A test of non-identifying restrictions and confidence regions for partially identified parameters

Galichon, Alfred; Henry, Marc

[journal article]

dc.contributor.author	Galichon, Alfred	de
dc.contributor.author	Henry, Marc	de
dc.date.accessioned	2011-01-23T02:52:00Z	de
dc.date.accessioned	2012-08-30T06:49:09Z
dc.date.available	2012-08-30T06:49:09Z
dc.date.issued	2009	de
dc.identifier.uri	http://www.ssoar.info/ssoar/handle/document/21253
dc.description.abstract	We propose an easily implementable test of the validity of a set of theoretical restrictions on the relationship between economic variables, which do not necessarily identify the data generating process. The restrictions can be derived from any model of interactions, allowing censoring and multiple equilibria. When the restrictions are parameterized, the test can be inverted to yield confidence regions for partially identified parameters, thereby complementing other proposals, primarily Chernozhukov et al. [Chernozhukov, V., H. Hong, and E. Tamer (2007): ”Estimation and Confidence Regions for Parameter Sets in Econometric Models,” Econometrica, 75, 1243–1285].	en
dc.language	en	de
dc.subject.ddc	Wirtschaft	de
dc.subject.ddc	Sozialwissenschaften, Soziologie	de
dc.subject.ddc	Social sciences, sociology, anthropology	en
dc.subject.ddc	Economics	en
dc.subject.other	Partial identification; Mass transportation; Specification test; JEL classification: C10; C12; C13; C14; C52; C61
dc.title	A test of non-identifying restrictions and confidence regions for partially identified parameters	en
dc.description.review	begutachtet (peer reviewed)	de
dc.description.review	peer reviewed	en
dc.source.journal	Journal of Econometrics	de
dc.source.volume	152	de
dc.publisher.country	NLD
dc.source.issue	2	de
dc.subject.classoz	Economic Statistics, Econometrics, Business Informatics	en
dc.subject.classoz	Erhebungstechniken und Analysetechniken der Sozialwissenschaften	de
dc.subject.classoz	Wirtschaftsstatistik, Ökonometrie, Wirtschaftsinformatik	de
dc.subject.classoz	Methods and Techniques of Data Collection and Data Analysis, Statistical Methods, Computer Methods	en
dc.identifier.urn	urn:nbn:de:0168-ssoar-212537	de
dc.date.modified	2011-02-01T13:24:00Z	de
dc.rights.licence	PEER Licence Agreement (applicable only to documents from PEER project)	de
dc.rights.licence	PEER Licence Agreement (applicable only to documents from PEER project)	en
ssoar.gesis.collection	SOLIS;ADIS	de
ssoar.contributor.institution	http://www.peerproject.eu/	de
internal.status	3	de
dc.type.stock	article	de
dc.type.document	journal article	en
dc.type.document	Zeitschriftenartikel	de
dc.rights.copyright	f	de
dc.source.pageinfo	186-196
internal.identifier.classoz	10905
internal.identifier.classoz	10105
internal.identifier.journal	195	de
internal.identifier.document	32
internal.identifier.ddc	300
internal.identifier.ddc	330
dc.identifier.doi	https://doi.org/10.1016/j.jeconom.2009.01.010	de
dc.description.pubstatus	Postprint	en
dc.description.pubstatus	Postprint	de
internal.identifier.licence	7
internal.identifier.pubstatus	2
internal.identifier.review	1
internal.check.abstractlanguageharmonizer	CERTAIN
internal.check.languageharmonizer	CERTAIN_RETAINED

Files in this item

Name:: ssoar-jecon-2009-2-galichon_et ...
Size:: 809.3Kb
Format:: PDF

View/Open

This item appears in the following Collection(s)

Erhebungstechniken und Analysetechniken der Sozialwissenschaften
Methods and Techniques of Data Collection and Data Analysis, Statistical Methods, Computer Methods
Wirtschaftsstatistik, Ökonometrie, Wirtschaftsinformatik
Economic Statistics, Econometrics, Business Informatics

Show simple item record