Moment Inequalities and Their Application

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

doi:10.3982/ECTA6865

Moment Inequalities and Their Application

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

Research output: Contribution to journal › Article › peer-review

95 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 language	English (US)
Pages (from-to)	315-334
Number of pages	20
Journal	Econometrica
Volume	83
Issue number	1
DOIs	https://doi.org/10.3982/ECTA6865
State	Published - Jan 1 2015
Externally published	Yes

All Science Journal Classification (ASJC) codes

Economics and Econometrics

Keywords

Best response
Moment inequality
Partial identifcation
Revealed preference

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10.3982/ECTA6865

Cite this

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title = "Moment Inequalities and Their Application",

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.",

keywords = "Best response, Moment inequality, Partial identifcation, Revealed preference",

author = "A. Pakes and J. Porter and Kate Ho and Joy Ishii",

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AU - Ho, Kate

AU - Ishii, Joy

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N2 - 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.

AB - 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.

KW - Best response

KW - Moment inequality

KW - Partial identifcation

KW - Revealed preference

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Moment Inequalities and Their Application

Abstract

All Science Journal Classification (ASJC) codes

Keywords

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