Estimation and Confidence Regions for Parameter Sets in Econometric Models

Victor Chernozhukov, Han Hong and Elie Tamer

Econometrica, 2007, vol. 75, issue 5, 1243-1284

Abstract: This paper develops a framework for performing estimation and inference in econometric models with partial identification, focusing particularly on models characterized by moment inequalities and equalities. Applications of this framework include the analysis of game-theoretic models, revealed preference restrictions, regressions with missing and corrupted data, auction models, structural quantile regressions, and asset pricing models. Copyright The Econometric Society 2007.

Date: 2007
References: Add references at CitEc
Citations: View citations in EconPapers (394)

Downloads: (external link)
http://hdl.handle.net/10.1111/j.1468-0262.2007.00794.x link to full text (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ecm:emetrp:v:75:y:2007:i:5:p:1243-1284

Ordering information: This journal article can be ordered from
https://www.economet ... ordering-back-issues
econometrica@econometricsociety.org

Access Statistics for this article

Econometrica is currently edited by Guido Imbens

More articles in Econometrica from Econometric Society Contact information at EDIRC.
Bibliographic data for series maintained by Wiley Content Delivery (contentdelivery@wiley.com).