VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES

DOI10.1017/S0266466608090257zbMath1253.62011OpenAlexW3125848445MaRDI QIDQ3181942

Donald W. K. Andrews, Patrik Guggenberger

Publication date: 30 September 2009

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466608090257

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Bootstrap, jackknife and other resampling methods (62F40) Asymptotic properties of parametric tests (62F05)

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