In this paper we consider the problem of inference on a class of sets describing a collection of admissible models as … especially appealing in the target applications. Moreover, the resulting inference procedures are also more powerful than the …

In this paper we introduce various set inference problems as they appear in finance and propose practical and powerful … discount factors and the admissible mean-variance sets of asset portfolios. We propose to make inference on such sets using … inference on sets. …

In this paper we introduce various set inference problems as they appear in finance and propose practical and powerful … discount factors and the admissible mean-variance sets of asset portfolios. We propose to make inference on such sets using … inference on sets. …

In this paper we consider the problem of inference on a class of sets describing a collection of admissible models as … especially appealing in the target applications. Moreover, the resulting inference procedures are also more powerful than the …

We consider the problem of inference on a class of sets describing a collection of admissible models as solutions to a … parameters, making them especially appealing in the target applications. We show that the resulting inference procedures are more …

We propose robust methods for inference on the effect of a treatment variable on a scalar outcome in the presence of … where the number of controls may be much larger than the sample size. To make informative inference feasible, we require the … novel estimation and uniformly valid inference method for the treatment effect in this setting, called the “post …

We consider the problem of inference on a class of sets describing a collection of admissible models as solutions to a … parameters, making them especially appealing in the target applications. We show that the resulting inference procedures are more …

In this paper we consider the problem of inference on a class of sets describing a collection of admissible models as … inference procedures are also more powerful than the structured projection methods, which rely upon building confidence sets for …