Search Results - subject:"Support Function"

Bayesian inference for partially identified convex models: Is it valid for frequentist inference?

Liao, Yuan; Simoni, Anna - 2016

. We construct Bayesian credible sets for the identified set and uniform credible bands for the support function, as well … identified parameter by using the posterior distribution of the support function and show that they have correct frequentist … coverage asymptotically. In addition, we establish a local linear approximation of the support function which facilitates set …

Persistent link: https://www.econbiz.de/10011687923

Bayesian inference for partially identified convex models : is it valid for frequentist inference?

Liao, Yuan; Simoni, Anna - 2016

Persistent link: https://www.econbiz.de/10011516677

Chapter 5. Microeconometrics with partial identification

Molinari, Francesca - In: Handbook of econometrics : Volume 7A, (pp. 355-486). 2020

This chapter reviews the microeconometrics literature on partial identification , focusing on the developments of the last thirty years. The topics presented illustrate that the available data combined with credible maintained assumptions may yield much information about a parameter of interest,...

Persistent link: https://www.econbiz.de/10014024927

Microeconometrics with partial identification

Molinari, Francesca - 2020

Persistent link: https://www.econbiz.de/10012392226

A political economy perspective on horizontal FDI in a dynamic Cournot-oligopoly with endogenous entry

Goerke, Laszlo - In: European journal of political economy 63 (2020), pp. 1-14

Persistent link: https://www.econbiz.de/10012311580

A geometric approach to inference in set-identified entry games

Bontemps, Christian; Kumar, Rohit - In: Journal of econometrics 218 (2020) 2, pp. 373-389

Persistent link: https://www.econbiz.de/10012483006

Bayesian inference for partially identified smooth convex models

Liao, Yuan; Simoni, Anna - In: Journal of econometrics 211 (2019) 2, pp. 338-360

Persistent link: https://www.econbiz.de/10012303804

Symmetric duality results for second-order nondifferentiable multiobjective programming problem

Dubey, Ramu; Mishra, Vishnu Narayan - In: RAIRO / Operations research 53 (2019) 2, pp. 539-558

Persistent link: https://www.econbiz.de/10012113673

Asymptotically efficient estimation of weighted average derivatives with an interval censored variable

Kaido, Hirokai - 2014

its support function. Using this characterization, we derive the semiparametric efficiency bound of the support function … the support function for the case of mean regression with an interval censored outcome. …

Persistent link: https://www.econbiz.de/10010368231

Asymptotically efficient estimation of weighted average derivatives with an interval censored variable

Kaido, Hirokai - 2014

Persistent link: https://www.econbiz.de/10010229177