用可检验假设估计经济模型：理论与 应用程序

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摘要翻译：
本文研究了具有可检验假设的完全和不完全经济模型的辨识、估计和假设检验问题。可检验的假设($A$)为模型提供了强有力的和可解释的经验内容，但它们也有可能观察到的结果的某些分布可能会拒绝这些假设。避免这种情况的一个自然方法是找到一组放松的假设($\tilde{A}$)，这些假设不能被观察到的结果的任何分布所拒绝，并且当原始假设没有被拒绝时，所识别的感兴趣参数集也不会改变。本文的主要贡献是利用可辩驳性和可证实性的广义定义刻划了这样一个松弛的假设&Tilde{a}$的性质。我还提出了构造这样的$\tilde{a}$的一般方法。提出了一种通用的估计和推理方法，该方法适用于大多数不完全经济模型。我将我的方法应用于局部平均治疗效应估计中的工具单调性假设和就业部门选择的二元结果Roy模型中的部门选择假设。在LATE应用程序中，我使用我的一般方法构造了一组轻松的假设$\tilde{a}$，这些假设永远不会被拒绝，并且标识的LATE集合与在$a$未被拒绝时强加$a$相同。LATE是在LATE应用程序中我的扩展名$\tilde{A}$下标识的点。在二元结果Roy模型中，我用不完全模型的方法放松了Roy的扇区选择假设，并将二元潜在结果的识别集刻画为一个多面体。
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英文标题：
《Estimating Economic Models with Testable Assumptions: Theory and
  Applications》
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作者：
Moyu Liao
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最新提交年份：
2020
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分类信息：

一级分类：Economics        经济学
二级分类：Econometrics        计量经济学
分类描述：Econometric Theory, Micro-Econometrics, Macro-Econometrics, Empirical Content of Economic Relations discovered via New Methods, Methodological Aspects of the Application of Statistical Inference to Economic Data.
计量经济学理论，微观计量经济学，宏观计量经济学，通过新方法发现的经济关系的实证内容，统计推论应用于经济数据的方法论方面。
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英文摘要：
  This paper studies the identification, estimation, and hypothesis testing problem in complete and incomplete economic models with testable assumptions. Testable assumptions ($A$) give strong and interpretable empirical content to the models but they also carry the possibility that some distribution of observed outcomes may reject these assumptions. A natural way to avoid this is to find a set of relaxed assumptions ($\tilde{A}$) that cannot be rejected by any distribution of observed outcome and the identified set of the parameter of interest is not changed when the original assumption is not rejected. The main contribution of this paper is to characterize the properties of such a relaxed assumption $\tilde{A}$ using a generalized definition of refutability and confirmability. I also propose a general method to construct such $\tilde{A}$. A general estimation and inference procedure is proposed and can be applied to most incomplete economic models. I apply my methodology to the instrument monotonicity assumption in Local Average Treatment Effect (LATE) estimation and to the sector selection assumption in a binary outcome Roy model of employment sector choice. In the LATE application, I use my general method to construct a set of relaxed assumptions $\tilde{A}$ that can never be rejected, and the identified set of LATE is the same as imposing $A$ when $A$ is not rejected. LATE is point identified under my extension $\tilde{A}$ in the LATE application. In the binary outcome Roy model, I use my method of incomplete models to relax Roy's sector selection assumption and characterize the identified set of the binary potential outcome as a polyhedron.
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PDF链接：
https://arxiv.org/pdf/2002.10415

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关键词：经济模型 应用程序 econometrics distribution Contribution 解释 assumption sector 检验 LATE