This is a revision of a previous paper, “Parameter Set Inference in a Class of Econometric Models” (2002), which was circulated as a MIT working paper. We thank A. Abadie, D. Bertsimas, A. Belloni, G. Chamberlain, M. Cohen, A. Galichon, R. Guiteras, J. Hahn, C. Hansen, M. Henry, B. Honoré, G. Imbens, S. Izmalkov, Y. Kitamura, I. Makarov, C. Manski, A. Milkusheva, I. Molchanov, W. Newey, A. Rosen, O. Rytchkov, A. Simsek, and Neshe Yildiz for valuable comments that substantially improved the paper. We also thank four referees and Oliver Linton for valuable comments that also substantially improved the paper. We also thank seminar participants at many institutions where this paper was presented. Chernozhukov gratefully acknowledges research support from the Castle Krob Chair, National Science Foundation, and the Sloan Foundation. Hong gratefully acknowledges research support from the National Science Foundation. Tamer gratefully acknowledges research support from the National Science Foundation and the Sloan Foundation.
Estimation and Confidence Regions for Parameter Sets in Econometric Models1
Version of Record online: 3 AUG 2007
Volume 75, Issue 5, pages 1243–1284, September 2007
How to Cite
Chernozhukov, V., Hong, H. and Tamer, E. (2007), Estimation and Confidence Regions for Parameter Sets in Econometric Models. Econometrica, 75: 1243–1284. doi: 10.1111/j.1468-0262.2007.00794.x
- Issue online: 3 AUG 2007
- Version of Record online: 3 AUG 2007
- Manuscript received April, 2004; final revision received March, 2007.
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