Computing moment inequality models using constrained optimization

DOI10.1093/ECTJ/UTAB014MaRDI QIDQ5083282zbMATH OpenOpenAlexFDO

Authors Baiyu Dong, Yu-Wei Hsieh, Matthew Shum

Publication date 22 June 2022

Published in Econometrics Journal (Search for Journal in Brave)

Full work available at URL https://resolver.caltech.edu/CaltechAUTHORS:20220217-569318800

zbMATH Keywords

constrained optimizationMPECpartial identificationmoment inequalityMPCC

Mathematics Subject Classification ID

Statistics (62-XX)

Cited in

(2)

• Inference on estimators defined by mathematical programming
• Debiased machine learning of set-identified linear models

This page was built for publication: Computing moment inequality models using constrained optimization

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5083282)