scholarly journals Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection

Econometrica ◽  
2010 ◽  
Vol 78 (1) ◽  
pp. 119-157 ◽  
Keyword(s):  
Moment Inequalities ◽  
Moment Selection ◽  
Generalized Moment

scholarly journals CONSTRAINT QUALIFICATIONS IN PARTIAL IDENTIFICATION

2021 ◽  
pp. 1-24
Author(s):  
Hiroaki Kaido ◽  
Francesca Molinari ◽  
Jörg Stoye
Keyword(s):  
Stochastic Programming ◽  
Constraint Qualification ◽  
Constraint Qualifications ◽  
Partial Identification ◽  
Moment Inequalities ◽  
Pure Moment ◽  
High Level

The literature on stochastic programming typically restricts attention to problems that fulfill constraint qualifications. The literature on estimation and inference under partial identification frequently restricts the geometry of identified sets with diverse high-level assumptions. These superficially appear to be different approaches to closely related problems. We extensively analyze their relation. Among other things, we show that for partial identification through pure moment inequalities, numerous assumptions from the literature essentially coincide with the Mangasarian–Fromowitz constraint qualification. This clarifies the relation between well-known contributions, including within econometrics, and elucidates stringency, as well as ease of verification, of some high-level assumptions in seminal papers.

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