Inference in high-dimensional set-identified affine models
B Gafarov - arXiv preprint arXiv:1904.00111, 2019 - arxiv.org
This paper proposes both point-wise and uniform confidence sets (CS) for an element
$\theta_ {1} $ of a parameter vector $\theta\in\mathbb {R}^{d} $ that is partially identified by …
$\theta_ {1} $ of a parameter vector $\theta\in\mathbb {R}^{d} $ that is partially identified by …
[PDF][PDF] Simple subvector inference on sharp identified set in affine models
B Gafarov - arXiv preprint arXiv:1904.00111, 2019 - socialsciences.uchicago.edu
This paper studies a regularized support function estimator for bounds on components of the
parameter vector in the case in which the identified set is a polygon. The proposed …
parameter vector in the case in which the identified set is a polygon. The proposed …