Inference in partially identified models with many moment inequalities using Lasso
This paper considers inference in a partially identified moment (in)equality model with many moment inequalities. We propose a novel two-step inference procedure that combines the methods proposed by Chernozhukov et al. (2018a) (Chernozhukov et al., 2018a, hereafter) with a first step moment inequal...
| Những tác giả chính: | , , , |
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| Định dạng: | Journal article |
| Ngôn ngữ: | English |
| Được phát hành: |
Elsevier
2019
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