COMPARISON OF INFERENTIAL METHODS IN PARTIALLY IDENTIFIED MODELS IN TERMS OF ERROR IN COVERAGE PROBABILITY

DOI10.1017/S0266466614000826zbMath1441.62617OpenAlexW3121681775MaRDI QIDQ2786684

Federico A. Bugni

Publication date: 23 February 2016

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466614000826

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Parametric tolerance and confidence regions (62F25)

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