Robust confidence regions for incomplete models

descriptionPublicationkeyboard_double_arrow_right Report , Article , Research , Preprint 01 Jan 2016Publisher:The IFSJournal:Econometrica, volume 84, pages 1,799-1,838 (issn: 0012-9682,

Copyright policy )Funded by:NSF | Volatility, Possibility a...

Authors: Larry G. Epstein; Hiroaki Kaido; Kyoungwon Seo;

doi: 10.1920/wp.cem.2015.2015 , 10.3982/ecta13394 , 10.1920/wp.cem.2015.6515

handle: 10419/130031 , 10419/130076

Robust confidence regions for incomplete models

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Abstract

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Related Organizations

Korean Association Of Science and Technology Studies
Korea (Republic of)
Boston University
United States
UCL
UCL
United Kingdom
THE TRUSTEES OF BOSTON UNIVERSITY
United States

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Keywords

Noncooperative games, incomplete models, ddc:330, entry games, central limit theorem, Central limit and other weak theorems, belief functions, Decision theory, partial identification

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