# Advanced Econometrics I

## Course Information

**Meeting Time:** Tuesdays and Thursdays, 9:35–10:55 AM.

**Location:** Hayes Hall 012.

**Instructor:** Jason Blevins.

**Office hours:** By appointment.

**Website:** https://jblevins.org/courses/econ8830s19/

### Description

The main goals of this course are (1) to introduce students to a set of core methods in microeconometrics, along with the necessary computational skills to implement them, which they can apply to their own dissertation research and (2) to survey recent research which develops or applies these methods. Topics covered may include identification, discrete choice models, quantile regression, duration models, semiparametric methods, nonparametric methods, and set estimation, simulation methods, optimization methods, and estimation of structural models such as static games, single-agent dynamic discrete choice models, and dynamic discrete choice games.

### Prerequisites

Economics 8731 and 8732, or equivalent with instructor consent.

### Texts

There are no required texts for this course, however, the following texts may be useful for reference and futher reading:

- Amemiya, T. (1985).
*Advanced Econometrics*. Harvard University Press. - Cameron, A. C. and P. K. Trivedi (2005).
*Microeconometrics: Methods and Applications*. Cambridge University Press. - Davidson, J. (1994).
*Stochastic Limit Theory: An Introduction for Econometricians*. - Engle, R. and D. McFadden (Eds.) (1994).
*Handbook of Econometrics*, Volume 4. North Holland. - Horowitz, J. L. (2010).
*Semiparametric and Nonparametric Methods in Econometrics*. Springer. - Train, K. (2009).
*Discrete Choice Methods with Simulation*(2nd edition). Cambridge University Press. - Van der Vaart, A. W. (1998).
*Asymptotic Statistics*. Cambridge University Press.

### Requirements

This course will focus on a collection of topics in microeconometrics via lectures, notes, research papers, and problem sets. Students will complete four problem sets throughout the semester to implement methods discussed in class. We will periodically discuss the implementation of these methods in class, using the problem set questions as motivation. At the end of the semester, second-year students will give short presentations on their econometrics field papers. For advanced students (third year and above), in lieu of completing the problem sets a presentation may be given to lead a discussion of one of the papers on the reading list. Please discuss this with me at the beginning of the semester.

## Schedule & Topics

Below is a tentative schedule and list of topics, subject to change. Specific readings, sub-topics, and problem sets will be added as the semester progresses.

**Estimation of nonlinear, parametric models (Weeks 1–3)**

- Consistency and asymptotic normality of extremum estimators
- Newey, W. and D. McFadden (1994)
- Amemiya (1985, Chapter 4)
- Review of Basic Asymptotic Theory and Asymptotic Distribution of M-estimator - Lecture notes from Han Hong of Stanford University.
- Consistency of Extremum Estimators and Asymptotic Normality of Extremum Estimators - Lecture notes by Xiaoxia Shi of the University of Wisconsin.

- Numerical methods for nonlinear optimization
- Quantile regression
- Parametric discrete choice models
- Numerical optimization in Matlab
- Simulation methods
- Simulation-based estimation
- Laplace-type estimators: MCMC approach to classical estimation
**Problem Set 1**

**Nonparametric and semiparametric methods (Weeks 4–5)**

- Kernel methods
- Local regression
- Method of sieves
- Maximum score
**Problem Set 2**

**Identification (Weeks 6–7)**

- Nonparametric identification
- Partial identification
- Example: binary response models
- Example: regressions with interval data

**Econometrics of Static Games (Weeks 8–9)**

- Simultaneous bivariate response
- Semiparametric estimation
- Multiple equilibria
- Partial identification
**Problem Set 3**

**Dynamic Discrete Choice Models (Weeks 10–13)**

- Rust’s model
- CCP estimation
- Nested pseudo-likelihood estimation
- Counterfactuals
- Continuous time models
**Problem Set 4**

**Field Paper Presentations (Week 14)**

TBD

## Reading List

Below are lists of additional papers for each topic we will cover for further reading.

