Computing moment inequality models using constrained optimization

DOI10.1093/ECTJ/UTAB014OpenAlexW3158936197MaRDI QIDQ5083282FDOQ5083282

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)

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

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