The Econometrics of Shape Restrictions-Reference-Cited by-同舟云学术

The Econometrics of Shape Restrictions

Published:2018-08-02 Issue:1 Volume:10 Page:31-63
ISSN:1941-1383
Container-title:Annual Review of Economics
language:en
Short-container-title:Annu. Rev. Econ.

Author:

Chetverikov Denis¹,Santos Andres¹,Shaikh Azeem M.²

Affiliation:

1. Department of Economics, University of California, Los Angeles, California 90095, USA;,

2. Department of Economics, University of Chicago, Chicago, Illinois 60637, USA;

Abstract

We review recent developments in the econometrics of shape restrictions and their role in applied work. Our objectives are threefold. First, we aim to emphasize the diversity of applications in which shape restrictions have played a fruitful role. Second, we intend to provide practitioners with an intuitive understanding of how shape restrictions impact the distribution of estimators and test statistics. Third, we aim to provide an overview of new advances in the theory of estimation and inference under shape restrictions. Throughout the review, we outline open questions and interesting directions for future research.

Publisher

Annual Reviews

Subject

Economics and Econometrics

Link

https://www.annualreviews.org/doi/pdf/10.1146/annurev-economics-080217-053417

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