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Inference on sets in finance. (2012). Chernozhukov, Victor ; Kocatulum, Emre ; Menzel, Konrad .
In: CeMMAP working papers.
RePEc:ifs:cemmap:04/12.

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Cited: 6

Citations received by this document

Cites: 8

References cited by this document

Cocites: 41

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Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Empirical likelihood for regression discontinuity design. (2014). Otsu, Taisuke ; Xu, Ke-Li ; Matsushita, Yukitoshi.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:58065.

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  2. Empirical likelihood for random sets. (2014). Otsu, Taisuke ; Adusumilli, Karun.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:58064.

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  3. Empirical Likelihood for Random Sets. (2014). Otsu, Taisuke ; Adusumilli, Karun.
    In: STICERD - Econometrics Paper Series.
    RePEc:cep:stiecm:574.

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  4. Empirical Likelihood for Random Sets. (2014). Adusumilli, Karun.
    In: STICERD - Econometrics Paper Series.
    RePEc:cep:stiecm:/2014/574.

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  5. Asymptotically Efficient Estimation of Weighted Average Derivatives with an Inverval Censored Variable. (2013). Kaido, Hiroaki.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2013-022.

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  6. Semi-parametric Bayesian Partially Identified Models based on Support Function. (2013). Simoni, Anna ; Liao, Yuan.
    In: Papers.
    RePEc:arx:papers:1212.3267.

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References

References cited by this document

  1. Beresteanu, A. and Molinari, F. (2008). Asymptotic properties for a class of partially identiïed models. Econometrica.

  2. Chernozhukov, V., Hong, H., and Tamer, E. (2007). Estimation and conï-dence regions for parameter sets in econometric models. Econometrica.

  3. Cochrane, J. H. (2005). Asset Pricing. Princeton University Press.
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  4. Hansen, L. P. and Jagannathan, R. (1991). Implications of security market data for models of dynamic economies. The Journal of Political Economy.

  5. Markowitz, H. (1952). Portfolio selection. The Journal of Finance.
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  6. Molchanov, I. S. (1998). A limit theorem for solutions of inequalities. Scandinavian Journal of Statistics.

  7. Politis, D. N. and Romano, J. P. (1994). Large sample conïdence regions based on subsamples under minimal assumptions. The Annals of Statistics.
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  8. van der Vaart, A. W. and Wellner, J. A. (1996). Weak Convergence and Empirical Processes. Springer-Verlag New York.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

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    In: Papers.
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  2. Inference in high-dimensional set-identified affine models. (2019). Gafarov, Bulat.
    In: Papers.
    RePEc:arx:papers:1904.00111.

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  3. Non-Standard Tests through a Composite Null and Alternative in Point-Identified Parameters. (2015). Hahn, Jinyong ; Jinyong, Hahn ; Geert, Ridder .
    In: Journal of Econometric Methods.
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  4. Nonparametric inference for counterfactual means: Bias-correction, confidence sets, and weak IV. (2014). Park, Sangsoo ; Fan, Yanqin.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:178:y:2014:i:p1:p:45-56.

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  5. Testing for optimal monetary policy via moment inequalities. (2013). Santos Monteiro, Paulo ; Coroneo, Laura ; Corradi, Valentina.
    In: Discussion Papers.
    RePEc:yor:yorken:13/07.

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  6. Semi-Parametric Inference in Dynamic Binary Choice Models. (2013). Norets, Andriy ; Tang, Xun.
    In: PIER Working Paper Archive.
    RePEc:pen:papers:13-054.

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  7. Non-Standard Rates of Convergence of Criterion-Function-Based Set Estimators. (2013). Blevins, Jason.
    In: Working Papers.
    RePEc:osu:osuewp:13-02.

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  8. Set inferences and sensitivity analysis in semiparametric conditionally identified models. (2013). Escanciano, Juan Carlos ; Zhu, Lin.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:55/13.

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  9. Individual heterogeneity and average welfare. (2013). Newey, Whitney ; Hausman, Jerry.
    In: CeMMAP working papers.
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  10. Identification in Models with Discrete Variables.. (2013). Laffers, Lukas.
    In: Discussion Paper Series in Economics.
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  11. Multiscale Adaptive Inference on Conditional Moment Inequalities. (2013). Chan, Hock Peng ; Armstrong, Timothy B..
    In: Cowles Foundation Discussion Papers.
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  12. Bayesian Inference and Non-Bayesian Prediction and Choice: Foundations and an Application to Entry Games with Multiple Equilibria. (2013). Seo, Kyoungwon ; Epstein, Larry G..
    In: Boston University - Department of Economics - Working Papers Series.
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  13. Sharing Rule Identification for General Collective Consumption Models. (2013). Vermeulen, Frederic ; Lewbel, Arthur ; De Rock, Bram ; Cherchye, Laurens.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:809.

