Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection
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Publication:5190482
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)
moment selectionmoment inequalitiesasymptotic powersubsamplingconfidence settestexact sizeasymptotic size\(m\) out of \(n\) bootstrapgeneralized moment selection
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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