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Moment inequalities and their application

Authors: Ariel Pakes , Jack Porter , Kate Ho and Joy Ishii
Date: 31 January 2015
Type: Journal article, Econometrica, Vol. 83, No. 1, pp. 315--334
DOI: 10.3982/ECTA6865

Abstract

This paper provides conditions under which the inequality constraints generated by either single agent optimizing behavior or the best response condition of multiple agent problems can be used as a basis for estimation and inference. An application illustrates how the use of these inequality constraints can simplify the analysis of complex behavioral models.

Previous version:
Kate Ho, Joy Ishii, Ariel Pakes and J. Porter July 2007, Moment inequalities and their application, cemmap Working Paper, CWP16/07, Institute for Fiscal Studies

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