Econometrica Vol. 83 No. 1 2015

Moment Inequalities and Their Application

A. Pakes¹; Jack R. Porter²; Kate Ho³; Joy Ishii⁴

¹ Dept. of Economics; Harvard University; Littauer Center Room 117 Cambridge MA 02138 U.S.A. · ² Dept. of Economics; University of Wisconsin; 1180 Observatory Drive Madison WI 53706 U.S.A. · ³ Dept. of Economics; Columbia University; 420 West 118th Street New York NY 10027 U.S.A. · ⁴ Compass Lexecon; 800 West El Camino Real Mountain View CA 94040 U.S.A.

Abstract

This paper provides conditions under which the inequality constraints generated by either single agent optimizing behavior or the best response condition of multiple agent problems can be used as a basis for estimation and inference. An application illustrates how the use of these inequality constraints can simplify the analysis of complex behavioral models.

DOI

10.3982/ecta6865

Volume

83

Issue

1

Pages

315-334

Language

en

Sources

bibtex:phds-export.bib openalex crossref

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