Azeem M. Shaikh

Partial Identification in Triangular Systems of Equations With Binary Dependent Variables

This paper studies the special case of the triangular system of equations in Vytlacil and Yildiz (2007), where both dependent variables are binary but without imposing the restrictive support condition required by Vytlacil and Yildiz (2007) for identification of the average structural function (ASF) and the average treatment effect (ATE). Under weak regularity conditions, we derive upper and lower bounds on the ASF and the ATE. We show further that the bounds on the ASF and ATE are sharp under some further regularity conditions and an additional restriction on the support of the covariates and the instrument.

On the testability of identification in some nonparametric models with endogeneity

This paper examines three distinct hypothesis testing problems that arise in the context of identification of some nonparametric models with endogeneity. The first hypothesis testing problem we study concerns testing necessary conditions for identification in some nonparametric models with endogeneity involving mean independence restrictions. These conditions are typically referred to as completeness conditions. The second and third hypothesis testing problems we examine concern testing for identification directly in some nonparametric models with endogeneity involving quantile independence restrictions. For each of these hypothesis testing problems, we provide conditions under which any test will have power no greater than size against any alternative. In this sense, we conclude that no nontrivial tests for these hypothesis testing problems exist.

On the uniform asymptotic validity of subsampling and the bootstrap

This paper provides conditions under which subsampling and the bootstrap can be used to construct estimators of the quantiles of the distribution of a root that behave well uniformly over a large class of distributions

On stepdown control of the false discovery proportion

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A Practical Two‐Step Method for Testing Moment Inequalities

. These results are then applied (i) to construct confidence regions that behave well uniformly over

Consonance and the Closure Method in Multiple Testing

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Randomization Tests Under an Approximate Symmetry Assumption

in the sense that the coverage probability tends to at least the nominal level uniformly over

MULTIPLE TESTING AND HETEROGENEOUS TREATMENT EFFECTS: RE‐EVALUATING THE EFFECT OF PROGRESA ON SCHOOL ENROLLMENT

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Comments on: Control of the false discovery rate under dependence using the bootstrap and subsampling

and (ii) to construct tests that behave well uniformly over

The wild bootstrap with a "small" number of "large" clusters -

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