Set Identification, Moment Restrictions and Inference
Christian Bontemps () and
Thierry Magnac ()
No 16-752, TSE Working Papers from Toulouse School of Economics (TSE)
For the last ten years, the topic of set identification has been much studied in the econometric literature. Classical inference methods have been generalized to the case in which moment inequalities and equalities define a set instead of a point. We review several instances of partial identification by focusing on examples in which the underlying economic restrictions are expressed as linear moments. This setting illustrates the fact that convex analysis helps not only in characterizing the identified set but also for inference. In this perspective, we review inference methods using convex analysis or inversion of tests and detail how geometric characterizations can be useful.
Keywords: set identification; moment inequality; convex set; support function (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-ecm
References: View references in EconPapers View complete reference list from CitEc
Citations: Track citations by RSS feed
Downloads: (external link)
http://www.tse-fr.eu/sites/default/files/TSE/docum ... /2017/wp_tse_752.pdf Full text (application/pdf)
Journal Article: Set Identification, Moment Restrictions, and Inference (2017)
Working Paper: Set identification, moment restrictions, and inference (2017)
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: https://EconPapers.repec.org/RePEc:tse:wpaper:31337
Access Statistics for this paper
More papers in TSE Working Papers from Toulouse School of Economics (TSE) Contact information at EDIRC.
Bibliographic data for series maintained by ().