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
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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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