The Asymptotic Variance of Extreme Bounds
AbstractAn asymptotic approximation to the variances of Leamer's (1983) extreme bounds is given. It can be implemented using standard regression output. Copyright 1990 by MIT Press.
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Bibliographic InfoArticle provided by MIT Press in its journal Review of Economics & Statistics.
Volume (Year): 72 (1990)
Issue (Month): 1 (February)
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- Neil R. Ericsson, 2008.
"The Fragility of Sensitivity Analysis: An Encompassing Perspective,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford,
Department of Economics, University of Oxford, vol. 70(s1), pages 895-914, December.
- Neil R. Ericsson, 2008. "The fragility of sensitivity analysis: an encompassing perspective," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 959, Board of Governors of the Federal Reserve System (U.S.).
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