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Details about Ivan Alexis Canay

Homepage:http://faculty.wcas.northwestern.edu/~iac879/
Workplace:Department of Economics, Northwestern University, (more information at EDIRC)

Access statistics for papers by Ivan Alexis Canay.

Last updated 2018-01-02. Update your information in the RePEc Author Service.

Short-id: pca546


Jump to Journal Articles Software Items

Working Papers

2017

  1. Approximate permutation tests and induced order statistics in the regression discontinuity design
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (8)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) Downloads
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016) Downloads View citations (1)
  2. Inference under covariate-adaptive randomization
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (1)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) Downloads View citations (10)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016) Downloads View citations (3)
  3. Inference under covariate-adaptive randomization with multiple treatments
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads

2016

  1. Practical and theoretical advances in inference for partially identified models
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (7)

2015

  1. Inference for functions of partially identified parameters in moment inequality models
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (1)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014) Downloads View citations (16)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014) Downloads View citations (7)

2014

  1. Specification tests for partially identified models defined by moment inequalities
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (2)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) Downloads View citations (4)

    See also Journal Article in Journal of Econometrics (2015)

2012

  1. On the testability of identification in some nonparametric models with endogeneity
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (13)
    See also Journal Article in Econometrica (2013)

2011

  1. Hodges-Lehmann Optimality for Testing Moment
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads

Journal Articles

2017

  1. Inference for subvectors and other functions of partially identified parameters in moment inequality models
    Quantitative Economics, 2017, 8, (1), 1-38 Downloads View citations (11)
  2. Randomization Tests Under an Approximate Symmetry Assumption
    Econometrica, 2017, 85, 1013-1030 Downloads View citations (23)

2015

  1. Specification tests for partially identified models defined by moment inequalities
    Journal of Econometrics, 2015, 185, (1), 259-282 Downloads View citations (9)
    See also Working Paper (2014)

2013

  1. On the Testability of Identification in Some Nonparametric Models With Endogeneity
    Econometrica, 2013, 81, (6), 2535-2559 Downloads View citations (24)
    See also Working Paper (2012)

2012

  1. Distortions of Asymptotic Confidence Size in Locally Misspecified Moment Inequality Models
    Econometrica, 2012, 80, (4), 1741-1768 Downloads View citations (9)
  2. Hodges–Lehmann optimality for testing moment conditions
    Journal of Econometrics, 2012, 171, (1), 45-53 Downloads View citations (1)

2011

  1. A simple approach to quantile regression for panel data
    Econometrics Journal, 2011, 14, (3), 368-386 Downloads View citations (297)

2010

  1. EL inference for partially identified models: Large deviations optimality and bootstrap validity
    Journal of Econometrics, 2010, 156, (2), 408-425 Downloads View citations (101)
  2. Simultaneous selection and weighting of moments in GMM using a trapezoidal kernel
    Journal of Econometrics, 2010, 156, (2), 284-303 Downloads View citations (5)

Software Items

2020

  1. RDCONT: Stata module to compute non-randomized approximate sign test of density continuity
    Statistical Software Components, Boston College Department of Economics Downloads
 
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