Set Coverage and Robust Policy
We 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.
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CWP03/03, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
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"Confidence Intervals for Partially Identified Parameters,"
Econometric Society, vol. 72(6), pages 1845-1857, November.
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- Larry Epstein & Martin Schneider, 2002. "Learning Under Ambiguity," RCER Working Papers 497, University of Rochester - Center for Economic Research (RCER), revised Mar 2005.
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