Search Results - subject:"Incomplete models"

Discerning solution concepts for discrete games

Kashaev, Nail; Salcedo, Bruno - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 4, pp. 1001-1014

Persistent link: https://www.econbiz.de/10012653220

Conditional moment restrictions and the role of density information in estimated structural models

Tryphonides, Andreas - 2017

While incomplete models are desirable due to their robustness to misspecification, they cannot be used to conduct full …

Persistent link: https://www.econbiz.de/10011725383

Conditional moment restrictions and the role of density information in estimated structural models

Tryphonides, Andreas - 2017

While incomplete models are desirable due to their robustness to misspecification, they cannot be used to conduct full …

Persistent link: https://www.econbiz.de/10011694850

Characterizations of identified sets delivered by structural econometric models

Chesher, Andrew; Rosen, Adam M. - 2016

incomplete models involving continuous or discrete variables. Multiple values of unobserved variables can be associated with … instrumental variable restrictions play no significant role. Building on a definition of observational equivalence for incomplete … models the development uses results from random set theory which guarantee that the characterizations deliver sharp bounds …

Persistent link: https://www.econbiz.de/10011594354

Characterizations of identified sets delivered by structural econometric models

Chesher, Andrew; Rosen, Adam M. - 2016

Persistent link: https://www.econbiz.de/10011525866

Chapter 1. Generalized instrumental variable models, methods, and applications

Chesher, Andrew; Rosen, Adam M. - In: Handbook of econometrics : Volume 7A, (pp. 1-110). 2020

This chapter sets out the extension of the scope of the classical IV model to cases in which unobserved variables are set-valued functions of observed variables. The resulting Generalized IV (GIV) models can be used when outcomes are discrete while unobserved variables are continuous, when there...

Persistent link: https://www.econbiz.de/10014024929

Generalized instrumental variable models, methods, and applications

Chesher, Andrew; Rosen, Adam M. - 2020

Persistent link: https://www.econbiz.de/10012392210

Characterizations of identified sets delivered by structural econometric models

Chesher, Andrew; Rosen, Adam - 2015

incomplete models involving continuous and/or discrete variables. Multiple values of unobserved variables can be associated with … equivalence for incomplete models. The development uses results from random set theory which guarantee that the characterizations …

Persistent link: https://www.econbiz.de/10011445774

Characterizations of identified sets delivered by structural econometric models

Chesher, Andrew; Rosen, Adam M. - 2015

Persistent link: https://www.econbiz.de/10011343000

Generalized instrumental variable models

Chesher, Andrew; Rosen, Adam - 2014

The ability to allow for flexible forms of unobserved heterogeneity is an essential ingredient in modern microeconometrics. In this paper we extend the application of instrumental variable (IV) methods to a wide class of problems in which multiple values of unobservable variables can be...

Persistent link: https://www.econbiz.de/10010368189