Simple subvector inference on sharp identified set in affine models

DOI10.1016/J.JECONOM.2025.105952MaRDI QIDQ6969792zbMATH OpenFDO

Authors Bulat Gafarov

Publication date 19 June 2025

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JECONOM.2025.105952

zbMATH Keywords

affine-moment inequalitiesasymptotic linear representationdelta methodhigher-order analysisintersection boundsinterval datapartial identificationregularizationstochastic programmingstrong approximationsubvector inferenceuniform inference

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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Cited in

(1)

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