"Set Coverage and Robust Policy"

We show that conÂ¯dence regions covering the identified set may be preferable to conÂ¯dence regions covering each of its points in robust control applications.

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Year of publication:	2011-10
Authors:	Henry, Marc ; Onatski, Alexei
Institutions:	Center for International Research on the Japanese Economy (CIRJE), Faculty of Economics

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Extent:	application/pdf
Series:	CIRJE F-Series.
Type of publication:	Book / Working Paper
Language:	English
Notes:	Number CIRJE-F-821 5 pages
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009395789