Set coverage and robust policy

Marc Henry; Alexei Onatski

doi:10.1016/j.econlet.2011.12.071

Set coverage and robust policy

Marc Henry
, Alexei Onatski

Economics

Research output: Contribution to journal › Article › peer-review

7 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 language	English (US)
Pages (from-to)	256-257
Number of pages	2
Journal	Economics Letters
Volume	115
Issue number	2
DOIs	https://doi.org/10.1016/j.econlet.2011.12.071
State	Published - May 2012

All Science Journal Classification (ASJC) codes

Finance
Economics and Econometrics

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10.1016/j.econlet.2011.12.071

Cite this

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title = "Set coverage and robust policy",

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.",

author = "Marc Henry and Alexei Onatski",

note = "Funding Information: Financial support from SSHRC Grant 410-2010-242 is gratefully acknowledged. We also thank Badi Baltagi and an anonymous referee for helpful comments.",

year = "2012",

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volume = "115",

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journal = "Economics Letters",

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T1 - Set coverage and robust policy

AU - Henry, Marc

AU - Onatski, Alexei

N1 - Funding Information: Financial support from SSHRC Grant 410-2010-242 is gratefully acknowledged. We also thank Badi Baltagi and an anonymous referee for helpful comments.

PY - 2012/5

Y1 - 2012/5

N2 - We show that confidence regions covering the identified set may be preferable to confidence regions covering each of its points in robust control applications.

AB - We show that confidence regions covering the identified set may be preferable to confidence regions covering each of its points in robust control applications.

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U2 - 10.1016/j.econlet.2011.12.071

DO - 10.1016/j.econlet.2011.12.071

M3 - Article

AN - SCOPUS:84855772224

SN - 0165-1765

VL - 115

SP - 256

EP - 257

JO - Economics Letters

JF - Economics Letters

IS - 2

ER -

Set coverage and robust policy

Abstract

All Science Journal Classification (ASJC) codes

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