Bootstrap Inference in Partially Identified Models Defined by Moment Inequalities: Coverage of the Identified Set

DOI10.3982/ECTA8056zbMATH Open1188.62356OpenAlexW2120846935MaRDI QIDQ3563102FDOQ3563102

Authors: Federico A. Bugni 

Publication date: 31 May 2010

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3982/ecta8056

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zbMATH Keywords

bootstrapsubsamplingasymptotic approximationinferencemoment inequalitiesrates of convergencepartial identification

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Applications of statistics to economics (62P20) Monte Carlo methods (65C05) Nonparametric statistical resampling methods (62G09)

Cited In (45)

• Nonparametric bounds and sensitivity analysis of treatment effects
• Asymptotically Efficient Estimation of Models Defined by Convex Moment Inequalities
• Asymptotic confidence regions for density ridges
• Consistent estimation with many moment inequalities
• Testing affiliation in private-values models of first-price auctions using grid distributions
• The Bayesian and frequentist approaches to testing a one-sided hypothesis about a multivariate mean
• Multiscale adaptive inference on conditional moment inequalities
• Specification tests for partially identified models defined by moment inequalities
• Bayesian inference for partially identified smooth convex models
• Bounding counterfactual demand with unobserved heterogeneity and endogenous expenditures
• Inference for identifiable parameters in partially identified econometric models
• Weighted KS statistics for inference on conditional moment inequalities
• Bounding quantile demand functions using revealed preference inequalities
• Set identification of the censored quantile regression model for short panels with fixed effects
• Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities
• Comparison of inferential methods in partially identified models in terms of error in coverage probability
• Learning your own ability
• Constraint qualifications in partial identification
• Level set tree methods
• Dynamic discrete choice models with incomplete data: sharp identification
• A geometric approach to inference in set-identified entry games
• Non-standard tests through a composite null and alternative in point-identified parameters
• Asymptotically exact inference in conditional moment inequality~models
• EL inference for partially identified models: large deviations optimality and bootstrap validity
• Bayesian analysis in moment inequality models
• Partially identifying competing risks models: an application to the war on cancer
• IDENTIFICATION AND INFERENCE ON REGRESSIONS WITH MISSING COVARIATE DATA
• Statistical modeling under partial identification: distinguishing three types of identification regions in regression analysis with interval data
• Testing multiple inequality hypotheses: a smoothed indicator approach
• Nonparametric inference for counterfactual means: bias-correction, confidence sets, and weak IV
• SPECIFICATION TEST FOR MISSING FUNCTIONAL DATA
• Model selection tests for moment inequality models
• Confidence regions for level sets
• On the uniform asymptotic validity of subsampling and the bootstrap
• Estimating unobserved individual heterogeneity using pairwise comparisons
• Set identification via quantile restrictions in short panels
• Inference in partially identified models with many moment inequalities using Lasso
• Bahadur intercept with applications to one-sided testing
• Simple two-stage inference for a class of partially identified models
• A two-stage procedure for partially identified models
• A dual approach to inference for partially identified econometric models
• Confidence intervals for the quantile of treatment effects in randomized experiments
• Partial identification using random set theory
• Discussion on: ``Bootstrap methods for dependent data: a review
• CONSISTENCY OF PLUG-IN ESTIMATORS OF UPPER CONTOUR AND LEVEL SETS

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