Kaido, Hiroaki; Molinari, Francesca; Stoye, Jörg - In: Econometrica 87 (2019) 4, pp. 1397-1432
We propose a bootstrap‐based
calibrated projection procedure to build confidence intervals for single components and for smooth functions of a partially identified parameter vector in moment (in)equality models. The method controls asymptotic coverage uniformly over a large class...