Inference for identifiable parameters in partially identified econometric models

Journal of Statistical Planning and Inference

Volumn 138, Issue 9, 2008, Pages 2786-2807

  Romano, Joseph P ^a   Shaikh, Azeem M ^b  

^a STANFORD UNIVERSITY   (United States)

^b UNIVERSITY OF CHICAGO   (United States)

Author keywords

Confidence region; Extremum estimation; Identifiable parameter; Identified set; Incomplete model; Interval regression; Moment inequalities; Partially identified model; Subsampling; Uniform coverage

Indexed keywords

EID: 43849087376     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jspi.2008.03.015     Document Type: Article

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