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Combinatorial approach to inference in partially identified incomplete structural models

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  • Marc Henry
  • Romuald Méango
  • Maurice Queyranne

Abstract

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.

Suggested Citation

  • Marc Henry & Romuald Méango & Maurice Queyranne, 2015. "Combinatorial approach to inference in partially identified incomplete structural models," Quantitative Economics, Econometric Society, vol. 6(2), pages 499-529, July.
    • Handle: RePEc:wly:quante:v:6:y:2015:i:2:p:499-529
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    Cited by:

    1. Lukáš Lafférs, 2019. "Identification in Models with Discrete Variables," Computational Economics, Springer;Society for Computational Economics, vol. 53(2), pages 657-696, February.
    2. Andrew Chesher & Adam Rosen, 2015. "Characterizations of identified sets delivered by structural econometric models," CeMMAP working papers 63/15, Institute for Fiscal Studies.
    3. Alexander Torgovitsky, 2019. "Partial identification by extending subdistributions," Quantitative Economics, Econometric Society, vol. 10(1), pages 105-144, January.
    4. Paul S. Koh, 2022. "Estimating Discrete Games of Complete Information: Bringing Logit Back in the Game," Papers 2205.05002, arXiv.org, revised Jun 2022.
    5. Francesca Molinari, 2020. "Microeconometrics with Partial Identification," Papers 2004.11751, arXiv.org.
    6. Christian Bontemps & Thierry Magnac, 2017. "Set Identification, Moment Restrictions, and Inference," Annual Review of Economics, Annual Reviews, vol. 9(1), pages 103-129, September.
    7. Francesca Molinari, 2019. "Econometrics with Partial Identification," CeMMAP working papers CWP25/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

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