A geometric approach to inference in set-identified entry games
From MaRDI portal
Publication:2227051
DOI10.1016/j.jeconom.2020.04.021zbMath1464.62495OpenAlexW2908456597MaRDI QIDQ2227051
Christian Bontemps, Rohit Kumar
Publication date: 9 February 2021
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2020.04.021
Applications of statistics to economics (62P20) Parametric tolerance and confidence regions (62F25) Parametric hypothesis testing (62F03) Noncooperative games (91A10) Auctions, bargaining, bidding and selling, and other market models (91B26)
Related Items (3)
Empirical framework for two-player repeated games with random states ⋮ Editors' introduction. Special issue in honor of Jean-Marie Dufour on identification, inference, and causality ⋮ An econometric model of network formation with an application to board interlocks between firms
Cites Work
- Unnamed Item
- Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities
- EL inference for partially identified models: large deviations optimality and bootstrap validity
- On the uniform asymptotic validity of subsampling and the bootstrap
- Inference for identifiable parameters in partially identified econometric models
- Empirical models of discrete games
- Inference Based on Conditional Moment Inequalities
- Set Identification in Models with Multiple Equilibria
- Set Identified Linear Models
- Sharp Identification Regions in Models With Convex Moment Predictions
- Identification and Estimation of a Discrete Game of Complete Information
- Irregular Identification, Support Conditions, and Inverse Weight Estimation
- Asymptotic Properties for a Class of Partially Identified Models
- Bootstrap Inference in Partially Identified Models Defined by Moment Inequalities: Coverage of the Identified Set
- Estimation of a Model of Entry in the Airline Industry
- Incomplete Simultaneous Discrete Response Model with Multiple Equilibria
- Inference on sets in finance
- Generalized Instrumental Variable Models
- A Practical Two-Step Method for Testing Moment Inequalities
- Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection
- Inference for the Identified Set in Partially Identified Econometric Models
- Confidence Intervals for Projections of Partially Identified Parameters
- Asymptotically Efficient Estimation of Models Defined by Convex Moment Inequalities
- Estimation and Confidence Regions for Parameter Sets in Econometric Models
This page was built for publication: A geometric approach to inference in set-identified entry games
