Set coverage and robust policy

Marc Henry, Alexei Onatski

Research output: Contribution to journalArticlepeer-review

5 Scopus citations

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.

Original languageEnglish (US)
Pages (from-to)256-257
Number of pages2
JournalEconomics Letters
Volume115
Issue number2
DOIs
StatePublished - May 2012

All Science Journal Classification (ASJC) codes

  • Finance
  • Economics and Econometrics

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