More on Confidence Intervals for Partially Identified Parameters
EconometricaPublished 1 January 2009
Jorg Stoye
Citations169
SJR quartileQ1
SJR score21.09
SNIP5.31
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Abstract
This paper extends Imbens and Manski's (2004) analysis of confidence intervals for interval identified parameters. The extension is motivated by the discovery that for their final result, Imbens and Manski implicitly assumed locally superefficient estimation of a nuisance parameter. Copyright 2009 The Econometric Society.
Keywords
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