output
20092026
most citedIntersection Bounds: Estimation and Inference

324 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

collaborating institutions

5 papers

econ.EM2026★ 24 cited

Estimation of random coefficients logit demand models with interactive fixed effects

Hyungsik Roger Moon, Matthew Shum, Martin Weidner

We extend the Berry, Levinsohn and Pakes (BLP, 1995) random coefficients discrete-choice demand model, which underlies much recent empirical work in IO. We add interactive fixed ef…

econ.EM2019★ 19 cited

Identifying Network Ties from Panel Data: Theory and an Application to Tax Competition

Aureo de Paula, Imran Rasul, Pedro Souza

Social interactions determine many economic behaviors, but information on social ties does not exist in most publicly available and widely used datasets. We present results on the…

econ.EM2019★ 20 cited

The Informativeness of Estimation Moments

Bo Honore, Thomas Jorgensen, Aureo de Paula

This paper introduces measures for how each moment contributes to the precision of parameter estimates in GMM settings. For example, one of the measures asks what would happen to t…

econ.EM2018

Mostly Harmless Simulations? Using Monte Carlo Studies for Estimator Selection

Arun Advani, Toru Kitagawa, Tymon Słoczyński

We consider two recent suggestions for how to perform an empirically motivated Monte Carlo study to help select a treatment effect estimator under unconfoundedness. We show theoret…

math.ST2009★ 324 cited

Intersection Bounds: Estimation and Inference

Victor Chernozhukov, Sokbae Lee, Adam M. Rosen

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…