SIMPLE TWO-STAGE INFERENCE FOR A CLASS OF PARTIALLY IDENTIFIED MODELS

B-Tier
Journal: Econometric Theory
Year: 2015
Volume: 31
Issue: 3
Pages: 493-520

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper proposes a new two-stage estimation and inference procedure for a class of partially identified models. The procedure can be considered an extension of classical minimum distance estimation procedures to accommodate inequality constraints and partial identification. It involves no tuning parameter, is nonconservative, and is conceptually and computationally simple. The class of models includes models of interest to applied researchers, including the static entry game, a voting game with communication, and a discrete mixture model. Besides, a technical contribution is an implicit correspondence lemma which generalizes the implicit function theorem to multivalued implicit maps.

Technical Details

RePEc Handle
repec:cup:etheor:v:31:y:2015:i:03:p:493-520_00
Journal Field
Econometrics
Author Count
2
Added to Database
2026-01-29