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...
| Publicado en: | Econometrica Vol. 78; no. 2; pp. 735 - 754 |
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| Formato: | Artículo |
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Wiley-Blackwell
March 2010
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| Acceso en línea: | Ver este registro en EBSCOhost |