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- Timothy Armstrong, Liran Einav, +11 authors Yuichi Kitamura
- 2013

This paper proposes set estimators and conservative confidence regions for the identified set in conditional moment inequality models using Kolmogorov-Smirnov statistics with a truncated inverse variance weighting with increasing truncation points. The new weighting differs from those proposed in the literature in two important ways. First, this paper shows… (More)

- Konrad Menzel, Iván Fernández-Val, Tal Gross, Raymond Guiteras, Mandy Pallais
- 2008

In this paper, I consider estimation of the identified set and inference on a partially identified parameter when the number of moment inequalities is large relative to sample size. Many applications in the recent literature on set estimation have this feature examples discussed in this paper include set-identified instrumental variables models, inference… (More)

For symmetric auctions, there is a close relationship between distributions of order statistics of bidders’ valuations and observable bids that is often used to estimate or bound the valuation distribution, optimal reserve price, and other quantities of interest nonparametrically. However, we show that the functional mapping from distributions of order… (More)

- Josh Angrist, Amitabh Chandra, +25 authors Christina Larkin
- 2014

“Site selection bias” can occur when the probability that a program is adopted or evaluated is correlated with its impacts. I test for site selection bias in the context of the Opower energy conservation programs, using 111 randomized control trials involving 8.6 million households across the U.S. Predictions based on rich microdata from the first ten… (More)

This paper studies two-sided matching markets with non-transferable utility when the number of market participants grows large. We consider a model in which each agent has a random preference ordering over individual potential matching partners, and agents’ types are only partially observed by the econometrician. We show that in a large market, the… (More)

- Konrad Menzel
- 2014

We develop an asymptotic theory for static discrete games (“markets”) with a large number of players, and propose a novel approach to inference based on stochastic expansions around a “competitive” limit of the finite-player game. We show that in the limit, players’ equilibrium actions in a given market can be represented as a mixture of i.i.d. random… (More)

- Eric Weese, Nobuo Akai, +7 authors Masashi Nishikawa
- 2013

Due to moral hazard problems, municipal mergers in Japan did not result in as many amalgamations as a central planner would have chosen. The inefficiency of the decentralized mergers is calculated using structural parameter estimates based on observed mergers and actual national government policies. Estimation requires neither an equilibrium selection… (More)

- Konrad Menzel
- 2017

We consider a random utility model of strategic network formation, where we derive a tractable approximation to the distribution of network links using many-player asymptotics. Our framework assumes that agents have heterogeneous tastes over links, and allows for anonymous and non-anonymous interaction effects among links. The observed network is assumed to… (More)

- Konrad Menzel
- 2011

Abstract. We propose Monte Carlo Markov Chain (MCMC) methods for estimation and inference in incomplete game-theoretic models with a particular focus on settings in which only a small number of observations for a given type of game is available. In particular we do not assume that it is possible to concentrate out or estimate consistently an equilibrium… (More)

- Victor Chernozhukov, EMRE KOCATULUM, +8 authors Nour Meddahi
- 2008

In this paper we consider the problem of inference on a class of sets describing a collection of admissible models as solutions to a single smooth inequality. Classical and recent examples include, among others, the Hansen-Jagannathan (HJ) sets of admissible stochastic discount factors, Markowitz-Fama (MF) sets of meanvariances for asset portfolio returns,… (More)