Hiroaki Kaido

Selected Publications

Information based inference in models with set-valued predictions and misspecification

This paper proposes an information-based inference method for partially identified parameters in incomplete models that is […]

Hiroaki Kaido, Francesca Molinari
29 January 2024 | CWP02/24
Robust likelihood ratio tests for incomplete economic models

This study develops a framework for testing hypotheses on structural parameters in in-complete models. Such models […]

Hiroaki Kaido, Yi Zhang
9 December 2019 | CWP68/19
Decentralization estimators for instrumental variable quantile regression models

The instrumental variable quantile regression (IVQR) model (Chernozhukov and Hansen, 2005) is a popular tool for […]

Hiroaki Kaido, Kaspar Wüthrich
16 August 2019 | CWP42/19

Previous version

Decentralization estimators for instrumental variable quantile regression models
Hiroaki Kaido, Kaspar Wüthrich
31 December 2018 | CWP72/18
Confidence Intervals for Projections of Partially Identified Parameters

We propose a bootstrap-based calibrated projection procedure to build confidence intervals for single components and for […]

Hiroaki Kaido, Francesca Molinari, Jorg Stoye
7 June 2019 | CWP26/19

Previous version

Confidence intervals for projections of partially identified parameters
Hiroaki Kaido, Francesca Molinari, Jorg Stoye
10 November 2017 | CWP49/17
Decentralization estimators for instrumental variable quantile regression models

The instrumental variable quantile regression (IVQR) model of Chernozhukov and Hansen (2005, 2006) is a exible […]

Hiroaki Kaido, Kaspar Wüthrich
31 December 2018 | CWP72/18

Latest version

Decentralization estimators for instrumental variable quantile regression models
Hiroaki Kaido, Kaspar Wüthrich
16 August 2019 | CWP42/19
Moment inequalities in the context of simulated and predicted variables

This paper explores the effects of simulated moments on the performance of inference methods based on […]

Hiroaki Kaido, Jiaxuan Li, Marc Rysman
10 April 2018 | CWP26/18
Confidence intervals for projections of partially identified parameters

We propose a bootstrap-based calibrated projection procedure to build confidence intervals for single components and for […]

Hiroaki Kaido, Francesca Molinari, Jorg Stoye
10 November 2017 | CWP49/17

Latest version

Confidence Intervals for Projections of Partially Identified Parameters
Hiroaki Kaido, Francesca Molinari, Jorg Stoye
7 June 2019 | CWP26/19

Previous version

Confidence intervals for projections of partially identified parameters
Hiroaki Kaido, Francesca Molinari, Jörg Stoye
5 January 2016 | CWP02/16
Nonparametric identification of random coefficients in endogenous and heterogeneous aggregate demand models

This paper studies nonparametric identification in market level demand models for differentiated products with heterogeneous consumers. […]

Fabian Dunker, Stefan Hoderlein, Hiroaki Kaido
22 February 2017 | CWP11/17

Previous version

Confidence intervals for projections of partially identified parameters

This paper proposes a bootstrap-based procedure to build confidence intervals for single components of a partially […]

Hiroaki Kaido, Francesca Molinari, Jörg Stoye
5 January 2016 | CWP02/16

Latest version

Confidence intervals for projections of partially identified parameters
Hiroaki Kaido, Francesca Molinari, Jorg Stoye
10 November 2017 | CWP49/17
Robust confidence regions for incomplete models

Call an economic model incomplete if it does not generate a probabilistic prediction even given knowledge […]

Larry G. Epstein, Hiroaki Kaido, Kyoungwon Seo
8 October 2015 | CWP65/15

Previous version

Robust confidence regions for incomplete models
Larry G. Epstein, Hiroaki Kaido, Kyoungwon Seo
24 April 2015 | CWP20/15