Details about Federico Andres Bugni

Access statistics for papers by Federico Andres Bugni.

Last updated 2022-01-13. Update your information in the RePEc Author Service.

Short-id: pbu197

Working Papers

2024

1. Testing homogeneity in dynamic discrete games in finite samples
   Papers, arXiv.org

2023

2. Inference under Covariate-Adaptive Randomization with Imperfect Compliance
   Papers, arXiv.org View citations (4)

2022

3. Permutation-based tests for discontinuities in event studies
   Papers, arXiv.org

2021

4. Permutation Tests for Equality of Distributions of Functional Data
   Papers, arXiv.org View citations (1)
   Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017)
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) View citations (1)
   See also Journal Article Permutation tests for equality of distributions of functional data, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2021) View citations (1) (2021)

2020

5. On the iterated estimation of dynamic discrete choice games
   Papers, arXiv.org View citations (4)
   Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) View citations (2)
6. Testing Continuity of a Density via g-order statistics in the Regression Discontinuity Design
   Papers, arXiv.org View citations (3)
   See also Journal Article Testing continuity of a density via g-order statistics in the regression discontinuity design, Journal of Econometrics, Elsevier (2021) View citations (21) (2021)

2019

7. Subvector inference in PI models with many moment inequalities
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (5)

2018

8. Subvector Inference in Partially Identified Models with Many Moment Inequalities
   Papers, arXiv.org View citations (7)

2017

9. Identification and inference on regressions with missing covariate data
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (5)
   See also Journal Article IDENTIFICATION AND INFERENCE ON REGRESSIONS WITH MISSING COVARIATE DATA, Econometric Theory, Cambridge University Press (2017) View citations (5) (2017)

2016

10. Inference in partially identified models with many moment inequalities using Lasso
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (4)
11. Inference under Covariate-Adaptive Randomization
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (9)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) View citations (13)

2015

12. Inference for functions of partially identified parameters in moment inequality models
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (1)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014) View citations (22)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014) View citations (23)

2014

13. Specification tests for partially identified models defined by moment inequalities
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (4)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) View citations (8)
    See also Journal Article Specification tests for partially identified models defined by moment inequalities, Journal of Econometrics, Elsevier (2015) View citations (33) (2015)

2012

14. Approximating High-Dimensional Dynamic Models: Sieve Value Function Iteration
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)
    Also in Working Papers, Duke University, Department of Economics (2012) View citations (2)
    Working Papers (Old Series), Federal Reserve Bank of Cleveland (2012) View citations (2)

2010

15. Specification Test for Missing Functional Data
    Working Papers, Duke University, Department of Economics
    See also Journal Article SPECIFICATION TEST FOR MISSING FUNCTIONAL DATA, Econometric Theory, Cambridge University Press (2012) View citations (3) (2012)

Journal Articles

2021

1. Permutation tests for equality of distributions of functional data
   Journal of Applied Econometrics, 2021, 36, (7), 861-877 View citations (1)
   See also Working Paper Permutation Tests for Equality of Distributions of Functional Data, Papers (2021) View citations (1) (2021)
2. Testing continuity of a density via g-order statistics in the regression discontinuity design
   Journal of Econometrics, 2021, 221, (1), 138-159 View citations (21)
   See also Working Paper Testing Continuity of a Density via g-order statistics in the Regression Discontinuity Design, Papers (2020) View citations (3) (2020)

2017

3. IDENTIFICATION AND INFERENCE ON REGRESSIONS WITH MISSING COVARIATE DATA
   Econometric Theory, 2017, 33, (1), 196-241 View citations (5)
   See also Working Paper Identification and inference on regressions with missing covariate data, LSE Research Online Documents on Economics (2017) View citations (5) (2017)

2016

4. COMPARISON OF INFERENTIAL METHODS IN PARTIALLY IDENTIFIED MODELS IN TERMS OF ERROR IN COVERAGE PROBABILITY
   Econometric Theory, 2016, 32, (1), 187-242 View citations (7)

2015

5. Specification tests for partially identified models defined by moment inequalities
   Journal of Econometrics, 2015, 185, (1), 259-282 View citations (33)
   See also Working Paper Specification tests for partially identified models defined by moment inequalities, CeMMAP working papers (2014) View citations (4) (2014)

2012

6. Distortions of Asymptotic Confidence Size in Locally Misspecified Moment Inequality Models
   Econometrica, 2012, 80, (4), 1741-1768 View citations (18)
7. SPECIFICATION TEST FOR MISSING FUNCTIONAL DATA
   Econometric Theory, 2012, 28, (5), 959-1002 View citations (3)
   See also Working Paper Specification Test for Missing Functional Data, Working Papers (2010) (2010)

2010

8. Bootstrap Inference in Partially Identified Models Defined by Moment Inequalities: Coverage of the Identified Set
   Econometrica, 2010, 78, (2), 735-753 View citations (145)

2009

9. Goodness-of-fit tests for functional data
   Econometrics Journal, 2009, 12, (s1), S1-S18 View citations (13)