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More on confidence intervals for partially identified parameters

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J Stoye - Econometrica, 2009 - Wiley Online Library
Page 1. Econometrica, Vol. 77, No. 4 (July, 2009), 1299–1315 MORE ON
CONFIDENCE INTERVALS FOR PARTIALLY IDENTIFIED PARAMETERS BY JÖRG
STOYE1 This paper extends Imbens and Manski's (2004) analysis ...
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Minimax regret treatment choice with finite samples

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J Stoye - Journal of Econometrics, 2009 - Elsevier
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[PDF] Minimax regret treatment choice with finite samples

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J Stoye - Department of Economics, New York University, 2006 - princeton.edu
Page 1. Minimax Regret Treatment Choice with Finite Samples Jörg Stoye New York
University October 3, 2006 Abstract I use the minimax regret criterion to analyze choice
between two treatments conditional on observation of a finite sample. ...
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Minimax regret treatment choice with incomplete data and many treatments

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J Stoye - Econometric Theory, 2007 - Cambridge Univ Press
Page 1. MINIMAX REGRET TREATMENT CHOICE WITH INCOMPLETE DATA AND
MANY TREATMENTS JÖRG STOYE New York University This note adds to the recent
research project on treatment choice under ambigu- ity+ ...
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Partial identification of spread parameters

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J Stoye - Quantitative Economics, 2010 - Wiley Online Library
Page 1. Quantitative Economics 1 (2010), 323–357 1759-7331/20100323 Partial
identification of spread parameters Jörg Stoye Department of Economics, Cornell
University This paper analyzes partial identification of parameters ...
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[PDF] Revealed preference when agents can randomize

[PDF] from cornell.edu
J Stoye - 2010 - courses.cit.cornell.edu
Page 1. Revealed Preference when Agents can Randomize Jörg Stoye∗ Cornell
University July 18, 2011 Abstract This paper takes the revealed preference paradigm
to choice under risk or uncertainty. Well- known decision ...
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Minimax regret treatment choice with covariates or with limited validity of experiments

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J Stoye - Journal of Econometrics, 2011 - Elsevier
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New perspectives on statistical decisions under ambiguity

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J Stoye - Annual Review of Economics, 2012 - annualreviews.org
Page 1. New Perspectives on Statistical Decisions Under Ambiguity Jo¨ rg Stoye
Department of Economics, Cornell University, Ithaca, New York 14853; email:
stoye@cornell.edu Annu. Rev. Econ. 2012. 4:1.1–1.26 The Annual ...
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Axioms for minimax regret choice correspondences

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J Stoye - Journal of Economic Theory, 2011 - Elsevier
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Dominance and admissibility without priors

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J Stoye - Economics Letters, 2012 - Elsevier
This note axiomatizes the incomplete preference ordering that reflects statewise dominance
with respect to expected utility, as well as the according choice cor.
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[PDF] Minimax Regret Treatment Choice with Limited Validity of Experiments or with Covariates

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J Stoye - 2009 - econ-dev.econ.duke.edu
Page 1. Minimax Regret Treatment Choice with Limited Validity of Experiments or with Covariates
Jörg Stoye* New York University November 23, 2009 Abstract This paper continues the
investigation of minimax regret treatment choice initiated by Manski (2004). ...
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[PDF] Minimax Regret Treatment Choice with Covariates and with Limited External Validity: Some Positive Results

[PDF] from nyu.edu
J Stoye - 2009 - econ.as.nyu.edu
Page 1. Minimax Regret Treatment Choice with Covariates and with Limited External
Validity: Some Positive Results Jörg Stoye* New York University November 8, 2009
Abstract This paper continues the investigation of minimax ...
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[PDF] Testing Stochastic Rationality and Predicting Stochastic Demand: The Case of Two Goods

[PDF] from cornell.edu
J Stoye, S Hoderlein - 2012 - courses.cit.cornell.edu
Page 1. Testing Stochastic Rationality and Predicting Stochastic Demand: The Case
of Two Goods Jörg Stoye* Cornell University Stefan Hoderlein† Boston College
January 13, 2012 Abstract We precisely delineate the empirical ...
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[PDF] Revealed Preferences in a Heterogeneous Population

[PDF] from eea-esem.com
SHJ Stoye - 2009 - eea-esem.com
Page 1. Revealed Preferences in a Heterogeneous Population Stefan Hoderlein Jörg Stoye
Mannheim University NYU February 15, 2009 Abstract This paper explores the empirical content
of the weak axiom of revealed preference (WARP) for repeated cross-sectional data. ...
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Victor Chernozhukov, Roberto Rigobon, and Thomas M. Stoker Set identification and sensitivity analysis with Tobin regressors............... 255

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Charles F. Manski, Identification for Prediction and Decision (Harvard University Press 2007)

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J Stoye - Journal of Applied Econometrics, 2009 - Wiley Online Library
Skip to Main Content. Wiley Online Library will be disrupted 3
Dec from 10-12 GMT for monthly maintenance. ...
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[CITATION] Minimax Regret Treatment Choice with Finite Samples: An Exact Analysis

J Stoye - 2006
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