Sharp Identification Regions in Models With Convex Moment Predictions

DOI10.3982/ECTA8680zbMath1242.91158OpenAlexW2180036494MaRDI QIDQ2892448

Arie Beresteanu, Francesca Molinari, Ilya S. Molchanov

Publication date: 18 June 2012

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3982/ecta8680

zbMATH Keywords

multiple equilibriarandom setsinterval datasupport functionpartial identificationrandom utility modelsbest linear predictionaumann expectationfinite static games

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Related Items (36)

UNIFORM INFERENCE IN A GENERALIZED INTERVAL ARITHMETIC CENTER AND RANGE LINEAR MODEL ⋮ Identification of panel data models with endogenous censoring ⋮ Structural estimation of pairwise stable networks with nonnegative externality ⋮ CONSTRAINT QUALIFICATIONS IN PARTIAL IDENTIFICATION ⋮ Nonparametric identification of the distribution of random coefficients in binary response static games of complete information ⋮ Stable outcomes and information in games: an empirical framework ⋮ Econometric inference on a large Bayesian game with heterogeneous beliefs ⋮ Identification of dynamic binary response models ⋮ Partial identification in nonseparable binary response models with endogenous regressors ⋮ Prices, profits, proxies, and production ⋮ Debiased machine learning of set-identified linear models ⋮ ASYMPTOTICALLY EFFICIENT ESTIMATION OF WEIGHTED AVERAGE DERIVATIVES WITH AN INTERVAL CENSORED VARIABLE ⋮ Simultaneously incomplete and incoherent (SII) dynamic LDV models: with an application to financing constraints and firms' decision to innovate ⋮ Multiple treatments with strategic substitutes ⋮ Sharp Sensitivity Analysis for Inverse Propensity Weighting via Quantile Balancing ⋮ A computational approach to identification of treatment effects for policy evaluation ⋮ Empirical framework for two-player repeated games with random states ⋮ IDENTIFICATION AND INFERENCE ON REGRESSIONS WITH MISSING COVARIATE DATA ⋮ Proximal statistic: asymptotic normality ⋮ Dilation bootstrap ⋮ Statistical modeling under partial identification: distinguishing three types of identification regions in regression analysis with interval data ⋮ Partial identification by extending subdistributions ⋮ A geometric approach to inference in set-identified entry games ⋮ Identification of complete information games ⋮ Identification and estimation of games with incomplete information using excluded regressors ⋮ An econometric model of network formation with an application to board interlocks between firms ⋮ Inference based on many conditional moment inequalities ⋮ Misspecification in moment inequality models: back to moment equalities? ⋮ Bayesian inference for partially identified smooth convex models ⋮ Random sets lotteries and decision theory ⋮ Nonparametric inference based on conditional moment inequalities ⋮ Partial identification using random set theory ⋮ Bounds for best response functions in binary games ⋮ Estimating multinomial choice models with unobserved choice sets ⋮ Inference in ordered response games with complete information ⋮ Quantile regression with interval data

This page was built for publication: Sharp Identification Regions in Models With Convex Moment Predictions