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  14. Considerations on partially identified regression models. (2012). Ullrich, Hannes ; Laisney, Francois ; Cerquera, Daniel .
    In: ZEW Discussion Papers.
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  15. Testing for optimal monetary policy via moment inequalities. (2012). Santos Monteiro, Paulo ; Coroneo, Laura ; Corradi, Valentina.
    In: The Warwick Economics Research Paper Series (TWERPS).
    RePEc:wrk:warwec:985.

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  16. Considerations on partially identified regression models.. (2012). Ullrich, Hannes ; Laisney, Francois ; Cerquera, Daniel .
    In: Working Papers of BETA.
    RePEc:ulp:sbbeta:2012-07.

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  17. Sharing Rule Identification for General Collective Consumption Models. (2012). Vermeulen, Frederic ; Lewbel, Arthur ; De Rock, Bram ; Cherchye, Laurens.
    In: IZA Discussion Papers.
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  18. Inference on sets in finance. (2012). Chernozhukov, Victor ; Kocatulum, Emre ; Menzel, Konrad .
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:46/12.

    Full description at Econpapers || Download paper

  19. Inference for best linear approximations to set identified functions. (2012). Molinari, Francesca ; Chernozhukov, Victor ; chandrasekhar, arun ; Schrimpf, Paul .
    In: CeMMAP working papers.
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  20. Inference on sets in finance. (2012). Chernozhukov, Victor ; Kocatulum, Emre ; Menzel, Konrad .
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:04/12.

    Full description at Econpapers || Download paper

  21. Partial identification using random set theory. (2012). Molinari, Francesca ; Beresteanu, Arie ; Molchanov, Ilya.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:166:y:2012:i:1:p:17-32.

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  22. Inference Based on Conditional Moment Inequalities. (2012). Donald W. K. Andrews, .
    In: Cowles Foundation Discussion Papers.
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  23. Least Square Linear Prediction with Two-Sample Data. (2012). .
    In: Bristol Economics Discussion Papers.
    RePEc:bri:uobdis:12/631.

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  24. Inference on Sets in Finance. (2012). Chernozhukov, Victor ; Kocatulum, Emre ; Menzel, Konrad .
    In: Papers.
    RePEc:arx:papers:1211.4282.

    Full description at Econpapers || Download paper

  25. Set identification in models with multiple equilibria. (2011). Galichon, Alfred.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/5rkqqmvrn4tl22s9mc4ao8ocg.

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  26. Inference and decision for set identified parameters using posterior lower and upper probabilities. (2011). Kitagawa, Toru.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:16/11.

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  27. Confidence sets for some partially identified parameters. (2010). Park, Sang Soo ; Fan, Yanqin.
    In: MPRA Paper.
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  28. Sharp Identification Regions in Models with Convex Predictions: Games, Individual Choice, and Incomplete Data. (2010). Beresteanu, Arie.
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  29. Market structure and multiple equilibria in airline markets. (2009). Ciliberto, Federico ; Tamer, Elie.
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  30. Recent Developments in the Econometrics of Program Evaluation. (2009). Wooldridge, Jeffrey ; Imbens, Guido.
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  31. Recent Developments in the Econometrics of Program Evaluation. (2009). Wooldridge, Jeffrey ; Imbens, Guido.
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  32. Recent Developments in the Econometrics of Program Evaluation. (2008). Wooldridge, Jeffrey ; Imbens, Guido.
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  33. Sharp identification regions in games. (2008). Molinari, Francesca ; Beresteanu, Arie ; Molchanov, Ilya.
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  34. Partial identification of probability distributions with misclassified data. (2008). Molinari, Francesca.
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  35. Specification testing under moment inequalities. (2008). Kim, Kyoo il ; Hahn, Jinyong ; Guggenberger, Patrik.
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  36. Global Identification In Nonlinear Semiparametric Models. (2008). Komunjer, Ivana.
    In: University of California at San Diego, Economics Working Paper Series.
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  37. Set Identified Linear Models. (2007). Magnac, Thierry ; Maurin, Eric ; Bontemps, Christian.
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  38. Validity of Subsampling and Plug-in Asymptotic Inference for Parameters Defined by Moment Inequalities. (2007). Guggenberger, Patrik ; Andrews, Donald.
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  39. Evaluating Wireless Carrier Consolidation Using Semiparametric Demand Estimation. (2006). Ryan, Stephen ; Fox, Jeremy ; Bajari, Patrick.
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  40. Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities. (2006). Rosen, Adam.
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  41. Specification Testing under Moment Inequalities (joint with J. Hahn and K. Kim), 2006, revised April 2007. (). Kim, Kyoo il ; Guggenberger, Patrik.
    In: UCLA Economics Online Papers.
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