Showing 1 - 10 of 54
This paper illustrates how the use of random set theory can benefit partial identification analysis. We revisit the origins of Manski's work in partial identification (e.g., Manski (1989, 1990)), focusing our discussion on identification of probability distributions and conditional expectations...
Persistent link: https://www.econbiz.de/10010288352
We provide a tractable characterization of the sharp identification region of the parameters θ 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/10010288400
We provide a tractable characterization of the sharp identification region of the parameters θ 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 model variables. In short,...
Persistent link: https://www.econbiz.de/10010288419
We study identification in static, simultaneous move finite games of complete information, where the presence of multiple Nash equilibria may lead to partial identification of the model parameters. The identification regions for these parameters proposed in the related literature are known not...
Persistent link: https://www.econbiz.de/10010288446
We provide a tractable characterization of the sharp identification region of the parameters θ 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 model variables. In short,...
Persistent link: https://www.econbiz.de/10003884443
This paper illustrates how the use of random set theory can benefit partial identification analysis. We revisit the origins of Manski's work in partial identification (e.g., Manski (1989, 1990)), focusing our discussion on identification of probability distributions and conditional expectations...
Persistent link: https://www.econbiz.de/10008772586
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
We study identification in static, simultaneous move finite games of complete information, where the presence of multiple Nash equilibria may lead to partial identification of the model parameters. The identification regions for these parameters proposed in the related literature are known not...
Persistent link: https://www.econbiz.de/10003739683
This chapter reviews the microeconometrics literature on partial identification, focusing on the developments of the last thirty years. The topics presented illustrate that the available data combined with credible maintained assumptions may yield much information about a parameter of interest,...
Persistent link: https://www.econbiz.de/10012217019
Econometrics has traditionally revolved around point identi cation. Much effort has been devoted to finding the weakest set of assumptions that, together with the available data, deliver point identifi cation of population parameters, finite or infi nite dimensional that these might be. And...
Persistent link: https://www.econbiz.de/10012011565