Inference based on many conditional moment inequalities

A-Tier
Journal: Journal of Econometrics
Year: 2017
Volume: 196
Issue: 2
Pages: 275-287

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

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

Abstract

We construct confidence sets for models defined by many conditional moment inequalities/equalities. The number of conditional moment restrictions can be up to infinitely many. To deal with the vast number of moment restrictions, we exploit the manageability (Pollard (1990)) of the class of moment functions. We verify this condition in five examples from the recent partial identification literature.

Technical Details

RePEc Handle
repec:eee:econom:v:196:y:2017:i:2:p:275-287
Journal Field
Econometrics
Author Count
2
Added to Database
2026-01-24