Measuring the Sensitivity of Parameter Estimates to Estimation Moments

We propose a local measure of the relationship between parameter estimates and the moments of the data they depend on. Our measure can be computed at negligible cost even for complex structural models. We argue that reporting this measure can increase the transparency of structural estimates, making...

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Bibliographic Details
Main Authors: Gentzkow, Matthew, Shapiro, Jesse M., Andrews, Isaiah Smith
Other Authors: Massachusetts Institute of Technology. Department of Economics
Format: Article
Published: Oxford University Press 2018
Online Access:http://hdl.handle.net/1721.1/114153