Chen, Xiaohong; Christensen, Timothy M.; Tamer, Elie T. - 2017 - First draft: August 2015; Revised September 2017
In complicated/nonlinear parametric models, it is generally hard to know whether the model parameters are point identified. We provide computationally attractive procedures to construct confidence sets (CSs) for identified sets of full parameters and of subvectors in models defined through a...
