3 papers
math.ST2018
Subvector Inference in Partially Identified Models with Many Moment Inequalities
Alexandre Belloni, Federico Bugni, Victor Chernozhukov
This paper considers inference for a function of a parameter vector in a partially identified model with many moment inequalities. This framework allows the number of moment condit…
econ.EM2018
Testing Continuity of a Density via g-order statistics in the Regression Discontinuity Design
Federico A. Bugni, Ivan A. Canay
In the regression discontinuity design (RDD), it is common practice to assess the credibility of the design by testing the continuity of the density of the running variable at the…
econ.EM2018
On the iterated estimation of dynamic discrete choice games
Federico A. Bugni, Jackson Bunting
We study the asymptotic properties of a class of estimators of the structural parameters in dynamic discrete choice games. We consider K-stage policy iteration (PI) estimators, whe…