Confidence Intervals for Partially Identified Parameters
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چکیده
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This paper extends Imbens and Manski’s (2004) analysis of confidence intervals for interval identified parameters. For their final result, Imbens and Manski implicitly assume superefficient estimation of a nuisance parameter. This appears to have gone unnoticed before, and it limits the result’s applicability. I re-analyze the problem both with assumptions that merely weaken the superefficiency...
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ژورنال
عنوان ژورنال: Econometrica
سال: 2004
ISSN: 0012-9682,1468-0262
DOI: 10.1111/j.1468-0262.2004.00555.x