2 papers
econ.EM2025
Partial Identification in Moment Models with Incomplete Data--A Conditional Optimal Transport Approach
Yanqin Fan, Hyeonseok Park, Brendan Pass +1
In this paper, we develop a unified approach to study partial identification of a finite-dimensional parameter defined by a general moment model with incomplete data. We establish…
econ.EM2024
Minimum Sliced Distance Estimation in a Class of Nonregular Econometric Models
Yanqin Fan, Hyeonseok Park
This paper proposes minimum sliced distance estimation in structural econometric models with possibly parameter-dependent supports. In contrast to likelihood-based estimation, we s…