More on Confidence Intervals for Partially Identified Parameters

Jorg Stoye

Econometrica, 2009, vol. 77, issue 4, 1299-1315

Abstract: 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. Copyright 2009 The Econometric Society.

Date: 2009
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