Sensitivity analysis using approximate moment condition models

DOI10.3982/QE1609zbMath1477.62073arXiv1808.07387MaRDI QIDQ5164474

Timothy B. Armstrong, Michal Kolesár

Publication date: 11 November 2021

Published in: Quantitative Economics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1808.07387

zbMATH Keywords

confidence intervalssensitivity analysisgeneralized method of momentsmisspecificationsemiparametric efficiency

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15)

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