version of the model studied in Bonhomme et al. (2022). We show that inference is possible in this setting using a …

In this paper we introduce various set inference problems as they appear in finance and propose practical and powerful … discount factors and the admissible mean-variance sets of asset portfolios. We propose to make inference on such sets using … inference on sets. …

In this paper we consider the problem of inference on a class of sets describing a collection of admissible models as … especially appealing in the target applications. Moreover, the resulting inference procedures are also more powerful than the …

We propose an estimation methodology for a semiparametric quantile factor panel model. We provide tools for inference …