We review approaches to identification and inference on models in Industrial Organization with partial identification and/or moment inequalities. Often, such approaches are intentionally built directly on assumptions of optimizing behavior that are credible in Industrial Organization settings,...

We review approaches to identification and inference on models in Industrial Organization with partial identification and/or moment inequalities. Often, such approaches are intentionally built directly on assumptions of optimizing behavior that are credible in Industrial Organization settings,...

Consider the linear model E[y|x] = x′β where one is interested in learning about β given data on y and x and when y is interval measured, i.e., we observe ([y0,y1],x) such that P(y ∈ [y0,y1]) = 1. Moment inequality procedures use the implication E[y0|x] ≤ x′β ≤ E[y1|x]. As compared...

This paper computes the semiparametric efficiency bound for finite dimensional parameters identified by models of sequential moment restrictions containing unknown functions. Our results extend those of Chamberlain (1992b) and Ai and Chen (2003) for semiparametric conditional moment restriction...

This paper studies nonparametric estimation of conditional moment models in which the residual functions could be nonsmooth with respect to the unknown functions of endogenous variables. It is a problem of nonparametric nonlinear instrumental variables (IV) estimation, and a difficult nonlinear...

In this note, we characterize the semiparametric efficiency bound for a class of semiparametric models in which the unknown nuisance functions are identified via nonparametric conditional moment restrictions with possibly non-nested or over-lapping conditioning sets, and the finite dimensional...

This paper considers inference on functionals of semi/nonparametric conditional moment restrictions with possibly nonsmooth generalized residuals, which include all of the (nonlinear) nonparametric instrumental variables (IV) as special cases. For these models it is often difficult to verify...