Moment Inequalities and Their Application
By Ariel Pakes, J. Porter, Katherine Ho, Joy L. Ishii. 2015
272 citations recorded by the source corpus.
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.
Subfields: Economics and Econometrics, Management Science and Operations Research, Marketing
View Paper: https://www.semanticscholar.org/paper/8d3f063dad09d230160dae52e16c10fe8984924c
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Citations in the corpus
- Inference on Directionally Differentiable Functions (2014, background): “models (Pakes et al ., 2006; Ciliberto and Tamer, 2009), the study of convex partially identified sets (Beresteanu and Molinari, 2008; Bontemps et al ., 2012), and the development of tests of superior predictive ability (White, 2000; Hansen 2010), and of likelihood ratio ordering (Beare The…”
- Discrete games with flexible information structures: an application to local grocery markets (2014, unknown): “proach, recently suggested by Pakes, Porter, Ho, and Ishii (2006) , avoids modeling the information”
- Trucks without Bailouts: Equilibrium Product Characteristics for Commercial Vehicles (2018, background): “In the commercial segment, the most recent were Hino and UD in 1984 and 1985, respectively, although Hyundai exported a small number of vehicles between 2000 and 2001 under the Bering badge before being absorbed into Daimler.”