Arbeitspapier
Moment inequalities and their application
This paper provides conditions under which the inequality constraints generated by either single agent optimizing behavior, or by the Nash equilibria of multiple agent problems, can be used as a basis for estimation and inference. We also add to the econometric literature on inference in models defined by inequality constraints by providing a new specification test and methods of inference for the boundaries of the model's identified set. Two applications illustrate how the use of inequality constraints can simplify the problem of obtaining estimators from complex behavioral models of substantial applied interest.
- Sprache
-
Englisch
- Erschienen in
-
Series: cemmap working paper ; No. CWP16/07
- Klassifikation
-
Wirtschaft
- Thema
-
Schätztheorie
Momentenmethode
Theorie
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Pakes, A.
Porter, J.
Ho, Kate
Ishii, Joy
- Ereignis
-
Veröffentlichung
- (wer)
-
Centre for Microdata Methods and Practice (cemmap)
- (wo)
-
London
- (wann)
-
2007
- DOI
-
doi:10.1920/wp.cem.2007.1607
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:43 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Pakes, A.
- Porter, J.
- Ho, Kate
- Ishii, Joy
- Centre for Microdata Methods and Practice (cemmap)
Entstanden
- 2007
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