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A Test of Non-Identifying Restrictions and Confidence Regions for Partially Identified Parameters


Alfred Galichon


NYU, Department of Economics and Courant Institute

Marc Henry


Pennsylvania State University

March 3, 2011

Journal of Econometrics, Vol. 152, No. 2, 2009

Abstract:     
We propose an easily implementable test of the validity of a set of theoretical restrictions on the relationship between economic variables, which do not necessarily identify the data generating process. The restrictions can be derived from any model of interactions, allowing censoring and multiple equilibria. When the restrictions are parameterized, the test can be inverted to yield confidence regions for partially identified parameters, thereby complementing other proposals, primarily Chernozhukov, Hong and Tamer (2007).

Number of Pages in PDF File: 31

Keywords: partial identification, mass transportation, specification test

JEL Classification: C10, C12, C13, C14, C52, C61


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Date posted: April 22, 2008 ; Last revised: March 7, 2011

Suggested Citation

Galichon, Alfred and Henry, Marc, A Test of Non-Identifying Restrictions and Confidence Regions for Partially Identified Parameters (March 3, 2011). Journal of Econometrics, Vol. 152, No. 2, 2009. Available at SSRN: https://ssrn.com/abstract=1123823 or http://dx.doi.org/10.2139/ssrn.1123823

Contact Information

Alfred Galichon (Contact Author)
NYU, Department of Economics and Courant Institute ( email )
269 Mercer Street, 7th Floor
New York, NY 10011
United States
Marc Henry
Pennsylvania State University ( email )
University Park
State College, PA 16802
United States
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