Calibrated Projection in MATLAB: Users' Manual
Hiroaki Kaido (),
Jörg Stoye and
Papers from arXiv.org
We present the calibrated-projection MATLAB package implementing the method to construct confidence intervals proposed by Kaido, Molinari and Stoye (2017). This manual provides details on how to use the package for inference on projections of partially identified parameters. It also explains how to use the MATLAB functions we developed to compute confidence intervals on solutions of nonlinear optimization problems with estimated constraints.
References: View references in EconPapers View complete reference list from CitEc
Citations: Track citations by RSS feed
Downloads: (external link)
http://arxiv.org/pdf/1710.09707 Latest version (application/pdf)
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:1710.09707
Access Statistics for this paper
More papers in Papers from arXiv.org
Bibliographic data for series maintained by arXiv administrators ().