Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities

Journal of Econometrics

Volumn 146, Issue 1, 2008, Pages 107-117

  Rosen, Adam M ^a,b  

^a UNIVERSITY COLLEGE LONDON   (United Kingdom)

^b INSTITUTE FOR FISCAL STUDIES   (United Kingdom)

Author keywords

Inference; Moment inequalities; Partial identification

Indexed keywords

ASYMPTOTIC ANALYSIS; STATISTICAL TESTS;

CONFIDENCE SETS; CRITICAL VALUES; FINITE NUMBERS; FINITE SAMPLE PERFORMANCE; INFERENCE; MOMENT INEQUALITIES; MONTE CARLO STUDY; PARAMETER VALUES; PARTIAL IDENTIFICATION;

TESTING;

EID: 52149109499     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2008.08.001     Document Type: Article

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