Moment Inequalities and Their Application
A. Pakes, J. Porter, Kate Ho, Joy Ishii
Econometrica · 2015 · Volume 83 · Issue 1
Abstract
This paper provides conditions under which the inequality constraints generated by either single agent optimizing behavior or the best response condition of multiple agent problems can be used as a basis for estimation and inference. An application illustrates how the use of these inequality constraints can simplify the analysis of complex behavioral models.
Keywords
Moment inequality, revealed preference, best response, partial identifcation
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