Combinatorial Bootstrap Inference IN in Prtially Identified Incomplete Structural Models

Marc Henry, Romuald Méango and Maurice Queyranne
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Maurice Queyranne: Sauder School of Business

No CIRJE-F-837, CIRJE F-Series from CIRJE, Faculty of Economics, University of Tokyo

Abstract: We propose a computationally feasible inference method infinite games of complete information. Galichon and Henry (2011) and Beresteanu, Molchanov, and Molinari (2011) show that such models are equivalent to a collection of moment inequalities that increases exponentially with the number of discrete outcomes. We propose an equivalent characterization based on classical combinatorial optimization methods that alleviates this computational burden and allows the construction of confidence regions with an effcient combinatorial bootstrap procedure that runs in linear computing time. The method can also 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.

Pages: 37 pages
Date: 2012-01
New Economics Papers: this item is included in nep-dcm and nep-ecm
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Citations: View citations in EconPapers (6)

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Persistent link: https://EconPapers.repec.org/RePEc:tky:fseres:2012cf837

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