### Simulation, Computation, and Estimation of Nonlinear Models

- Ackerberg, D. A. (2009).
A New Use of Importance Sampling to Reduce Computational Burden in Simulation Estimation.
*Quantitative Marketing and Economics*7, 343–376. - Ackerberg, D. A., X. Chen and J. Hahn (2012).
A Practical Asymptotic Variance Estimator for Two-Step Semiparametric Estimators.
*Review of Economics and Statistics*94, 481–498. - Chernozhukov, V. and H. Hong (2003).
An MCMC Approach to Classical Estimation.
*Journal of Econometrics*115, 293–346. - Doucet, A., N. de Freitas, and N. Gordon (2001). An Introduction to Sequential Monte Carlo Methods.
- Eisenhauer, P., J. J. Heckman, and S. Mosso (2015).
Estimation of Dynamic Discrete Choice Models by Maximum Likelihood and the Simulated Method of Moments
*International Economic Review*56, 331–357. - Goffe, W. L., G. D. Ferrier, and J. Rogers (1994).
Global optimization of statistical functions with simulated annealing.
*Journal of Econometrics*60, 65–99. - Hajivassiliou, V. and P. Ruud (1994).
Classical Estimation Methods for LDV Models using Simulation.
In
*Handbook of Econometrics*, Volume 4, eds. R. Engle and D. McFadden. New York: Elsevier. - Jun, S. J., J. Pinkse, Y. Wan (2015).
Classical Laplace estimation for \(\sqrt[3]{n}\)-consistent estimators: Improved convergence rates and rate-adaptive inference.
*Journal of Econometrics*187, 201–216. - Kormilitsina, A. and D. Nekipelov (2012).
Approximation Properties of Laplace-Type Estimators.
in
*Advances in Econometrics*28, 291–318. - Lee, L.-F. (1995).
Asymptotic Bias in Simulated Maximum Likelihood Estimation of Discrete Choice Models.
*Econometric Theory*11, 437–483. - Lerman, Steven R. and C. F. Manski (1981). On the Use of Simulated Frequencies to Approximate Choice Probabilities. In Structural Analysis of Discrete Data and Econometric Applications, eds. C. F. Manski and D. L. McFadden. Cambridge, MA: MIT Press.
- McFadden, D. (1989).
A Method of Simulated Moments for Estimation of Discrete Response Models without Numerical Integration.
*Econometrica*57, 995–1026. - Newey, W. and D. McFadden (1994).
Large sample estimation and hypothesis testing.
In
*Handbook of Econometrics*, Volume 4, eds. R. Engle and D. McFadden. New York: Elsevier. - Storn, R. and K. Price (1997).
Differential Evolution: A Simple and Efficient Adaptive Scheme for Global Optimization over Continuous Spaces.
*Jornal of Global Optimization*11, 341–359. - Price, K., R. Storn, and J. Lampinen (2005).
*Differential Evolution: A Practical Approach to Global Optimization*. Springer. - Train, Kenneth (2009). Discrete Choice Methods with Simulation, second edition. Cambridge University Press.

### Nonparametric and Semiparametric Methods

- Koenker, R. and G. Bassett, Jr. (1978).
Regression Quantiles.
*Econometrica*46, 33–50. - Koenker, R. and K. F. Hallock (2001).
Quantile Regression.
*Journal of Economic Perspectives*15, 143–156.

