Credibility of Confidence Sets in Nonstandard Econometric Problems

DOI10.3982/ECTA14023zbMath1410.62067OpenAlexW2550820803MaRDI QIDQ4613449

Ulrich K. Müller, Andriy Norets

Publication date: 31 January 2019

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3982/ecta14023

zbMATH Keywords

invarianceBayesmoment inequalitiesunit rootsconfidence setsweak instrumentsbettingrecognizable subsetsconditional coveragenonstandard econometric problems

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric tolerance and confidence regions (62G15)

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