Identification robust confidence set methods for inference on parameter ratios with application to discrete choice models (Q736528)
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scientific article; zbMATH DE number 6609153
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Identification robust confidence set methods for inference on parameter ratios with application to discrete choice models |
scientific article; zbMATH DE number 6609153 |
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Identification robust confidence set methods for inference on parameter ratios with application to discrete choice models (English)
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4 August 2016
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confidence set
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generalized Fieller's theorem
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delta method
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weak identification
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parameter transformation
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discrete choice
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maximum simulated likelihood
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