Inference for subvectors and other functions of partially identified parameters in moment inequality...
Inference for subvectors and other functions of partially identified parameters in moment inequality models
About this item
Full title
Author / Creator
Publisher
New Haven, CT: The Econometric Society
Journal title
Language
English
Formats
Publication information
Publisher
New Haven, CT: The Econometric Society
Subjects
More information
Scope and Contents
Contents
This paper introduces a bootstrap-based inference method for functions of the parameter vector in a moment (in)equality model. These functions are restricted to be linear for two-sided testing problems, but may be nonlinear for one-sided testing problems. In the most common case, this function selects a subvector of the parameter, such as a single...
Alternative Titles
Full title
Inference for subvectors and other functions of partially identified parameters in moment inequality models
Authors, Artists and Contributors
Author / Creator
Identifiers
Primary Identifiers
Record Identifier
TN_cdi_proquest_journals_2290195045
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_2290195045
Other Identifiers
ISSN
1759-7331,1759-7323
E-ISSN
1759-7331
DOI
10.3982/QE490
