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dc.contributor.authorBattey, Heatheren
dc.contributor.authorFeng, Qiangen
dc.contributor.authorSmith, Richarden
dc.date.accessioned2016-10-31T09:24:22Z
dc.date.available2016-10-31T09:24:22Z
dc.date.issued2016-06-29en
dc.identifier.issn0167-7152
dc.identifier.urihttps://www.repository.cam.ac.uk/handle/1810/260958
dc.description.abstractWe consider inference in weakly identified moment condition models when additional partially identifying moment inequality constraints are available. We detail the limiting distribution of the estimation criterion function and consequently propose a confidence set estimator for the true parameter.
dc.description.sponsorshipNational Science Foundation of China (Grant ID: 71301026)
dc.languageEnglishen
dc.language.isoenen
dc.publisherElsevier
dc.rightsAttribution-NonCommercial-NoDerivatives 4.0 International*
dc.rightsAttribution-NonCommercial-NoDerivatives 4.0 Internationalen
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/4.0/*
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/4.0/en
dc.subjectweak instrumentsen
dc.subjectmoment inequality conditionsen
dc.titleImproving confidence set estimation when parameters are weakly identifieden
dc.typeArticle
dc.description.versionThis is the author accepted manuscript. The final version is available from Elsevier via http://dx.doi.org/10.1016/j.spl.2016.06.015en
prism.endingPage123
prism.publicationDate2016en
prism.publicationNameStatistics & Probability Lettersen
prism.startingPage117
prism.volume118en
dc.identifier.doi10.17863/CAM.6126
dcterms.dateAccepted2016-06-20en
rioxxterms.versionofrecord10.1016/j.spl.2016.06.015en
rioxxterms.versionAMen
rioxxterms.licenseref.urihttp://creativecommons.org/licenses/by-nc-nd/4.0/en
rioxxterms.licenseref.startdate2016-06-29en
rioxxterms.typeJournal Article/Reviewen
rioxxterms.freetoread.startdate2017-06-29


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Attribution-NonCommercial-NoDerivatives 4.0 International
Except where otherwise noted, this item's licence is described as Attribution-NonCommercial-NoDerivatives 4.0 International