Confidence intervals for partially identified parameters

Econometrica

Volumn 72, Issue 6, 2004, Pages 1845-1857

  Imbens, Guido W ^a,b   Manski, Charles F ^c  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b NATIONAL BUREAU OF ECONOMIC RESEARCH   (United States)

^c NORTHWESTERN UNIVERSITY   (United States)

Author keywords

Bounds; Confidence intervals; Identification regions; Uniform convergence

Indexed keywords

CHEBYSHEV APPROXIMATION; CONVERGENCE OF NUMERICAL METHODS; DATA REDUCTION; FUNCTIONS; PARAMETER ESTIMATION; PROBABILITY; SET THEORY;

BOUNDS; COINFIDENCE INTERVALS; IDENTIFICATION REGIONS; UNIFORM CONVERGENCE;

THEOREM PROVING;

EID: 8344228503     PISSN: 00129682     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1468-0262.2004.00555.x     Document Type: Article

References (5)

1. CHERNOZHUKOV, V., H. HONG, AND E. TAMER (2003): "Parameter Set Inference in a Class of Econometric Models," Unpublished Manuscript, Department of Economics, Princeton University.
2. HOROWITZ, J., AND C. MANSKI (2000): "Nonparametric Analysis of Randomized Experiments with Missing Covariate and Outcome Data," Journal of the American Statistical Association, 95, 77-84.
3. MANSKI, C. (2003): Partial Identification of Probability Distributions. New York: Springer-Verlag.
4. MANSKI, C., G. SANDEFUR, S. MCLANAHAN, AND D. POWERS (1992): "Alternative Estimates of the Effect of Family Structure During Adolescence on High School Graduation," Journal of the American Statistical Association, 87, 25-37.
5. SHORACK, G. (2000): Probability for Statisticians. New York: Springer-Verlag.