矩不等式的替代模型

Alternative Models for Moment Inequalities

Econometrica · 2010
被引 102
人大 A+FT50ABS 4*

中文导读

研究了两组矩不等式假设,用于估计行为选择模型,并通过两个实证例子(包括垂直市场支付结构)和数值分析检验其稳健性。

Abstract

Behavioral choice models generate inequalities which, when combined with additional assumptions, can be used as a basis for estimation. This paper considers two sets of such assumptions and uses them in two empirical examples. The second example examines the structure of payments resulting from the upstream interactions in a vertical market. I then mimic the empirical setting for this example in a numerical analysis which computes actual equilibria, examines how their characteristics vary with the market setting, and compares them to the empirical results. The final section uses the numerical results in a Monte Carlo analysis of the robustness of the two approaches to estimation to their underlying assumptions.

矩不等式行为选择模型垂直市场蒙特卡洛分析