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Moment Inequalities and Their Application

Ariel Pakes (), J. Porter, Kate Ho and Joy Ishii

Econometrica, 2015, vol. 83, 315-334

Abstract: 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.

Date: 2015
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Working Paper: Moment inequalities and their application (2007) Downloads
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