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On Statistics of Random Sets for Partial Identification of Econometric Structures
International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems ( IF 1.0 ) Pub Date : 2020-08-04 , DOI: 10.1142/s0218488520400085
Jirakom Sirisrisakulchai 1 , Chon Van Le 2 , Uyen Pham 3
Affiliation  

In this paper, we emphasize and elaborate on two important and relatively new aspects in uncertainty analysis in order to increase the credibility of empirical results in statistics in general, and in econometrics in particular, namely, the problem of partial identification, and the use of random set statistics. We elaborate on the current interests in partially identified models, exemplified by econometric structures involving copulas. We spell out the rationale and the statistical methods based upon random set theory for analyzing partial identification problem towards credible econometrics.

中文翻译:

用于计量经济结构部分识别的随机集统计

在本文中,我们强调并阐述了不确定性分析中两个重要且相对较新的方面,以提高一般统计,特别是计量经济学中实证结果的可信度,即部分识别问题和使用随机集统计。我们详细阐述了当前对部分识别模型的兴趣,例如涉及 copula 的计量经济学结构。我们阐明了基于随机集理论的基本原理和统计方法,用于分析可信计量经济学的部分识别问题。
更新日期:2020-08-04
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