Moment Inequalities and Their Application

A. Pakes, J. Porter, Kate Ho, Joy Ishii

Research output: Contribution to journalArticle

47 Scopus citations

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.

Original languageEnglish (US)
Pages (from-to)315-334
Number of pages20
JournalEconometrica
Volume83
Issue number1
DOIs
StatePublished - Jan 1 2015
Externally publishedYes

All Science Journal Classification (ASJC) codes

  • Economics and Econometrics

Keywords

  • Best response
  • Moment inequality
  • Partial identifcation
  • Revealed preference

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