Showing 1 - 9 of 9
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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...
Persistent link: https://www.econbiz.de/10011757732
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We provide a test for the specification of a structural model without identifying assumptions. We show the equivalence of several natural formulations of correct specification, which we take as our null hypothesis. From a natural empirical version of the latter, we derive a Kolmogorov-Smirnov...
Persistent link: https://www.econbiz.de/10012734238
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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 such models are equivalent to a collection of moment inequalities that increases exponentially with the number of...
Persistent link: https://www.econbiz.de/10013130330
Two-component mixtures are nonparametrically identified under tail-dominance conditions on the component distributions if a source of variation is available that affects the mixing proportions but not the component distributions. We motivate these restrictions through several examples. One...
Persistent link: https://www.econbiz.de/10013072199
We propose a methodology for constructing valid confidence regions in incomplete models with latent variables satisfying moment equality restrictions. These include moment equality and inequality models with latent variables. The confidence regions are obtained by inverting tests based on the...
Persistent link: https://www.econbiz.de/10013115166