Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/79353
Authors: 
Pakes, A.
Porter, J.
Ho, Kate
Ishii, Joy
Year of Publication: 
2007
Series/Report no.: 
cemmap working paper, Centre for Microdata Methods and Practice CWP16/07
Abstract: 
This paper provides conditions under which the inequality constraints generated by either single agent optimizing behavior, or by the Nash equilibria of multiple agent problems, can be used as a basis for estimation and inference. We also add to the econometric literature on inference in models defined by inequality constraints by providing a new specification test and methods of inference for the boundaries of the model's identified set. Two applications illustrate how the use of inequality constraints can simplify the problem of obtaining estimators from complex behavioral models of substantial applied interest.
Persistent Identifier of the first edition: 
Document Type: 
Working Paper

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