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econ.EM2023
Adapting to Misspecification
Timothy B. Armstrong, Patrick Kline, Liyang Sun
Empirical research typically involves a robustness-efficiency tradeoff. A researcher seeking to estimate a scalar parameter can invoke strong assumptions to motivate a restricted e…
econ.EM2018
Sensitivity Analysis using Approximate Moment Condition Models
Timothy B. Armstrong, Michal Kolesár
We consider inference in models defined by approximate moment conditions. We show that near-optimal confidence intervals (CIs) can be formed by taking a generalized method of momen…