CIRJE-F-821 | "Set Coverage and Robust Policy" |
Author Name | Henry, Marc and Alexei Onatski |
Date | October 2011 |
Full Paper | PDF file |
Remarks | Forthcoming in Economics Letters, 115(2) 256-257 (2012). |
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. |