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Inference based on many conditional moment inequalities

Andrews, Donald W. K.; Shi, Xiaoxia - In: Journal of econometrics 196 (2017) 2, pp. 275-287

Persistent link: https://www.econbiz.de/10011818293

Inference for functions of partially identified parameters in moment inequality models

Bugni, Federico A.; Canay, Ivan A.; Shi, Xiaoxia - 2014 - Ver. 10.2: May 4, 2014

This paper introduces a bootstrap-based inference method for functions of the parameter vector in a moment (in)equality model. As a special case, our method yields marginal confidence sets for individual coordinates of this parameter vector. Our inference method controls asymptotic size...

Persistent link: https://www.econbiz.de/10010348998

Inference for functions of partially identified parameters in moment inequality models

Bugni, Federico A.; Canay, Ivan A.; Shi, Xiaoxia - 2015

This paper introduces a bootstrap-based inference method for functions of the parameter vector in a moment (in)equality model. As a special case, our method yields marginal confidence sets for individual coordinates of this parameter vector. Our inference method controls asymptotic size...

Persistent link: https://www.econbiz.de/10011326079

A simple counterexample to the bootstrap

Andrews, Donald W. K. - 1997

Persistent link: https://www.econbiz.de/10000673157

Higher-order improvements of the parametric bootstrap for Markov processes

Andrews, Donald W. K. - 2001

Persistent link: https://www.econbiz.de/10001622513

Higher-order improvements of the parametric bootstrap for Markov processes

Andrews, Donald W. K. - In: Identification and inference for econometric models : …, (pp. 171-215). 2005

Persistent link: https://www.econbiz.de/10003351957

A three-step method for choosing the number of bootstrap repetitions

Andrews, Donald W. K.; Buchinsky, Moshe - In: Econometrica : journal of the Econometric Society, an … 68 (2000) 1, pp. 23-51

Persistent link: https://www.econbiz.de/10001449349

On the number of bootstrap repetitions for BC a confidence intervals

Andrews, Donald W. K.; Buchinsky, Moshe - 2000

Persistent link: https://www.econbiz.de/10001453387

Inconsistency of the bootstrap when a parameter is on the boundary of the parameter space

Andrews, Donald W. K. - In: Econometrica : journal of the Econometric Society, an … 68 (2000) 2, pp. 399-405

Persistent link: https://www.econbiz.de/10001466208

Evaluation of a three-step method for choosing the number of bootstrap repetitions

Andrews, Donald W. K.; Buchinsky, Moshe - In: Journal of econometrics 103 (2001) 1/2, pp. 345-386

Persistent link: https://www.econbiz.de/10001585371

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