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Estimation and Confidence Regions for Parameter Sets in Econometric Models

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Author Info
Victor Chernozhukov
Han Hong
Elie Tamer

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Abstract

This paper develops a framework for performing estimation and inference in econometric models with partial identification, focusing particularly on models characterized by moment inequalities and equalities. Applications of this framework include the analysis of game-theoretic models, revealed preference restrictions, regressions with missing and corrupted data, auction models, structural quantile regressions, and asset pricing models. Copyright The Econometric Society 2007.

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File URL: http://hdl.handle.net/10.1111/j.1468-0262.2007.00794.x
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Publisher Info
Article provided by Econometric Society in its journal Econometrica.

Volume (Year): 75 (2007)
Issue (Month): 5 (09)
Pages: 1243-1284
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Handle: RePEc:ecm:emetrp:v:75:y:2007:i:5:p:1243-1284

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