Artikel
Combinatorial approach to inference in partially identified incomplete structural models
We propose a computationally feasible inference method in finite games of complete information. Galichon and Henry, 2011 and Beresteanu, Molchanov, and Molinari, 2011 show that the empirical content in such models is characterized by a collection of moment inequalities whose number increases exponentially with the number of discrete outcomes. We propose an equivalent characterization based on classical combinatorial optimization methods that allows the construction of confidence regions with an efficient bootstrap procedure that runs in linear computing time. The method can be applied to the empirical analysis of cooperative and noncooperative games, instrumental variable models of discrete choice, and revealed preference analysis. We propose an application to the determinants of long term elderly care choices.
- Sprache
-
Englisch
- Erschienen in
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Journal: Quantitative Economics ; ISSN: 1759-7331 ; Volume: 6 ; Year: 2015 ; Issue: 2 ; Pages: 499-529 ; New Haven, CT: The Econometric Society
- Klassifikation
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Wirtschaft
- Thema
-
Incomplete structural models
multiple equilibria
partial identification
sharp bounds
confidence regions
max-flow-min-cut
functional quantile
bootstrap
elderly care
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Henry, Marc
Méango, Romuald
Queyranne, Maurice
- Ereignis
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Veröffentlichung
- (wer)
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The Econometric Society
- (wo)
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New Haven, CT
- (wann)
-
2015
- DOI
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doi:10.3982/QE377
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:42 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
- Artikel
Beteiligte
- Henry, Marc
- Méango, Romuald
- Queyranne, Maurice
- The Econometric Society
Entstanden
- 2015
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