CONSTRAINT QUALIFICATIONS IN PARTIAL IDENTIFICATION
Open accessAbstract
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.
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Integrity signals
Registry
Cites
Statistics
Claims the paper makes
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Self-check
Percentages, sums and reported differences re-computed from the paper’s own numbers.
The self-check needs the paper’s full text.
Cited by
Sorted by citations
A More Credible Approach to Parallel Trends
Rambachan, A., & Roth, J. (2023) · Review of Economic Studies · doi:10.1093/restud/rdad018 · Cited by 1,559 · see citing works
- Authors
- Kaido, H., Molinari, F., & Stoye, J.
- Affiliations
- Boston University (US)
- Cornell University (US)
- Corresponding author
- Stoye, Jörg
- Venue
- Econometric Theory
- Publisher
- Cambridge University Press (CUP)
- Published
- 2021-06-04
- Volume
- 38
- Issue
- 3
- Pages
- 596-619
- ISSN
- 0266-4666 (ISSN-L)
- 1469-4360
- OpenAlex
- W2969222406
- Cited by
- 16
- References
- 0
- Citations by year
- 2026: 1 · 2025: 2 · 2024: 2 · 2023: 5 · 2022: 1 · 2020: 2 · 2019: 1 · 2018: 2
- FWCI
- 1.50
- Type
- journal article
- Language
- en
- Open access
- green
- arxiv.org
- Locations
- Econometric Theory (publishedVersion)
- arXiv (Cornell University) (submittedVersion)
- OpenBU (Boston University) (submittedVersion)
- Topics
- Physical Sciences › Mathematics › Statistics and Probability › Advanced Causal Inference Techniques
- Social Sciences › Economics, Econometrics and Finance › Economics and Econometrics › Economic theories and models
- Physical Sciences › Mathematics › Statistics and Probability › Statistical Methods and Inference
- Keywords
- partial identification, constraint qualification, moment inequalities, identified set, stochastic programming
About these checks
Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
Confidence bands are shown only for fields calibrated on our annotated test set. None is calibrated yet, so no band is shown.
What counts as a claim ›How we measure confidence ›How we check this ›
Are you an author, or do you see a problem with this page? Request a review