Partial identification of finite mixtures in econometric models

We consider partial identification of finite mixture models in the presence of an observable source of variation in the mixture weights that leaves component distributions unchanged, as is the case in large classes of econometric models. We first show that when the number J of component distribution...

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Veröffentlicht in:	Quantitative economics 2014-03, Vol.5 (1), p.123-144
Hauptverfasser:	Henry, Marc, Kitamura, Yuichi, Salanié, Bernard
Format:	Artikel
Sprache:	eng
Schlagworte:	Analysis C24 Econometric models Econometrics Economic models finite mixture models Mixtures Partial identification
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