Set Coverage and Robust Policy
AbstractWe show that conÂ¯dence regions covering the identified set may be preferable to conÂ¯dence regions covering each of its points in robust control applications.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoPaper provided by CIRJE, Faculty of Economics, University of Tokyo in its series CIRJE F-Series with number CIRJE-F-821.
Length: 5 pages
Date of creation: Oct 2011
Date of revision:
Contact details of provider:
Postal: Hongo 7-3-1, Bunkyo-ku, Tokyo 113-0033
Web page: http://www.cirje.e.u-tokyo.ac.jp/index.html
More information through EDIRC
Other versions of this item:
- C44 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Operations Research; Statistical Decision Theory
This paper has been announced in the following NEP Reports:
- NEP-ALL-2012-01-25 (All new papers)
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Evan W. Anderson & Lars Peter Hansen & Thomas J. Sargent, 2003. "A Quartet of Semigroups for Model Specification, Robustness, Prices of Risk, and Model Detection," Journal of the European Economic Association, MIT Press, vol. 1(1), pages 68-123, 03.
- Charles F. Manski, 2004.
"Statistical Treatment Rules for Heterogeneous Populations,"
Econometric Society, vol. 72(4), pages 1221-1246, 07.
- Charles Manski, 2003. "Statistical treatment rules for heterogeneous populations," CeMMAP working papers CWP03/03, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Guido Imbens & Charles F. Manski, 2003.
"Confidence intervals for partially identified parameters,"
CeMMAP working papers
CWP09/03, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Guido W. Imbens & Charles F. Manski, 2004. "Confidence Intervals for Partially Identified Parameters," Econometrica, Econometric Society, vol. 72(6), pages 1845-1857, November.
- Larry Epstein & Martin Schneider, 2002.
"Learning Under Ambiguity,"
RCER Working Papers
497, University of Rochester - Center for Economic Research (RCER), revised Mar 2005.
- Magnac, Thierry, 2014.
"Identification partielle: méthodes et conséquences pour les applications empiriques,"
IDEI Working Papers
814, Institut d'Économie Industrielle (IDEI), Toulouse.
- Magnac, Thierry, 2014. "Identification partielle: méthodes et conséquences pour les applications empiriques," TSE Working Papers 14-458, Toulouse School of Economics (TSE).
- 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.
- Galichon, Alfred & Henry, Marc, 2013. "Dilation bootstrap," Journal of Econometrics, Elsevier, vol. 177(1), pages 109-115.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (CIRJE administrative office).
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.