Credibility of confidence sets in nonstandard econometric problems
by Ulrich K. Müller and Andriy Norets
| Year of publication: |
November 2016
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|---|---|
| Authors: | Müller, Ulrich K. ; Norets, Andriy |
| Published in: |
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 84.2016, 6, p. 2183-2213
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| Subject: | Confidence sets | betting | Bayes | conditional coverage | recognizable subsets | invariance | nonstandard econometric problems | unit roots | weak instruments | moment inequalities | Schätztheorie | Estimation theory | Ökonometrie | Econometrics | Statistischer Test | Statistical test | Glaubwürdigkeit | Credibility | Einheitswurzeltest | Unit root test | IV-Schätzung | Instrumental variables | Statistische Methodenlehre | Statistical theory |