Journal ArticleJournal of Econometrics · August 1, 2023
This paper studies models of processes generating censored outcomes with endogenous explanatory variables and instrumental variable restrictions. Tobit-type left censoring at zero is the primary focus in the exposition. Extension to stochastic censoring is ...
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Journal ArticleQuantitative Economics · July 1, 2022
In this paper, we analyze a discrete choice model for partially ordered alternatives. The alternatives are differentiated along two dimensions: the first an unordered “horizontal” dimension, and the second an ordered “vertical” dimension. The model can be ...
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Journal ArticleJournal of Econometrics · February 1, 2022
We study inference in complete information games with discrete strategy spaces. Unlike binary games, we allow for rich strategy spaces and we only assume that they are ordinal in nature. We derive observable implications of equilibrium play under mild shap ...
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ConferenceAnnals of Economics and Statistics · June 1, 2021
We study an extension of a treatment effect model in which an observed discrete classifier indicates which one of a set of counterfactual processes occurs, each of which may result in the realization of several endogenous outcomes. In addition to the class ...
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Journal ArticleHandbook of Econometrics · January 1, 2020
This chapter sets out the extension of the scope of the classical IV model to cases in which unobserved variables are set-valued functions of observed variables. The resulting Generalized IV (GIV) models can be used when outcomes are discrete while unobser ...
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Journal ArticleEconometrica · May 1, 2017
This paper develops characterizations of identified sets of structures and structural features for complete and incomplete models involving continuous or discrete variables. Multiple values of unobserved variables can be associated with particular combinat ...
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Journal ArticleStata Journal · April 1, 2015
We present the clrbound, clr2bound, clr3bound, and clrtest commands for estimation and inference on intersection bounds as developed by Chernozhukov, Lee, and Rosen (2013, Econometrica 81: 667–737). The intersection bounds framework encompasses situations ...
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Journal ArticleThe econometrics journal · June 2014
In this paper, we study a random-coefficients model for a binary outcome. We allow for the possibility that some or even all of the explanatory variables are arbitrarily correlated with the random coefficients, thus permitting endogeneity. We assume the ex ...
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Scholarly Edition · May 28, 2014
We present the clrbound, clr2bound, clr3bound, and clrtest commands for estimation and inference on intersection bounds as developed by Chernozhukov et al. (2013). The intersection bounds framework encompasses situations where a population parameter of int ...
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Scholarly Edition · August 16, 2013
We present the clrbound, clr2bound, clr3bound and clrtest commands for estimation and inference developed by Chernozhukov et al. (2013). The commands clrbound, clr2bound and clr3bound provide bound estimates that can be used directly for estimation or to c ...
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Journal ArticleQuantitative Economics · July 1, 2013
This paper studies identification in multiple discrete choice models in which there may be endogenous explanatory variables, that is, explanatory variables that are not restricted to be distributed independently of the unobserved determinants of latent uti ...
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Journal ArticleEconometrica · March 1, 2013
We develop a practical and novel method for inference on intersection bounds, namely bounds defined by either the infimum or supremum of a parametric or nonparametric function, or, equivalently, the value of a linear programming problem with a potentially ...
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Journal ArticleReview of Economics and Statistics · December 1, 2012
Dealing with endogenous regressors is a central challenge of applied research. The standard solution is to use instrumental variables that are assumed to be uncorrelated with unobservables. We instead allow the instrumental variable to be correlated with t ...
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Journal ArticleJournal of Econometrics · January 1, 2012
This paper studies the identifying power of conditional quantile restrictions in short panels with fixed effects. In contrast to classical fixed effects models with conditional mean restrictions, conditional quantile restrictions are not preserved by takin ...
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Journal ArticleJournal of Econometrics · September 1, 2008
This paper proposes a computationally simple way to construct confidence sets for a parameter of interest in models comprised of moment inequalities. Building on results from the literature on multivariate one-sided tests, I show how to test the hypothesis ...
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Journal ArticleJournal of Business and Economic Statistics · July 1, 2008
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 empiri ...
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