Inference for Linear Conditional Moment Inequalities
收藏NBER2019-10-01 更新2025-01-04 收录
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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
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美国国家经济研究局创建时间：
2019-10-01
