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Copy file name to clipboardExpand all lines: README.md
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@@ -5,7 +5,7 @@ Python package that computes worst-case standard errors (SE) for minimum distanc
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The computed worst-case SE for the estimated parameters are sharp upper bounds on the true SE (which depend on the unknown moment correlation structure). For over-identified models, the package also computes the efficient moment selection that minimizes the worst-case SE. Additionally, the package can carry out tests of parameter restrictions or over-identifying restrictions.
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**Reference:**
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Cocci, Matthew D., and Mikkel Plagborg-Møller (2021), "Standard Errors for Calibrated Parameters", https://scholar.princeton.edu/mikkelpm/calibration
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Cocci, Matthew D., and Mikkel Plagborg-Møller (2021), "Standard Errors for Calibrated Parameters", [arXiv:2109.08109](https://arxiv.org/abs/2109.08109)
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Tested in: Python 3.8.11 (Anaconda distribution) on Windows 10 PC
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