Inference on parameter sets in econometric models /

This paper provides confidence regions for minima of an econometric criterion function Q([mu]). The minima form a set of parameters, [Theta]I, called the identified set. In economic applications, [Theta]I represents a class of economic models that are consistent with the data. Our inference procedur...

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Bibliographic Details
Main Author: Chernozhukov, Victor
Corporate Author: Massachusetts Institute of Technology Department of Economics
Other Authors: Hong, Han, Tamer, Elie
Format: Book
Language:English
Published: Cambridge, MA : Massachusetts Institute of Technology, Dept. of Economics, [2006]
Series:Working paper (Massachusetts Institute of Technology. Department of Economics) ; no. 06-18
Working paper (Massachusetts Institute of Technology. Department of Economics) ; no. 06-18A
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Massachusetts Institute of Technology

Holdings details from Massachusetts Institute of Technology
Call Number: HB31.M415 no.06-18
HB31.M415 no.06-18A