TY  - RPRT
CY  - Toulouse
ID  - publications22721
UR  - http://tse-fr.eu/pub/31337
A1  - Bontemps, Christian
A1  - Magnac, Thierry
Y1  - 2017/01//
N2  - For the last ten years, the topic of set identification has been much studied in the econometric literature. Classical inference methods have been generalized to the case in which moment inequalities and equalities define a set instead of a point. We review several instances of partial identification by focusing on examples in which the underlying economic restrictions are expressed as linear moments. This setting illustrates the fact that convex analysis helps not only in characterizing the identified set but also for inference. In this perspective, we review inference methods using convex analysis or inversion of tests and detail how geometric characterizations can be useful.
PB  - TSE Working Paper
T3  - TSE Working Paper
KW  - set identification
KW  - moment inequality
KW  - convex set
KW  - support function
M1  - working_paper
TI  - Set Identification, Moment Restrictions and Inference
AV  - public
EP  - 45
ER  -