We propose a framework for estimation and inference about the parameters of an economic model and predictions based on … it, when the model may be misspecified. We rely on a local asymptotic approach where the degree of misspecification is … of the reference model, based on simple one-step adjustments. We construct confidence intervals that contain the true …

. Illustrations are presented for a parametric random coefficients linear model and for a model with an interval censored outcome, in … both cases with endogenous explanatory variables, and for an incomplete nonparametric model of English auctions. Numerous …

identified set of structures admitted. We demonstrate the application of our analysis to a continuous outcome model with an …

identified set of structures admitted. We demonstrate the application of our analysis to a continuous outcome model with an …

develop sharp bounds on the distribution of valuations in an incomplete model of English auctions, improving on the pointwise …

instrumental variable restrictions. Tobit-type left censoring at zero is the primary focus in the exposition. The models studied … and compared with the results obtained using a point identifying complete triangular model. …