Likelihood contours from a partially-identified model
Empirical Likelihood for Partially Linear Models
... observations. Let = 1 , ..., = n be the i.i.d. random error variables corresponding to (1.1). The partially linear model originated from Engle et al. (1986). Afterwards, it has received extensive ...
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Empirical likelihood for a varying coefficient partially linear model with diverging number of parameters
... is from Zhu and Xue [42] who proposed a correction to reduce bias for a partial linear single-index ...the model under study, although our bias correction is a constructive method, it is similar to that ...
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Empirical likelihood for heteroscedastic partially linear models
... copies from a population ( X , Z , Y ) , Y is a response variable, X is a random k-vector, Z is a random scalar, β is an unknown parameter vector, g (·) is an unknown function, ε i ’s are independent random errors ...
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The Asymptotic distribution of the LIML Estimator in a Partially Identified Structural Equation
... the model is in canonical ...obtained from our results by linear transformations (see Phillips (1983) for ...are identified and can be written uniquely in terms of the reduced form parameters, ...
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Semi parametric Bayesian Partially Identified Models based on Support Function
... Bayesian partially identified models have received a growing attention in recent years in the econometric literature, due to their broad applications in empirical ...parametric model, by specifying ...
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A test of non-identifying restrictions and confidence regions for partially identified parameters
... derived from any model of interactions, allowing censoring and multiple ...for partially iden- tified parameters, thereby complementing other proposals, primarily Chernozhukov, Hong, and Tamer ...
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Likelihood free model choice
... apart from examples where a tractable sufficient summary statistic is identified, one cannot easily compute a sufficient summary statistic for model choice and this results in a loss of information, ...
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Likelihood-free model choice
... apart from examples where a tractable sufficient summary statistic is identified, one cannot easily compute a sufficient summary statistic for model choice and this results in a loss of information, ...
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Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities
... for partially identi…ed parameters and/or their identi…cation regions includes Andrews, Berry, and Jia (2004), Pakes, Porter, Ho, and Ishii (2006), henceforth (PPHI), and Beresteanu and Molinari ...decisions ...
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A mixture model for longitudinal partially ranked data
... questions from the British Household Panel Survey. We take repeated responses from three time points (1991,1993 and 1995) to illustrate the method for longitudinal ...questions from the International ...
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Considerations on partially identified regression models
... intersections of all triples of planes in R 3 defined by these eight inequalities, and taking the convex hull of the intersections which satisfy all inequalities. 2 In the normal case, we show that the model is ...
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Confidence intervals for partially identified parameters
... on partially identified parameters ...estimated from sample ...arises from the fact that the simplest version of the proposed interval is discontinuous in the limit case of point ...
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Corrected empirical likelihood inference for right-censored partially linear single-index model
... right-censored partially linear single-index model ...empirical likelihood-based inference on the nonparametric part in ...log- likelihood ratio statistic for the nonparametric part is defined ...
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Confidence sets for some partially identified parameters
... and the CIs of IM have been employed in several empirical work, we feel it’s important to understand its relation with the CSs established by the general criterion function approach for interval identi…ed parameters. ...
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Regressions for Partially Identified, Cointegrated Simultaneous Equations
... U2 a / zkhuh wkh| frqyhujh wr frqvwdqwv1 Ehfdxvh 2 2 wkhvh lpso| wkdw wkh ROV hvwlpdwhv iru wkh frh!flhqw yhfwruv dqg duh lqfrqvlvwhqw zkhq lghqwlfdwlrq idloxuh rffxuv1 Wkxv/ hyhq[r] ...
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A Point Decision For Partially Identified Auction Models
... obtained from bid samples of 200 auctions generated from a fixed data generating processes (DGP), ...stems from the asymmetric shape of the revenue ...
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Asymptotic properties for a class of partially identified models
... the identified set with at least probability (1 − α) by looking directly at the distribution of the inequality ...is partially identified by a finite number of moment ...for partially ...
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Bayesian and Frequentist Inference in Partially Identified Models
... We thank seminar participants at the 2007 NASM, the 2008 SETA, Boston College, Johns Hopkins, Ohio State, Rice, UC Davis, UC Irvine, UCLA, and Vanderbilt for helpful comments. Moon gratefully acknowledges financial ...
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Maximum likelihood estimation of partially observed diffusion models
... a b s t r a c t This paper develops a maximum likelihood (ML) method to estimate partially observed diffusion models based on data sampled at discrete times. The method combines two techniques recently ...
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Measuring Precision of Statistical Inference on Partially Identified Parameters
... only partially identify parameters of interest as simple as popula- tion means, meaning that they cannot be estimated with arbitrary precision simply by increasing the sample ...
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