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Combinatorial Bootstrap Inference in Partially Identified Incomplete Structural Models
http://hdl.handle.net/2261/50225
http://hdl.handle.net/2261/502253cb30013-7d83-4a6f-81b5-566b7753ed5b
Item type | テクニカルレポート / Technical Report(1) | |||||
---|---|---|---|---|---|---|
公開日 | 2013-05-31 | |||||
タイトル | ||||||
タイトル | Combinatorial Bootstrap Inference in Partially Identified Incomplete Structural Models | |||||
言語 | ||||||
言語 | eng | |||||
キーワード | ||||||
主題 | Incomplete structural models | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | multiple equilibria | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | partial identification | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | sharp bounds | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | confidence regions | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | max-flow min-cut | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | combinatorial bootstrap | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | elderly care | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | JEL subject classification: C13, C72 | |||||
主題Scheme | Other | |||||
資源タイプ | ||||||
資源 | http://purl.org/coar/resource_type/c_18gh | |||||
タイプ | technical report | |||||
アクセス権 | ||||||
アクセス権 | metadata only access | |||||
アクセス権URI | http://purl.org/coar/access_right/c_14cb | |||||
著者 |
Henry, Marc
× Henry, Marc× Méango, Romuald× Queyranne, Maurice |
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著者所属 | ||||||
著者所属 | Département de sciences économiques, Université de Montréal | |||||
著者所属 | ||||||
著者所属 | Université de Montréal | |||||
著者所属 | ||||||
著者所属 | Sauder School of Business | |||||
抄録 | ||||||
内容記述タイプ | Abstract | |||||
内容記述 | We propose a computationally feasible inference method in finite games of complete information. Galichon and Henry (2011) and Beresteanu, Molchanov, and Molinari (2011) show that such models are equivalent to a collection of moment inequalities that increases exponentially with the number of discrete outcomes. We propose an equivalent characterization based on classical combinatorial optimization methods that alleviates this computational burden and allows the construction of confidence regions with an effcient combinatorial bootstrap procedure that runs in linear computing time. The method can also be applied to the empirical analysis of cooperative and noncooperative games, instrumental variable models of discrete choice and revealed preference analysis. We propose an application to the determinants of long term elderly care choices. | |||||
内容記述 | ||||||
内容記述タイプ | Other | |||||
内容記述 | 本文フィルはリンク先を参照のこと | |||||
書誌情報 |
Discussion paper series. CIRJE-F 巻 CIRJE-F-837, 発行日 2012-01 |
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書誌レコードID | ||||||
収録物識別子タイプ | NCID | |||||
収録物識別子 | AA11450569 | |||||
フォーマット | ||||||
内容記述タイプ | Other | |||||
内容記述 | application/pdf | |||||
日本十進分類法 | ||||||
主題 | 335 | |||||
主題Scheme | NDC | |||||
出版者 | ||||||
出版者 | 日本経済国際共同センター | |||||
出版者別名 | ||||||
Center for International Research on the Japanese Economy | ||||||
関係URI | ||||||
識別子タイプ | URI | |||||
関連識別子 | http://www.cirje.e.u-tokyo.ac.jp/research/dp/2012/2012cf837ab.html |