Set coverage and robust policy

Marc Henry and Alexei Onatski ()

Economics Letters, 2012, vol. 115, issue 2, 256-257

Abstract: We show that confidence regions covering the identified set may be preferable to confidence regions covering each of its points in robust control applications.

Keywords: Partial identification; Set coverage; Maxmin expected utility; Robust control (search for similar items in EconPapers)
JEL-codes: C44 (search for similar items in EconPapers)
Date: 2012
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Citations: View citations in EconPapers (7)

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Related works:
Working Paper: Set coverage and robust policy (2021)
Working Paper: Set Coverage and Robust Policy (2011)
Working Paper: Set Coverage and Robust Policy (2011)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:115:y:2012:i:2:p:256-257

DOI: 10.1016/j.econlet.2011.12.071

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