3 papers
econ.EM2019
Simple Adaptive Size-Exact Testing for Full-Vector and Subvector Inference in Moment Inequality Models
Gregory Cox, Xiaoxia Shi
We propose a simple test for moment inequalities that has exact size in normal models with known variance and has uniformly asymptotically exact size more generally. The test compa…
econ.EM2017
Inference on Estimators defined by Mathematical Programming
Yu-Wei Hsieh, Xiaoxia Shi, Matthew Shum
We propose an inference procedure for estimators defined by mathematical programming problems, focusing on the important special cases of linear programming (LP) and quadratic prog…
stat.ME2016
Estimating Semi-parametric Panel Multinomial Choice Models using Cyclic Monotonicity
Xiaoxia Shi, Matthew Shum, Wei Song
This paper proposes a new semi-parametric identification and estimation approach to multinomial choice models in a panel data setting with individual fixed effects. Our approach is…