Chernozhukov, Victor; Kocatulum, Emre; Menzel, Konrad - Centre for Microdata Methods and Practice (CEMMAP) - 2012
confidence regions based upon the weighted likelihood ration and weighted Wald (directed weighted Hausdorff) statistics. The … inference procedures are also more powerful than the structured projection methods, which rely upon building confidence sets for … confidence sets for HJ sets or MF sets. Lastly, the framework we put forward is also useful for analysing intersection bounds …