| Budget Amount *help |
¥4,420,000 (Direct Cost: ¥3,400,000、Indirect Cost: ¥1,020,000)
Fiscal Year 2017: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000)
Fiscal Year 2016: ¥1,560,000 (Direct Cost: ¥1,200,000、Indirect Cost: ¥360,000)
Fiscal Year 2015: ¥1,560,000 (Direct Cost: ¥1,200,000、Indirect Cost: ¥360,000)
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| Outline of Final Research Achievements |
A moment inequality model is a model where the parameter of interest is defined by moment inequality restrictions, and has attracted much interest in the recent econometrics literature. In this research project, I have worked on developing inference methods for parameters defined by moment inequalities the number of which may exceed the sample size. Specifically, I first developed probabilistic techniques required for the theoretical analysis, and then building upon such probabilistic results, I proposed inference methods based on max type statistics and proved their theoretical validity. Finally, I also conducted numerical studies to verify the practical performance of the proposed inference methods.
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