Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection

DOI10.3982/ECTA7502zbMath1185.62040MaRDI QIDQ5190482

Gustavo L. Soares, Donald W. K. Andrews

Publication date: 18 March 2010

Published in: Econometrica (Search for Journal in Brave)

zbMATH Keywords

moment selectionmoment inequalitiesasymptotic powersubsamplingconfidence settestexact sizeasymptotic size\(m\) out of \(n\) bootstrapgeneralized moment selection

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Parametric hypothesis testing (62F03) Bootstrap, jackknife and other resampling methods (62F40) Monte Carlo methods (65C05) Asymptotic properties of parametric tests (62F05)

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