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Author Info

  • Marc Henry

    (Departement de Sciences Economiques, Universite de Montléal)

  • Alexei Onatski

    (Faculty of Economics, Cambridge University)

Abstract

We show that con¯dence regions covering the identified set may be preferable to con¯dence regions covering each of its points in robust control applications.

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File URL: http://www.cirje.e.u-tokyo.ac.jp/research/dp/2011/2011cf821.pdf
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Bibliographic Info

Paper provided by CIRJE, Faculty of Economics, University of Tokyo in its series CIRJE F-Series with number CIRJE-F-821.

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Length: 5 pages
Date of creation: Oct 2011
Date of revision:
Handle: RePEc:tky:fseres:2011cf821

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  1. Larry Epstein & Martin Schneider, 2006. "Learning Under Ambiguity," RCER Working Papers 527, University of Rochester - Center for Economic Research (RCER).
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Cited by:
  1. Marc Henry & Romuald M�ango & Maurice Queyranne, 2012. "Combinatorial Bootstrap Inference IN in Prtially Identified Incomplete Structural Models," CIRJE F-Series CIRJE-F-837, CIRJE, Faculty of Economics, University of Tokyo.

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