Identification robust confidence set methods for inference on parameter ratios with application to discrete choice models

Journal of Econometrics

Volumn 157, Issue 2, 2010, Pages 317-327

  Bolduc, Denis ^a   Khalaf, Lynda ^a,b,c   Yélou, Clément ^a,d  

^a UNIVERSITÉ LAVAL   (Canada)

^b Canada H3A 2T7   (Canada)

^c CARLETON UNIVERSITY   (Canada)

^d Groupe de recherche en economie de l'energie de l'environement et des ressources naturelles (GREEN)   (Canada)

Author keywords

Confidence set; Delta method; Discrete choice; Generalized Fieller's theorem; Maximum simulated likelihood; Parameter transformation; Weak identification

Indexed keywords

DELTA METHOD; DISCRETE CHOICE; FIELLER'S THEOREM; PARAMETER TRANSFORMATION; SIMULATED LIKELIHOOD;

COMPUTER SIMULATION; DELTA FUNCTIONS; LINEAR TRANSFORMATIONS; MAXIMUM LIKELIHOOD ESTIMATION; PROBABILITY; STATISTICAL TESTS;

PARAMETER ESTIMATION;

EID: 77953697303     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2010.02.001     Document Type: Article

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