
Henry, M. and Onatski, A.
Set Coverage and Robust Policy
Economics Letters
Vol. 115(2) pp. 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.
Author links: Alexey Onatskiy
Publisher's Link: http://www.sciencedirect.com/science/article/pii/S0165176511005945