94 citations · 118 across the 9 of their papers we have counts for
10 papers
Information Based Inference in Models with Set-Valued Predictions and Misspecification
Hiroaki Kaido, Francesca Molinari
This paper proposes an information-based inference method for partially identified parameters in incomplete models that is valid both when the model is correctly specified and when…
Robust Tests of Model Incompleteness in the Presence of Nuisance Parameters
Shuowen Chen, Hiroaki Kaido
Economic models may exhibit incompleteness depending on whether or not they admit certain policy-relevant features such as strategic interaction, self-selection, or state dependenc…
Nonparametric Identification of Random Coefficients in Endogenous and Heterogeneous Aggregate Demand Models
Fabian Dunker, Stefan Hoderlein, Hiroaki Kaido
This paper studies nonparametric identification in market level demand models for differentiated products with heterogeneous consumers. We consider a general class of models that a…
Robust Likelihood Ratio Tests for Incomplete Economic Models
Hiroaki Kaido, Yi Zhang
Economic models with multiple equilibria, self-selection, or weak behavioral restrictions often make set-valued predictions and therefore do not imply a unique likelihood. This pap…
Constraint Qualifications in Partial Identification
Hiroaki Kaido, Francesca Molinari, Jörg Stoye
The literature on stochastic programming typically restricts attention to problems that fulfill constraint qualifications. The literature on estimation and inference under partial…
Decentralization Estimators for Instrumental Variable Quantile Regression Models
Hiroaki Kaido, Kaspar Wuthrich
The instrumental variable quantile regression (IVQR) model (Chernozhukov and Hansen, 2005) is a popular tool for estimating causal quantile effects with endogenous covariates. Howe…
Moment Inequalities in the Context of Simulated and Predicted Variables
Hiroaki Kaido, Jiaxuan Li, Marc Rysman
This paper explores the effects of simulated moments on the performance of inference methods based on moment inequalities. Commonly used confidence sets for parameters are level se…
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…
Confidence Intervals for Projections of Partially Identified Parameters
Hiroaki Kaido, Francesca Molinari, Jörg Stoye
We propose a bootstrap-based calibrated projection procedure to build confidence intervals for single components and for smooth functions of a partially identified parameter vector…
Asymptotically Efficient Estimation of Weighted Average Derivatives with an Interval Censored Variable
Hiroaki Kaido
This paper studies the identification and estimation of weighted average derivatives of conditional location functionals including conditional mean and conditional quantiles in set…