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Essays in Econometric

Posted on:2018-09-22Degree:Ph.DType:Dissertation
University:University of California, San DiegoCandidate:Chen, QihuiFull Text:PDF
GTID:1475390020956991Subject:Economics
Abstract/Summary:
This dissertation studied two main topics: inference methods for directionally differentiable functions with first order degeneracy and estimation methods for semiparametric instrumental variables (IV) models with partial identication. Chapter 1 presents a general asymptotic framework for conducting inference on directionally differentiable functions with a zero first order derivative. Chapter 2 applies the theory to develop improved inference methods for the rank of a matrix, which is important in estimation and inference IV models. Chapter 3 studies robust and optimal estimation in a canonical semiparametric IV model---partially linear IV model---with nonparametric partial identification.
Keywords/Search Tags:Estimation, Inference
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