### Identification

- Benkard, C. L., and S. Berry (2006).
On the Nonparametric Identification of Non-Linear Simultaneous Equations Models: Comment on Brown (1983) and Rhoerig (1988).
*Econometrica*74, 1429–1440. - Berry, S.T., A. Gandhi, and P. Haile (2011). Connected Substitutes and Invertibility of Demand. NBER Working Paper 17193.
- Berry, S.T. and P. Haile (2011). Identification in a Class of Nonparametric Simultaneous Equations Models. Cowles Foundation Discussion Paper No. 1787.
- Blevins, J. R. (2016).
Identifying Restrictions for Finite Parameter Continuous Time Models with Discrete Time Data.
Forthcoming in
*Econometric Theory*. - Brown, B. W. (1983).
The Identification Problem in Systems Nonlinear in the Variables.
*Econometrica*51, 175–196. - Chamberlain, G. (2010).
Binary Response Models for Panel Data: Identification and Information.
*Econometrica*78, 159–168. - Fisher, F.M. (1961)
Identifiability Criteria in Nonlinear Systems.
*Econometrica*29, 574–590. - Fisher, F.M. (1965).
Identifiability Criteria in Nonlinear Systems: A Further Note.
*Econometrica*33, 197–205. - Fisher, F.M. (1966) The Identification Problem in Econometrics, McGraw-Hill.
- Hsiao, Cheng (1983). Identification. In Handbook of Econometrics, Vol. 1. Amsterdam: North-Holland.
- Hurwicz, L. (1950).
Generalization of the Concept of Identification.
In
*Statistical Inference in Dynamic Economic Models*, Cowles Commission Monograph 10. New York: John Wiley and Sons. - Koopmans, T.C. (1949).
Identification Problems in Economic Model Construction.
*Econometrica*17, 125–144. - Koopmans, T.C. (1953).
Identification Problems in Economic Model Construction.
In
*Studies in Econometric Methods*, Cowles Commission Monograph 14. New Haven: Yale University Press. - Koopmans, T.C. and O. Reiersøl (1950).
The Identification of Structural Characteristics.
*Annals of Mathematical Statistics*21, 165–181. - Matzkin, R. L. (1992).
Nonparametric and Distribution-Free Estimation of the Binary Threshold Crossing and The Binary Choice Models.
*Econometrica*60, 239–270. - Matzkin, R. L. (2003).
Nonparametric Estimation of Nonadditive Random Functions.
*Econometrica*71, 1339–1375. - Matzkin, R. L. (2008).
Identification in Nonparametric Simultaneous Equations.
*Econometrica*76, 945–978. - Roehrig, C. S. (1988).
Conditions for Identification in Nonparametric and Parametric Models.
*Econometrica*56, 433–447. - Rothenberg, T.J. (1971).
Identification in Parametric Models.
*Econometrica*39, 577–591. - Matzkin, R. L. (2013).
Nonparametric Identification in Structural Economic Models
*Annual Review of Economics*5, 457–486. - Wald, A. (1950).
Note on the Identification of Economic Relations.
In
*Statistical Inference in Dynamic Economic Models*, Cowles Commission Monograph 10. New York: John Wiley and Sons.

### Static Games of Complete Information

- Bajari, P., Hong, H. and Ryan, S. P. (2010).
Identification and Estimation of a Discrete Game of Compete Information.
*Econometrica*78, 1529–1568. - Berry, S. (1992).
Estimation of a Model of Entry in the Airline Industry.
*Econometrica*60, 889–917. - Bresnahan, T. and P. C. Reiss (1990).
Entry in Monopoly Markets.
*Review of Economic Studies*57, 531–553. - Bresnahan, T. F. and P. C. Reiss (1991).
Empirical Models of Discrete Games
*Journal of Econometrics*48, 57–81. - Bresnahan, T. F. and P. C. Reiss (1991).
Entry and Competition in Concentrated Markets.
*Journal of Political Economy*99, 977–1009. - Jia, P. (2008).
What Happens When Wal-Mart Comes to Town: An Empirical Analysis of the Discount Industry.
*Econometrica*76, 1263–1316. - Mazzeo, M. (2002).
Product Choice and Oligopoly Market Structure.
*RAND Journal of Economics*33, 221–242. - Tamer, E. (2003).
Incomplete Simultaneous Discrete Response Model with Multiple Equilibria.
*Review of Economic Studies*70, 147–165.

### Static Games of Incomplete Information

- Ackerberg, D. and G. Gowrisankaran (2006).
Quantifying Equilibrium Network Externalities in the ACH Banking Industry.
*RAND Journal of Economics*37, 738–761. - Bajari, P., H. Hong, J. Krainer, and D. Nekipelov (2010).
Estimating Static Models of Strategic Interactions.
*Journal of Business and Economic Statistics*28, 469–482. - Bajari, P., H. Hong, and D. Nekipelov (2010). Game Theory and Econometrics: A Survey of Some Recent Research. Unpublished manuscript.
- Bayer, P. and Timmins, C. (2005).
On the Equilibrium Properties of Locational Sorting Models.
*Journal of Urban Economics*57, 462–477. - Brock, W. A. and S. N. Durlauf (2001).
Discrete Choice with Social Interactions.
*Review of Economic Studies*68, 235–260. - Ellickson, P. and S. Misra (2008).
Supermarket Pricing Strategies.
*Marketing Science*27, 811–828. - Haile, P. A., A. Hortaçsu and G. Kosenok (2008).
On the Empirical Content of Quantal Response Equilibrium.
*American Economic Review*98, 180–200. - Seim, K. (2006).
An Empirical Model of Firm Entry with Endogenous Product-Type Choices.
*RAND Journal of Economics*37, 619–640.

