Andrews, Donald W.K.; Guggenberger, Patrik - In: Econometric Theory 25 (2009) 03, pp. 669-709
This paper considers inference for parameters defined by moment inequalities and equalities. The parameters need not be identified. For a specified class of test statistics, this paper establishes the uniform asymptotic validity of subsampling, <italic>m</italic> out of <italic>n</italic> bootstrap, and “plug-in asymptotic”...