19 citations · 29 across the 5 of their papers we have counts for
6 papers · 1 filter
Projection Inference for set-identified SVARs
Bulat Gafarov, Matthias Meier, José Luis Montiel Olea
We study the properties of the classical \emph{projection} method to conduct simultaneous inference about the coefficients of the structural impulse-response function and their ide…
Risk Preference Types, Limited Consideration, and Welfare
Levon Barseghyan, Francesca Molinari
We provide sufficient conditions for semi-nonparametric point identification of a mixture model of decision making under risk, when agents make choices in multiple lines of insuran…
Microeconometrics with Partial Identification
Francesca Molinari
This chapter reviews the microeconometrics literature on partial identification, focusing on the developments of the last thirty years. The topics presented illustrate that the ava…
Heterogeneous Choice Sets and Preferences
Levon Barseghyan, Maura Coughlin, Francesca Molinari +1
We propose a robust method of discrete choice analysis when agents' choice sets are unobserved. Our core model assumes nothing about agents' choice sets apart from their minimum si…
Discrete Choice under Risk with Limited Consideration
Levon Barseghyan, Francesca Molinari, Matthew Thirkettle
This paper is concerned with learning decision makers' preferences using data on observed choices from a finite set of risky alternatives. We propose a discrete choice model with u…
Calibrated Projection in MATLAB: Users' Manual
Hiroaki Kaido, Francesca Molinari, Jörg Stoye +1
We present the calibrated-projection MATLAB package implementing the method to construct confidence intervals proposed by Kaido, Molinari and Stoye (2017). This manual provides det…