Asymptotically Efficient Estimation of Models Defined by Convex Moment Inequalities

DOI10.3982/ECTA10017zbMath1301.62034OpenAlexW2118632757MaRDI QIDQ5417251

Hiroaki Kaido, Andres Santos

Publication date: 16 May 2014

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3982/ecta10017

zbMATH Keywords

moment inequalitiessemiparametric efficiencypartial identification

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Asymptotic properties of nonparametric inference (62G20) Parametric inference under constraints (62F30) Censored data models (62N01) Statistical methods; economic indices and measures (91B82)

Related Items (8)

CONSTRAINT QUALIFICATIONS IN PARTIAL IDENTIFICATION ⋮ Prices, profits, proxies, and production ⋮ Debiased machine learning of set-identified linear models ⋮ ASYMPTOTICALLY EFFICIENT ESTIMATION OF WEIGHTED AVERAGE DERIVATIVES WITH AN INTERVAL CENSORED VARIABLE ⋮ A geometric approach to inference in set-identified entry games ⋮ Bayesian inference for partially identified smooth convex models ⋮ Applied welfare analysis for discrete choice with interval-data on income ⋮ A dual approach to inference for partially identified econometric models

This page was built for publication: Asymptotically Efficient Estimation of Models Defined by Convex Moment Inequalities