Inference for Linear Conditional Moment Inequalities
收藏NBER2019-10-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w26374
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资源简介：
We show that moment inequalities in a wide variety of economic applications have a particular linear conditional structure. We use this structure to construct uniformly valid confidence sets that remain computationally tractable even in settings with nuisance parameters. We first introduce least
提供机构：
美国国家经济研究局
创建时间：
2019-10-01