### Static Games with Multiple Equilibria

- Andrews, D.W.K. and P. Jia Barwick (2012).
Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure.
*Econometrica*80, 2805–2826. - Beresteanu, A., F. Molinari, and I. Molchanov (2011). Sharp Identification Regions in Models with Convex Moment Predictions. CEMMAP Working Paper CWP25/10.
- Berry, S. and E. Tamer (2006). Identification in Models of Oligopoly Entry. Advances in Economics and Econometrics, Blundell, Newey, and Persson (Eds.), Vol. 2, Ninth World Congress. Cambridge University Press.
- Ciliberto, F. and E. Tamer (2009).
Market Structure and Multiple Equilibrium in Airline Markets.
*Econometrica*77, 1791–1828. - Galichon, A. and M. Henry (2011).
Set Identification in Models with Multiple Equilibria.
*Review of Economic Studies*, forthcoming. - Pakes, A., J. Porter, K. Ho, and J. Ishii (2014).
Moment Inequalities and Their Application.
Forthcoming in
*Econometrica*. - Sweeting, A. (2009).
The Strategic Timing Incentives of Commercial Radio Stations: An Empirical Analysis Using Multiple Equilibria.
*RAND Journal of Economics*40, 710–742.

### Sequential-Move Static Games

- Blevins, J. R. (2015).
Structural Estimation of Sequential Games of Complete Information.
*Economic Inquiry*53, 791–811. - Ciliberto, F. and Z. Zhang (2014). Multiple Equilibria and Deterrence in Airline Markets. Unpublished manuscript, University of Virginia.
- Einav, L. (2010).
Not All Rivals Look Alike: Estimating an Equilibrium Model of The Release Date Timing Game.
*Economic Inquiry*48, 369–390.

