Estimation and Confidence Regions for Parameter Sets in Econometric Models
نویسندگان
چکیده
منابع مشابه
Estimation and Confidence Regions for Parameter Sets in Econometric Models*
This paper provides estimators and confidence regions for minima of an econometric criterion function Q(θ). The minima form a set of parameters, ΘI , called here the identified set. In economic applications, ΘI represents a set of economic models that in population pass the set of testable restrictions embodied in Q(θ). When ΘI is a singleton, the confidence sets reduce to the conventional conf...
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ژورنال
عنوان ژورنال: Econometrica
سال: 2007
ISSN: 0012-9682,1468-0262
DOI: 10.1111/j.1468-0262.2007.00794.x