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Calibrated Projection in MATLAB: Users' Manual

Published 24 Oct 2017 in econ.EM and stat.CO | (1710.09707v1)

Abstract: We present the calibrated-projection MATLAB package implementing the method to construct confidence intervals proposed by Kaido, Molinari and Stoye (2017). This manual provides details on how to use the package for inference on projections of partially identified parameters. It also explains how to use the MATLAB functions we developed to compute confidence intervals on solutions of nonlinear optimization problems with estimated constraints.

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