… - Econometrica, 2008 - Wiley Online Library
We propose inference procedures for partially identified population features for which the
population identification region can be written as a transformation of the Aumann
expectation of a properly defined set valued random variable (SVRV). An SVRV is a ...
F Molinari - Journal of Econometrics, 2008 - Elsevier
This paper addresses the problem of data errors in discrete variables. When data errors
occur, the observed variable is a misclassified version of the variable of interest, whose
distribution is not identified. Inferential problems caused by data errors have been ...
CF Manski… - Journal of Business and Economic Statistics, 2010 - ASA
Rounding is the familiar practice of reporting one value whenever a real number lies in an
interval. Uncertainty about the extent of rounding is common when researchers analyze
survey responses to numerical questions. The prevalent practice has been to take ...
TG Conley… - Journal of Econometrics, 2007 - Elsevier
This paper presents results from a Monte Carlo study concerning inference with spatially
dependent data. We investigate the impact of location/distance measurement errors upon
the accuracy of parametric and nonparametric estimators of asymptotic variances. ...
DL McFadden, AC Bemmaor, FG Caro, J Dominitz… - Marketing Letters, 2005 - Springer
Abstract Measures of households' past behavior, their expectations with respect to future
events and contingencies, and their intentions with respect to future behavior are frequently
collected using household surveys. These questions are conceptually difficult. Answering ...
F Molinari - Journal of Business and Economic Statistics, 2010 - ASA
This article analyzes the problem of identifying a treatment effect with imperfect observability
of the treatment received by the population. Imperfect observability may be due to
item/survey nonresponse or to noncompliance with randomly assigned treatments. I ...
A Beresteanu, I Molchanov… - CeMMAP working papers, 2009 - econ.as.nyu.edu
Abstract We provide a tractable characterization of the sharp identification region of the
parameters θ in a broad class of incomplete econometric models. Models in this class have
set-valued predictions that yield a convex set of conditional or unconditional moments for ...
F Molinari - 2003 - ASA
The starting point of empirical work in economics and in the social sciences is the analysis of
data. Whether such data have been gathered through surveys or randomized experiments,
or from financial data services or other sources, often they suffer from imperfections. ...
A Beresteanu, I Molchanov… - Econometrica, 2011 - Wiley Online Library
We provide a tractable characterization of the sharp identification region of the parameter
vector θ in a broad class of incomplete econometric models. Models in this class have set-
valued predictions that yield a convex set of conditional or unconditional moments for the ...
F Molinari… - Econometric Theory, 2006 - Cambridge Univ Press
This paper is concerned with the problem of combining a data set that identifies the
conditional distribution P~ y6x! with one that identifies the conditional distribution P~ z6x! to
identify the regressions E~ y6x,{![@ E~ y6x, zj!, j Z# when the conditional distribution P~ ...
A Beresteanu, I Molchanov… - Journal of Econometrics, 2011 - Elsevier
This paper illustrates how the use of random set theory can benefit partial identification
analysis. We revisit the origins of Manski's work in partial identification (eg, Manski (1989,
1990)) focusing our discussion on identification of probability distributions and conditional ...
[CITATION] forthcoming, Missing Treatments
F Molinari - Journal of Business and Economic Statistics
L Barseghyan, F Molinari, T O'Donoghue… - …, 2010 - papers.ssrn.com
Abstract: We use data on households' deductible choices in auto and home insurance to
estimate a structural model of risky choice that incorporates" standard" risk aversion
(concave utility over final wealth), loss aversion, and nonlinear probability weighting. Our ...
CF Manski… - The annals of applied statistics, 2008 - ncbi.nlm.nih.gov
Abstract This paper studies questionnaire design as a formal decision problem, focusing on
one element of the design process: skip sequencing. We propose that a survey planner use
an explicit loss function to quantify the trade-off between cost and informativeness of the ...
[CITATION] Rounding probabilistic expectations in surveys
F Molinari… - 2008 - Working Paper
F Molinari… - 2007 - arts.cornell.edu
Abstract This paper discusses how the analysis of Aradillas $ Lopez and Tamer (2007) on
the identi $ fication power of equilibrium in games can be extended to supermodular games.
These games embody models that exhibit strategic complementarity, an important and ...
TG Conley… - 2003 - csiss.ncgia.ucsb.edu
Abstract This note presents preliminary results from a Monte Carlo study concerning
inference with spatially dependent data. We investigate the impact of location/distance
measurement problems upon the accuracy of parametric and nonparametric estimators of ...
F Molinari - The New Palgrave Dictionary of Economics, 2010 - ideas.repec.org
Multiplicity of equilibria implies that the relationship between the outcome variable and the
exogenous variables characterising a model is a correspondence rather than a function.
This results in an incomplete econometric model. Incompleteness complicates ...
L Barseghyan, F Molinari… - arts.cornell.edu
Abstract Shortly after the Revolution of 1789 France experienced a period of major hyper"
inflation, which lasted until 1796, when the French government abolished the paper money
and returned to the specie. In 1798 the French government ordered the local authorities in ...
A Beresteanu… - aida.econ.yale.edu
Abstract We propose inference procedures for partially identified population features for
which the population identification region can be written as a transformation of the Aumann
expectation of a properly defined set valued random variable (SVRV). An SVRV is a ...
[CITATION] Annals Issue on Identification and Decisions
F Molinari… - Journal of Econometrics, 2011 - Elsevier
F Molinari… - Journal of Business and Economic Statistics, 2008 - ASA
This article discusses how the analysis of Aradillas-Lopez and Tamer (2008) on the
identification power of equilibrium in games can be extended to supermodular games.
These games embody models that exhibit strategic complementarity, an important and ...
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