形状约束的计量经济学

The Econometrics of Shape Restrictions

Annual Review of Economics · 2018
被引 61
人大 A-ABS 3

中文导读

综述形状约束在计量经济学中的最新发展,介绍其在应用中的多样性、对估计量和检验统计量分布的影响,以及估计与推断理论的新进展。

Abstract

We review recent developments in the econometrics of shape restrictions and their role in applied work. Our objectives are threefold. First, we aim to emphasize the diversity of applications in which shape restrictions have played a fruitful role. Second, we intend to provide practitioners with an intuitive understanding of how shape restrictions impact the distribution of estimators and test statistics. Third, we aim to provide an overview of new advances in the theory of estimation and inference under shape restrictions. Throughout the review, we outline open questions and interesting directions for future research.

形状约束计量经济学非参数估计约束推断