| 来源类型 | Working Paper |
| 规范类型 | 报告 |
| DOI | 10.3386/w26761 |
| 来源ID | Working Paper 26761 |
| Partial Identification and Inference for Dynamic Models and Counterfactuals | |
| Myrto Kalouptsidi; Yuichi Kitamura; Lucas Lima; Eduardo A. Souza-Rodrigues | |
| 发表日期 | 2020-02-17 |
| 出版年 | 2020 |
| 语种 | 英语 |
| 摘要 | We provide a general framework for investigating partial identification of structural dynamic discrete choice models and their counterfactuals, along with uniformly valid inference procedures. In doing so, we derive sharp bounds for the model parameters, counterfactual behavior, and low-dimensional outcomes of interest, such as the average welfare effects of hypothetical policy interventions. We char- acterize the properties of the sets analytically and show that when the target outcome of interest is a scalar, its identified set is an interval whose endpoints can be calculated by solving well-behaved constrained optimization problems via standard algorithms. We obtain a uniformly valid inference pro- cedure by an appropriate application of subsampling. To illustrate the performance and computational feasibility of the method, we consider both a Monte Carlo study of firm entry/exit, and an empirical model of export decisions applied to plant-level data from Colombian manufacturing industries. In these applications, we demonstrate how the identified sets shrink as we incorporate alternative model restrictions, providing intuition regarding the source and strength of identification. |
| 主题 | Econometrics ; Estimation Methods ; International Economics ; Industrial Organization |
| URL | https://www.nber.org/papers/w26761 |
| 来源智库 | National Bureau of Economic Research (United States) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/584434 |
| 推荐引用方式 GB/T 7714 | Myrto Kalouptsidi,Yuichi Kitamura,Lucas Lima,et al. Partial Identification and Inference for Dynamic Models and Counterfactuals. 2020. |
| 条目包含的文件 | ||||||
| 文件名称/大小 | 资源类型 | 版本类型 | 开放类型 | 使用许可 | ||
| w26761.pdf（1100KB） | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 | ||
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