### Single-Agent Dynamic Models

- Aguirregabiria, V. (2010).
Another Look at the Identification of Dynamic Discrete Decision Processes: An Application to Retirement Behavior.
*Journal of Business and Economic Statistics*28, 201–218. - Aguirregabiria, V. and Mira, P. (2002).
Swapping the Nested Fixed Point Algorithm: A Class of Estimators for Discrete Markov Decision Models.
*Econometrica*70, 1519–1543. - Arcidiacono, P. and R.A. Miller (2011).
Conditional Choice Probability Estimation of Dynamic Discrete Choice Models With Unobserved Heterogeneity.
*Econometrica*79, 1823–1867. - Bajari, P., S. Chu, D. Nekipelov, and M. Park (2015). Semiparametric Estimation of a Finite Horizon Dynamic Discrete Choice Model with a Terminating Action. Unpublished manuscript, University of Washington.
- Blevins, J. R. (2014).
Nonparametric Identification of Dynamic Decision Processes with Discrete and Continuous Choices.
*Quantitative Economics*5, 531–554. - Blevins, J. R. (2015).
Sequential Monte Carlo Methods for Estimating Dynamic Microeconomic Models.
Forthcoming at
*Journal of Applied Econometrics*. - Connault, B. (2014). Hidden Rust Models. Unpublished manuscript, Princeton University.
- Eckstein, Z. and K. I. Wolpin (1989).
The Specification and Estimation of Dynamic Stochastic Discrete Choice Models: A Survey.
*Journal of Human Resources*24, 562–598. - Gotz, G. A. and J. J. McCall (1980).
Estimation in sequential decision-making models: A methodological note.
*Economics Letters*6, 131–136. - Hotz, V. J. and R. A. Miller (1993).
Conditional Choice Probabilities and the Estimation of Dynamic Models.
*Review of Economic Studies*60, 397–429. - Hotz, V. J., R. A. Miller, S. Sanders, and J. Smith (1994).
A Simulation Estimator for Dynamic Models of Discrete Choice.
*Review of Economic Studies*61, 265–289. - Imai, S., N. Jain, and A. Ching (2009).
Bayesian Estimation of Dynamic Discrete Choice Models.
*Econometrica*77, 1865–1899. - Magnac, T. and D. Thesmar (2002).
Identifying Dynamic Discrete Decision Processes.
*Econometrica*70, 801–816. - Kasahara, H. and K. Shimotsu (2009).
Nonparametric Identification of Finite Mixture Models of Dynamic Discrete Choices.
*Econometrica*77, 135–175. - Kasahara, H. and K. Shimotsu (2012).
Sequential Estimation of Structural Models with a Fixed Point Constraint.
*Econometrica*80, 2303–2319. - Keane, M. P. and K. I. Wolpin (1997).
The Career Decisions of Young Men.
*Journal of Political Economy*105, 473–522. - Miller, R. A. (1984).
Job matching and occupational choice.
*Journal of Political Economy*92, 1086–1120. - Norets, A. (2009).
Inference in Dynamic Discrete Choice Models with Serially Correlated Unobserved State Variables.
*Econometrica*77, 1665–1682. - Norets, A. and X. Tang (2010).
Semiparametric Inference in Dynamic Binary Choice Models
*Review of Economic Studies*81, 1229–1262. - Pakes, A. (1986).
Patents as Options: Some Estimates of the Value of Holding European Patent Stocks.
*Econometrica*54, 755–784. - Robin, J.-M. and F. Postel-Vinay (2002).
Equilibrium Wage Dispersion with Worker and Employer Heterogeneity.
*Econometrica*70, 2295–2350. - Rust, J. (1987).
Optimal Replacement of GMC Bus Engines: An Empirical Model of Harold Zurcher.
*Econometrica*55, 999–1033. - Rust, J. (1988).
Maximum Likelihood Estimation of Discrete Control Processes.
*SIAM Journal on Control and Optimimization*26, 1006–1024. - Rust, J. (1994). Structural Estimation of Markov Decision Processes. In R. F. Engle and D. L. McFadden (Eds.), Handbook of Econometrics, Volume 4, Amsterdam. North Holland.
- Shum, M. and Y. Hu (2012).
Nonparametric Identification of Dynamic Models with Unobserved State Variables.
*Journal of Econometrics*171, 32–44. - Shum, M. and Y. Hu (2013).
Identifying Dynamic Games with Serially-Correlated Unobservables.
*Advances in Econometrics*31. Emerald Publishing. - Wolpin, K. I. (1984).
An estimable dynamic stochastic model of fertility and child mortality.
*Journal of Political Economy*92, 852–874.

