Inference in Incomplete Econometric Models

不完整计量经济学模型的推论

• 批准号: 0112311
• 负责人: Elie Tamer
• 金额: $ 12.91万
• 依托单位: Princeton University
• 依托单位国家: 美国
• 项目类别: Continuing Grant
• 财政年份: 2001
• 资助国家: 美国
• 起止时间: 2001-08-01 至 2004-07-31
• 项目状态: 已结题
• 来源: https://www.nsf.gov/awardsearch/showAward?AWD_ID=0112311&HistoricalAwards=false
• 关键词: Inference; Incomplete; Econometric; Models

This project develops methods that deal with estimation of economic models while imposing minimum plausible assumptions. In particular, the class of models that the project examines are defined in terms of inequality restrictions. These inequality restrictions arise in models with incomplete data (data that are censored or top-coded), in models with multiple equilibria, or in models with measurement error, among others. The estimation techniques that are developed are applied first in estimation problems with interval data with endogeneity. Second, the methods are used to obtain more robust inference in English auction models with bids data. Third, the methods are applied to nonlinear models with measurement error. The project will also examine the issue of constructing valid tests that enables confidence regions for the estimated components of these models.

本项目开发的方法处理经济模型的估计，同时施加最小似是而非的假设。特别地，项目检查的模型类是根据不平等限制定义的。这些不等式限制出现在数据不完整的模型中（数据被删减或顶部编码），在具有多个均衡的模型中，或者在具有测量误差的模型中，等等。所开发的估计技术首先应用于具有内生性区间数据的估计问题。其次，利用该方法对带有出价数据的英国拍卖模型进行了更稳健的推理。第三，将该方法应用于具有测量误差的非线性模型。该项目还将审查建立有效测试的问题，以便为这些模型的估计组成部分建立可信区域。