IO economists often estimate demand for differentiated products using data sets with a small number of large markets. This paper addresses the question of consistency and asymptotic distributions ofâ€¦ (More)

This paper derives the rate of convergence and asymptotic distribution for a class of Kolmogorov-Smirnov style test statistics for conditional moment inequality models for parameters on the boundaryâ€¦ (More)

We consider the problem of constructing confidence intervals (CIs) for a linear functional of a regression function, such as its value at a point, the regression discontinuity parameter, or aâ€¦ (More)

Kernel-based estimators are often evaluated at multiple bandwidths as a form of sensitivity analysis. However, if in the reported results, a researcher selects the bandwidth based on this analysis,â€¦ (More)

We consider the problem of constructing honest confidence intervals (CIs) for a scalar parameter of interest, such as the regression discontinuity parameter, in nonparametric regression based onâ€¦ (More)

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 inverseâ€¦ (More)

This paper considers inference for conditional moment inequality models using a multiscale statistic. We derive the asymptotic distribution of this test statistic and use the result to proposeâ€¦ (More)

Many empirical studies of auctions rely on the assumption that the researcher observes all variables that make auctions differ ex ante. When there is unobserved heterogeneity, the direction of theâ€¦ (More)

We derive mean-unbiased estimators for the structural parameter in instrumental variables models where the sign of one or more first stage coefficients is known. In the case with a single instrument,â€¦ (More)

We consider the problem of inference on a regression function at a point when the entire function satisfies a sign or shape restriction under the null. We propose a test that achieves the optimalâ€¦ (More)