### Dynamic Games

- Aguirregabiria, V. and A. Magesan (2012). Identification and Estimation of Dynamic Discrete Games when Players’ Beliefs are not in Equilibrium. Unpublished manuscript, University of Toronto.
- Aguirregabiria, V. and P. Mira (2007).
Sequential estimation of dynamic discrete games.
*Econometrica*75, 1–53. - Aguirregabiria, V. and P. Mira (2010).
Dynamic discrete choice structural models: A survey.
*Journal of Econometrics*156, 38–67. - Arcidiacono, P., P. Bayer, J.R. Blevins, and P.B. Ellickson (2012). Estimation of Dynamic Discrete Choice Models in Continuous Time. NBER Working Paper 18449.
- Bajari, P., C. L. Benkard, and J. Levin (2007).
Estimating Dynamic Models of Imperfect Competition.
*Econometrica*75, 1331–1370. - Bajari, P., V. Chernozhukov, H. Hong, and D. Nekipelov (2009). Nonparametric and Semiparametric Analysis of a Dynamic Discrete Game. Unpublished manuscript, Stanford University.
- Benkard, L. (2004).
A Dynamic Analysis of the Market for Wide-Bodied Commercial Aircraft.
*Review of Economic Studies*71, 581–611. - Beresteanu, A., P. B. Ellickson, and S. Misra (2011). The Dynamics of Retail Oligopoly. Unpublished manuscript, University of Rochester.
- Blevins, J.R. (2014). Identification and Estimation of Continuous Time Dynamic Games. Working paper.
- Collard-Wexler, A. (2013).
Demand Fluctuations in the Ready-Mix Concrete Industry.
*Econometrica*81, 1003–1037. - Doraszelski, U. and K. L. Judd (2012).
Avoiding the curse of dimensionality in dynamic stochastic games.
*Quantitative Economics*3, 53–93. - Doraszelski, U. and A. Pakes (2007).
A framework for applied dynamic analysis in IO.
In M. Armstrong and R. H. Porter (Eds.),
*Handbook of Industrial Organization*, Volume 3. North Holland. - Ericson, R. and A. Pakes (1995).
Markov-Perfect Industry Dynamics: A Framework for Empirical Work.
*Review of Economics and Statistics*62, 53–82. - Grieco, P. L. E. (2011).
Discrete Games with Flexible Information Structures: An Application to Local Grocery Markets.
*RAND Journal of Economics*45, 303–340. - Hopenhayn, H. A. (1992)
Entry, Exit, and firm Dynamics in Long Run Equilibrium.
*Econometrica*60, 1127–1150. - Jofre-Bonet, M. and M. Pesendorfer (2003).
Estimation of a Dynamic Auction Game.
*Econometrica*71, 1443–1489. - Pakes, A. and P. McGuire (2001).
Stochastic Algorithms, Symmetric Markov Perfect Equilibrium, and the ‘Curse’ of Dimensionality.
*Econometrica*69, 1261–1281. - Pakes, A. and P. McGuire (1994).
Computing Markov-perfect Nash equilibria: Numerical Implications of a Dynamic Differentiated Product Model.
*RAND Journal of Economics*25, 555–589. - Pakes, A., M. Ostrovsky, and S. Berry (2007)
Simple Estimators for the Parameters of Discrete Dynamic Games, with Entry/Exit Examples.
*RAND Journal of Economics*38, 373–399. - Pesendorfer, M. and P. Schmidt-Dengler (2008).
Asymptotic Least Squares Estimators for Dynamic Games.
*Review of Economic Studies*75, 901–928. - Rust, J. (1994).
Estimation of Dynamic Structural Models, Problems and Prospects: Discrete Decision Processes.
In C. Sims (Ed.),
*Advances in Econometrics: Sixth World Congress*, Volume 2. Cambridge University Press. - Ryan, S. P. (2012).
The Costs of Environmental Regulation in a Concentrated Industry.
*Econometrica*80, 1019–1061. - Su, C.-L. and K. L. Judd (2012).
Constrained Optimization Approaches to Estimation of Structural Models.
*Econometrica*80, 2213–2230. - Weintraub, G. Y., C. L. Benkard, and B. Van Roy (2008).
Markov perfect industry dynamics with many firms.
*Econometrica*76, 1375–1411.

### Partial Identification

- Andrews, D. W. K. and P. Jia (2008). Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure. Cowles Foundation Discussion Paper No. 1676.
- Andrews, D. W. K. and G. Soares (2010).
Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection.
*Econometrica*78, 119–157. - Beresteanu, A. and F. Molinari (2008).
Asymptotic Properties for a Class of Partially Identified Models.
*Econometrica*76, 763–814. - Blevins, J. R. (2011). Partial Identification and Inference in Binary Choice and Duration Panel Data Models. Unpublished manuscript, Ohio State University.
- Blevins, J. R. (2015).
Non-Standard Rates of Convergence of Criterion-Function-Based Set Estimators.
*Econometrics Journal*18, 172–199. - Chernozhukov, V., H. Hong, E. Tamer (2007).
Estimation and Confidence Regions for Parameter Sets in Econometric Models.
*Econometrica*75, 1243–1284. - Honoré, B. E. and E. Tamer (2006).
Bounds on Parameters in Dynamic Discrete Choice Models.
*Econometrica*74, 611–629 - Imbens, G., and C. Manski (2004).
Confidence Intervals for Partially Identified Parameters.
*Econometrica*72, 1845–1857. - Manski, C. (1990).
Nonparametric Bounds on Treatment Effects.
*American Economic Review*80, Papers and Proceedings, 319–323. - Magnac, T. and E. Maurin (2008).
Partial Identification in Monotone Binary Models: Discrete Regressors and Interval Data.
*Review of Economic Studies*75, 835–864. - Manski, C. F. and E. Tamer (2002).
Inference on Regressions with Interval Data on a Regressor or Outcome.
*Econometrica*70, 519–546. - Stoye, J. (2009).
More on Confidence Intervals for Partially Identified Parameters.
*Econometrica*77, 1299–1315. - Tamer, E. (2010).
Partial Identification in Econometrics.
*Annual Review of Economics*2, 167–195.