Bootstrap Inference in Partially Identified Models Defined by Moment Inequalities: Coverage of the Identified Set.

This paper introduces a novel bootstrap procedure to perform inference in a wide class of partially identified econometric models. We consider econometric models defined by finitely many weak moment inequalities,2 which encompass many applications of economic interest. The objective of our inferenti...

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Detalles Bibliográficos
Publicado en:Econometrica Vol. 78; no. 2; pp. 735 - 754
Autor principal: Bugni, Federico A.
Formato: Artículo
Publicado: Wiley-Blackwell March 2010
Materias:
Acceso en línea:Ver este registro en EBSCOhost