Identification robust confidence set methods for inference on parameter ratios with application to discrete choice models
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Publication:736528
DOI10.1016/j.jeconom.2010.02.001zbMath1431.62590OpenAlexW1990281230MaRDI QIDQ736528
Denis Bolduc, Lynda Khalaf, Clément Yélou
Publication date: 4 August 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2010.02.001
delta methoddiscrete choiceconfidence setweak identificationparameter transformationgeneralized Fieller's theoremmaximum simulated likelihood
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Cites Work
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