Misspecified moment inequality models: inference and diagnostics

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Publication:6638701

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DOI10.1093/restud/rdad033MaRDI QIDQ6638701

Donald W. K. Andrews, Soonwoo Kwon

Publication date: 14 November 2024

Published in: The Review of Economic Studies (Search for Journal in Brave)

zbMATH Keywords

robust identification asymptotics moment inequalities inference diagnostics misspecification confidence set test spurious precision

Mathematics Subject Classification ID

Statistics (62-XX)

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