Mathematical Research Data Initiative
Main page
Recent changes
Random page
Help about MediaWiki
Create a new Item
Create a new Property
Create a new EntitySchema
Merge two items
In other projects
Discussion
View source
View history
Purge
English
Log in

Distortions of Asymptotic Confidence Size in Locally Misspecified Moment Inequality Models

From MaRDI portal
Publication:2859514
Jump to:navigation, search

DOI10.3982/ECTA9604zbMath1274.62137MaRDI QIDQ2859514

Ivan A. Canay, Federico A. Bugni, Patrik Guggenberger

Publication date: 8 November 2013

Published in: Econometrica (Search for Journal in Brave)


zbMATH Keywords

uniformitymoment inequalitiesmisspecificationpartial identificationsize distortionasymptotic confidence size


Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Parametric hypothesis testing (62F03)


Related Items (7)

A note on the relation between local power and robustness to misspecification ⋮ Minimizing sensitivity to model misspecification ⋮ A two-stage procedure for partially identified models ⋮ Inference in dynamic discrete choice problems under local misspecification ⋮ COMPARISON OF INFERENTIAL METHODS IN PARTIALLY IDENTIFIED MODELS IN TERMS OF ERROR IN COVERAGE PROBABILITY ⋮ Inference in partially identified models with many moment inequalities using Lasso ⋮ Specification tests for partially identified models defined by moment inequalities




This page was built for publication: Distortions of Asymptotic Confidence Size in Locally Misspecified Moment Inequality Models

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:2859514&oldid=15796899"
Tools
What links here
Related changes
Special pages
Printable version
Permanent link
Page information
MaRDI portal item
This page was last edited on 3 February 2024, at 20:24.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki