Showing 1 - 10 of 66
Persistent link: https://www.econbiz.de/10011341915
Persistent link: https://www.econbiz.de/10011290909
This note studies the empirical content of a simple marriage matching model with transferable utility, based on Becker (1973). Under Becker's conditions, the equilibrium matching is unique and assortative. However, this note shows that, when the researcher only observes a subset of relevant...
Persistent link: https://www.econbiz.de/10012957444
Inference for moment inequality models is computationally demanding and often involves time-consuming grid search. By exploiting the equivalent formulations between unconstrained and constrained optimization, we establish new ways to compute the identified set and its confidence set in moment...
Persistent link: https://www.econbiz.de/10013231020
Persistent link: https://www.econbiz.de/10012620709
Persistent link: https://www.econbiz.de/10013165928
Persistent link: https://www.econbiz.de/10011316546
In this paper, we propose an instrumental variable approach to constructing confidence sets (CS's) for the true parameter in models defined by conditional moment inequalities/equalities. We show that by properly choosing instrument functions, one can transform conditional moment...
Persistent link: https://www.econbiz.de/10014194189
This paper develops methods of inference for nonparametric and semiparametric parameters defined by conditional moment inequalities and/or equalities. The parameters need not be identified. Confidence sets and tests are introduced. The correct uniform asymptotic size of these procedures is...
Persistent link: https://www.econbiz.de/10013117347
In this paper, we propose an instrumental variable approach to constructing confidence sets (CS's) for the true parameter in models defined by conditional moment inequalities/equalities. We show that by properly choosing instrument functions, one can transform conditional moment...
Persistent link: https://www.econbiz.de/10013122097