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Accounting for Expectational and Structural Error in Binary Choice Problems: A Moment Inequality Approach
discrete choice models moment inequalities entry models
2015/7/17
Many economic decisions involve a binary choice - for example, when consumers decide to purchase a good or when rms decide to enter a new market.
In such settings, agents' choices often depend on im...
Optimal Linear Static Control with Moment and Yield Objectives
Optimal Linear Static Control Moment Yield Objectives
2015/7/13
This report describes how to optimize linear static control problems involving first and second moments and yield objectives for Gaussian distributions. These problems can be cast as second-order cone...