CONSTRAINT QUALIFICATIONS IN PARTIAL IDENTIFICATION. (4th June 2022)

• Record Type: Journal Article
• Authors: Kaido, Hiroaki; Molinari, Francesca; Stoye, Jörg
• Is Part Of: Econometric theory. Volume 38:Number 3(2022)
• Page Start: 596
• Page End: 619
• Publication Date: 2022-06-04
• Subjects: Econometrics -- Periodicals; 330.01519505
• DOI: 10.1017/S0266466621000207
• Languages: English
• ISSNs: 0266-4666

Abstract

Abstract : 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.