Consistent estimation with many moment inequalities

DOI10.1016/j.jeconom.2014.05.016zbMath1311.62039OpenAlexW2075660115MaRDI QIDQ2511801

Konrad Menzel

Publication date: 6 August 2014

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2014.05.016

zbMATH Keywords

moment inequalitiesset estimationpartial identificationconditional moment inequalitiesmany weak moments

Mathematics Subject Classification ID

Parametric inference under constraints (62F30)

Related Items (8)

Multiscale adaptive inference on conditional moment inequalities ⋮ A simple test for moment inequality models with an application to English auctions ⋮ TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES ⋮ On the choice of test statistic for conditional moment inequalities ⋮ Weighted KS statistics for inference on conditional moment inequalities ⋮ Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models ⋮ Nonparametric inference based on conditional moment inequalities ⋮ Inference in partially identified models with many moment inequalities using Lasso

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