Combinatorial approach to inference in partially identified incomplete structural models

Marc Henry, Romuald Méango and Maurice Queyranne

Quantitative Economics, 2015, vol. 6, issue 2, 499-529

Abstract: We propose a computationally feasible inference method in finite games of complete information. Galichon and Henry, 2011 and Beresteanu, Molchanov, and Molinari, 2011 show that the empirical content in such models is characterized by a collection of moment inequalities whose number increases exponentially with the number of discrete outcomes. We propose an equivalent characterization based on classical combinatorial optimization methods that allows the construction of confidence regions with an efficient bootstrap procedure that runs in linear computing time. The method can be applied to the empirical analysis of cooperative and noncooperative games, instrumental variable models of discrete choice, and revealed preference analysis. We propose an application to the determinants of long term elderly care choices.

Date: 2015
References: Add references at CitEc
Citations: View citations in EconPapers (5)

Downloads: (external link)
http://hdl.handle.net/

Related works:
Working Paper: Combinatorial approach to inference in partially identified incomplete structural models (2015)
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:wly:quante:v:6:y:2015:i:2:p:499-529

Ordering information: This journal article can be ordered from
https://www.econometricsociety.org/membership

Access Statistics for this article

More articles in Quantitative Economics from Econometric Society Contact information at EDIRC.
Bibliographic data for series maintained by Wiley Content Delivery ().