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More on confidence intervals for partially identified parameters

Stoye, Jörg (contributor) - 2008

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...

Persistent link: https://www.econbiz.de/10003739665

Exact and generalized confidence intervals in the common mean problem

Hartung, Joachim; Knapp, Guido - In: Statistical inference, econometric analysis and matrix …, (pp. 85-102). 2009

Persistent link: https://www.econbiz.de/10003780938

Inference for parameters defined by moment inequalities : a recommended moment selection procedure

Andrews, Donald W. K. (contributor); Jia, Panle (contributor) - 2008

Persistent link: https://www.econbiz.de/10003773569

Likelihood estimation & inference in a class of nonregular econometric models

Chernozhukov, Victor (contributor); Hong, Han (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002112926

Estimation and inference in large heterogeneous panels with a multifactor error structure

Pesaran, M. Hashem - In: Econometrica : journal of the Econometric Society, an … 74 (2006) 4, pp. 967-1012

Persistent link: https://www.econbiz.de/10003346168

Confidence intervals for diffusion index forecasts and inference for factor-augmented regressions

Bai, Jushan; Ng, Serena - In: Econometrica : journal of the Econometric Society, an … 74 (2006) 4, pp. 1133-1150

Persistent link: https://www.econbiz.de/10003346183

Estimation and inference of the vector autoregressive process under heteroscedasticity

Bodnar, Taras; Zabolotskyy, Taras - 2009

Persistent link: https://www.econbiz.de/10003905996

Linear statistical inference for global and local minimum variance portfolios

Frahm, Gabriel (contributor) - 2007

of the estimated expected portfolio returns. -- Estimation risk ; linear regression theory ; Markowitz portfolio …

Persistent link: https://www.econbiz.de/10003449380

Partial identification via inequality restrictions : inference and applications in industrial organization

Rosen, Adam M. - 2006

Persistent link: https://www.econbiz.de/10003908260

Inference for parameters defined by moment inequalities using generalized moment selection

Andrews, Donald W. K.; Soares, Gustavo - In: Econometrica : journal of the Econometric Society, an … 78 (2010) 1, pp. 119-157

Persistent link: https://www.econbiz.de/10003989158

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