| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1154187 | Statistics & Probability Letters | 2016 | 7 Pages |
Abstract
We consider inference in weakly identified moment condition models when additional partially identifying moment inequality constraints are available. We detail the limiting distribution of the estimation criterion function and consequently propose a confidence set estimator for the true parameter.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Heather Battey, Qiang Feng, Richard J. Smith,