Moment Inequalities and Partial Identification in Industrial Organization / Brendan Kline, Ariel Pakes, Elie Tamer.
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Item type | Home library | Collection | Call number | Status | Date due | Barcode | Item holds | |
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Working Paper | Biblioteca Digital | Colección NBER | nber w29409 (Browse shelf(Opens below)) | Not For Loan |
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October 2021.
We review approaches to identification and inference on models in Industrial Organization with partial identification and/or moment inequalities. Often, such approaches are intentionally built directly on assumptions of optimizing behavior that are credible in Industrial Organization settings, while avoiding the use of strong modeling and measurement assumptions that may not be warranted. The result is an identified set for the object of interest, reflecting what the econometrician can learn from the data and assumptions. The chapter formally defines identification, reviews the assumptions underlying the identification argument, and provides examples of their use in Industrial Organization settings. We then discuss the corresponding statistical inference problem paying particular attention to practical implementation issues.
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