Showing 1 - 9 of 9
Persistent link: https://www.econbiz.de/10011969546
Persistent link: https://www.econbiz.de/10009425123
We provide a tractable characterization of the sharp identification region of the parameters ø in a broad class of incomplete econometric models. Models in this class have set valued predictions that yield a convex set of conditional or unconditional moments for the observable model variables....
Persistent link: https://www.econbiz.de/10008660616
Persistent link: https://www.econbiz.de/10003374169
Persistent link: https://www.econbiz.de/10003740268
Persistent link: https://www.econbiz.de/10003454897
Persistent link: https://www.econbiz.de/10003332200
We propose inference procedures for partially identified population features for which the population identification region can be written as a transformation of the Aumann expectation of a properly defined set valued random variable (SVRV). An SVRV is a mapping that associates a set (rather...
Persistent link: https://www.econbiz.de/10012726779
We propose inference procedures for partially identified population features for which the population identification region can be written as a transformation of the Aumann expectation of a properly defined set valued random variable (SVRV). An SVRV is a mapping that associates a set (rather...
Persistent link: https://www.econbiz.de/10010333083