A Test of Non-Identifying Restrictions and Confidence Regions for Partially Identified Parameters

We propose an easily implementable test of the validity of a set of theoretical restrictions on the relationship between economic variables, which do not necessarily identify the data generating process. The restrictions can be derived from any model of interactions, allowing censoring and multiple equilibria. When the restrictions are parameterized, the test can be inverted to yield confidence regions for partially identified parameters, thereby complementing other proposals, primarily Chernozhukov, Hong and Tamer (2007)

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Year of publication:	[2011]
Authors:	Galichon, Alfred
Other Persons:	Henry, Marc (contributor)
Publisher:	[2011]: [S.l.] : SSRN
Subject:	Schätztheorie \| Estimation theory \| Induktive Statistik \| Statistical inference \| Statistischer Test \| Statistical test \| Monte-Carlo-Simulation \| Monte Carlo simulation

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Extent:	1 Online-Ressource (31 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: Journal of Econometrics, Vol. 152, No. 2, 2009 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 3, 2011 erstellt
Other identifiers:	10.2139/ssrn.1123823 [DOI]
Classification:	C10 - Econometric and Statistical Methods: General. General ; C12 - Hypothesis Testing ; C13 - Estimation ; C14 - Semiparametric and Nonparametric Methods ; C52 - Model Evaluation and Testing ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012714180