Welcome to Francesca Molinari's homepage.
Contents:
Published and forthcoming articles
STATA Software for Best Linear Prediction with Interval Outcome Data (New)
Curriculum Vitae (in pdf format, updated December 2011)
Department of Economics Email: fm72@cornell.edu Cornell University http://www.arts.cornell.edu/econ/fmolinari/ 492 Uris Hall Phone: 607-255-6367 Ithaca, NY 14853-7601, USA Fax: 607-255-2818
Working Papers
The Nature of Risk Preferences: Evidence from Insurance Choice, with Levon Barseghyan, Ted O'Donoghue and Josh Teitelbaum, June 2011. Under revision for the American Economic Review.*,***,****
Published articles
Partial Identification Using Random Set Theory, with Arie Beresteanu and Ilya Molchanov, Journal of Econometrics, 2012, vol. 166, issue 1, pages 17-32. ERRATA.*,***
Sharp Identification Regions in Models with Convex Moment Predictions, with Arie Beresteanu and Ilya Molchanov, Econometrica, 2011, vol. 79, issue 6, pages 1785-1821; with Online Supplement.*,*** (This paper supercedes three earlier working papers by the same authors: CeMMAP Working Papers # CWP25/10, CWP27/09 and CWP15/08.)
Rounding Probabilistic Expectations in Surveys, with Chuck Manski, Journal of Business and Economic Statistics, 2010, vol. 28, number 2, pages 219-231.*,**
Missing Treatments, Journal of Business and Economic Statistics, 2010, vol. 28, number 1, pages 82-95.*
The Identification Power of Equilibrium in Games: The Supermodular Case, with Adam Rosen, Journal of Business and Economic Statistics, 2008, vol. 26, number 3, pages 297-302. Invited discussion of Aradillas-Lopez and Tamer (2008) prepared for the 2007 Joint Statistical Meetings.*
Asymptotic Properties for a Class of Partially Identified Models, with Arie Beresteanu, Econometrica, 2008, vol. 76, issue 4, pages 763-814.*
Partial Identification of Probability Distributions with Misclassified Data, Journal of Econometrics, 2008, vol. 144, issue 1, pages 81-117.*
Skip Sequencing: A Decision Problem in Questionnaire Design, with Chuck Manski, Annals of Applied Statistics, 2008, vol. 2, number 1, 264-285.*,**
Spatial Correlation Robust Inference with Errors in Location and Distance, with Timothy G. Conley, Journal of Econometrics, 2007, vol. 140, issue 1, pages 76-96. Download the Technical Appendix here.
Generalization of a Result on 'Regressions: Short and Long', with Marcin Peski, Econometric Theory, 2006, vol. 22, issue 01, pages 159-163.
STATA Software for Best Linear Prediction with Interval Outcome Data*
Click here to download a zip file containing STATA .ado files and .sthlp files to replicate the results in Beresteanu and Molinari (2008) and implement their theoretical results. The code allows for best linear prediction with any number of perfectly observed covariates. It returns estimates of the sharp identification region for each component of the BLP parameter vector, as well as confidence sets and confidence collections for each of these regions. It also allows for hypothesis testing and confidence statements on any pair of (functions of) elements of the BLP parameter vector. This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of merchantability or fitness for a particular purpose. If you use the software, we ask that you please cite it as: Arie Beresteanu, Francesca Molinari and Darcy Steeg Morris (2010): "Asymptotics for Partially Identified Models in STATA," and that you also cite Beresteanu and Molinari (Econometrica, 2008) as the source of the theoretical results.
* This research was in part supported by the National Science Foundation grant SES-0617482.
** This research was in part supported by the National Institute of Aging grant R21 AG028465-01.
*** This research was in part supported by the National Science Foundation grant SES-0922330.
**** This research was in part supported by the National Science Foundation grant SES-1031136.