This chapter sets out the extension of the scope of the classical IV model to cases in which
unobserved variables are set-valued functions of observed variables. The resulting …

We study identification of the players' preferences in a network formation game featuring
complete information, nonreciprocal links, and a spillover effect. We decompose the network …

Models with many signals, high-dimensional models, often impose structures on the signal
strengths. The common assumption is that only a few signals are strong and most of the …

Testing moment inequalities: Selection versus recentering - ScienceDirect Skip to main
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Do nasopharyngeal carcinoma (NPC) patients benefit from induction chemotherapy (IC)?
This problem is of great clinical interest; however, it is difficult to obtain an accurate and …

This paper considers the problem of testing many moment inequalities, where the number of
moment inequalities ($ p $) is possibly larger than the sample size ($ n $). Chernozhukov et …

For a high-dimensional parameter of interest, tests based on quadratic statistics are known
to have low power against subsets of the parameter space (henceforth, parameter …

Nasopharyngeal carcinoma (NPC) is a common type of malignant tumor in the head and
neck, for which treatment and prognostic evaluation are critically important for patient …

University of Groningen Methods for High-Dimensional Data in Econometrics Koning, Nick Page
1 University of Groningen Methods for High-Dimensional Data in Econometrics Koning, Nick …

Abstract Models with many signals, high-dimensional models, often impose structures on the
signal strengths. The common assumption is that only a few signals are strong and most of …