Set Coverage and Robust Policy

Marc Henry and Alexei Onatski ()

No CIRJE-F-821, CIRJE F-Series from CIRJE, Faculty of Economics, University of Tokyo

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

Pages: 5 pages
Date: 2011-10
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Citations: View citations in EconPapers (1)

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Related works:
Working Paper: Set coverage and robust policy (2021)
Journal Article: Set coverage and robust policy (2012)
Working Paper: Set Coverage and Robust Policy (2011)
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Persistent link: https://EconPapers.repec.org/RePEc:tky:fseres:2011cf821

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