关于部分识别参数置信区间的进一步探讨

More on Confidence Intervals for Partially Identified Parameters

Econometrica · 2009
被引 169
人大 A+FT50ABS 4*

中文导读

扩展了Imbens和Manski(2004)关于区间识别参数置信区间的分析,指出其最终结果隐含了对干扰参数的局部超有效估计假设。

Abstract

This paper extends Imbens and Manski's (2004) analysis of confidence intervals for interval identified parameters. The extension is motivated by the discovery that for their final result, Imbens and Manski implicitly assumed locally superefficient estimation of a nuisance parameter. Copyright 2009 The Econometric Society.

部分识别置信区间超有效估计