Journal article | Zeitschriftenartikel

A test of non-identifying restrictions and confidence regions for partially identified parameters

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We propose an easily implementable test of the validity of a set of theoretical restrictions on the relationship between economic variables, which do not necessarily identify the data generating process. The restrictions can be derived from any model of interactions, allowing censoring and multiple equilibria. When the restrictions are parameterized, the test can be inverted to yield confidence regions for partially identified parameters, thereby complementing other proposals, primarily Chernozhukov et al. [Chernozhukov, V., H. Hong, and E. Tamer (2007): ”Estimation and Confidence Regions for Parameter Sets in Econometric Models,” Econometrica, 75, 1243–1285].

A test of non-identifying restrictions and confidence regions for partially identified parameters

Urheber*in: Galichon, Alfred; Henry, Marc

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Extent
Seite(n): 186-196
Language
Englisch
Notes
Status: Postprint; begutachtet (peer reviewed)

Bibliographic citation
Journal of Econometrics, 152(2)

Subject
Wirtschaft
Sozialwissenschaften, Soziologie
Erhebungstechniken und Analysetechniken der Sozialwissenschaften
Wirtschaftsstatistik, Ökonometrie, Wirtschaftsinformatik

Event
Geistige Schöpfung
(who)
Galichon, Alfred
Henry, Marc
Event
Veröffentlichung
(where)
Niederlande
(when)
2009

DOI
URN
urn:nbn:de:0168-ssoar-212537
Rights
GESIS - Leibniz-Institut für Sozialwissenschaften. Bibliothek Köln
Last update
21.06.2024, 4:27 PM CEST

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Object type

  • Zeitschriftenartikel

Associated

  • Galichon, Alfred
  • Henry, Marc

Time of origin

  • 2009

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