Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/150392
Authors: 
Henry, Marc
Méango, Romuald
Queyranne, Maurice
Year of Publication: 
2015
Citation: 
[Journal:] Quantitative Economics [ISSN:] 1759-7331 [Volume:] 6 [Year:] 2015 [Issue:] 2 [Pages:] 499-529
Abstract: 
We propose a computationally feasible inference method in finite games of complete information. Galichon and Henry, 2011 and Beresteanu, Molchanov, and Molinari, 2011 show that the empirical content in such models is characterized by a collection of moment inequalities whose number increases exponentially with the number of discrete outcomes. We propose an equivalent characterization based on classical combinatorial optimization methods that allows the construction of confidence regions with an efficient bootstrap procedure that runs in linear computing time. The method can be applied to the empirical analysis of cooperative and noncooperative games, instrumental variable models of discrete choice, and revealed preference analysis. We propose an application to the determinants of long term elderly care choices.
Subjects: 
Incomplete structural models
multiple equilibria
partial identification
sharp bounds
confidence regions
max-flow-min-cut
functional quantile
bootstrap
elderly care
Persistent Identifier of the first edition: 
Creative Commons License: 
https://creativecommons.org/licenses/by-nc/3.0/
Document Type: 
Article

Files in This Item:
File
Size





Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.