2009/01/24 by Alfred Galichon, Marc Henry · 1 citation
Economics, Econometrics and Finance · Mathematics · #Advanced Causal Inference Techniques #Algorithm #Censoring (clinical trials) #Computer science #Confidence interval #Econometrics #Mathematics #Monetary Policy and Economic Impact #Parameterized complexity #Set (abstract data type) #Statistical Methods and Inference #Statistics #Test (biology) #econ.EM
paper · pdf · doi:10.1016/j.jeconom.2009.01.010
published as Journal of Econometrics 152-2 (2009) pp. 186-196 · 31 pages
openalex publication_date 2009/01/24 · arxiv created 2021/02/08 · arxiv updated 2021/02/09 · openalex created_date 2025/10/10 · openalex updated_date 2026/08/05
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., Hong, H., Tamer, E., 2007. Estimation and confidence regions for parameter sets in econometric models. Econometrica 75, 1243-1285].