Econometrica: Jul 2009, Volume 77, Issue 4

More on Confidence Intervals for Partially Identified Parameters

https://doi.org/10.3982/ECTA7347
p. 1299-1315

Jörg Stoye

This paper extends Imbens and Manski's (2004) analysis of confidence intervals for interval identified parameters. The extension is motivated by the discovery that for their final result, Imbens and Manski implicitly assumed locally superefficient estimation of a nuisance parameter.

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