MOMENT INEQUALITIES AND THEIR APPLICATION

• 成果类型: Article
• 署名作者: Pakes, A.; Porter, J.; Ho, Kate; Ishii, Joy
• 署名单位: Harvard University; University of Wisconsin System; University of Wisconsin Madison; Columbia University
• 刊物名称: ECONOMETRICA
• ISSN/ISSBN: 0012-9682
• DOI: 10.3982/ECTA6865
• 发表日期: 2015
• 页码: 315-334
• 关键词: models; COMPETITION; economies; MARKETS

摘要

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.