Inference for identifiable parameters in partially identified econometric models

DOI10.1016/j.jspi.2008.03.015zbMath1141.62096OpenAlexW2118560988MaRDI QIDQ928912

Joseph P. Romano, Azeem M. Shaikh

Publication date: 11 June 2008

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2008.03.015

zbMATH Keywords

confidence regionmoment inequalitiessubsamplinginterval regressionidentified setextremum estimationidentifiable parameterincomplete modeluniform coverage

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Parametric tolerance and confidence regions (62F25) Asymptotic distribution theory in statistics (62E20)

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