Moment Inequalities and Their Application

 
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Porter, J.
Ho, Kate
Ishii, Joy
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https://doi.org/10.3982/ecta6865
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Pakes, A., J. Porter, Kate Ho, and Joy Ishii. 2015. “Moment Inequalities and Their Application.” Econometrica 83 (1): 315–34. https://doi.org/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.
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http://nrs.harvard.edu/urn-3:HUL.InstRepos:37907095

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