EL inference for partially identified models: large deviations optimality and bootstrap validity

DOI10.1016/j.jeconom.2009.11.009zbMath1431.62108OpenAlexW2141108525MaRDI QIDQ530963

Ivan A. Canay

Publication date: 1 August 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2009.11.009

zbMATH Keywords

large deviationsempirical likelihoodasymptotic optimalitypartial identificationempirical likelihood bootstrap

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Nonparametric statistical resampling methods (62G09) Large deviations (60F10)

Related Items (35)

SPECIFICATION TEST FOR MISSING FUNCTIONAL DATA ⋮ Non-standard tests through a composite null and alternative in point-identified parameters ⋮ Empirical likelihood based tests for stochastic ordering under right censorship ⋮ Bayesian analysis in moment inequality models ⋮ Testing for Restricted Stochastic Dominance ⋮ CONSTRAINT QUALIFICATIONS IN PARTIAL IDENTIFICATION ⋮ A stochastic dominance test under survey nonresponse with an application to comparing trust levels in Lebanese public institutions ⋮ Dynamic discrete choice models with incomplete data: sharp identification ⋮ ADAPTIVE TESTS OF CONDITIONAL MOMENT INEQUALITIES ⋮ IDENTIFICATION AND INFERENCE ON REGRESSIONS WITH MISSING COVARIATE DATA ⋮ Inference for identifiable parameters in partially identified econometric models ⋮ Statistical modeling under partial identification: distinguishing three types of identification regions in regression analysis with interval data ⋮ Jackknife empirical likelihood for inequality constraints on regular functionals ⋮ A geometric approach to inference in set-identified entry games ⋮ Model selection tests for moment inequality models ⋮ An improved bootstrap test for restricted stochastic dominance ⋮ Misspecification in moment inequality models: back to moment equalities? ⋮ Hodges-Lehmann optimality for testing moment conditions ⋮ Bayesian inference for partially identified smooth convex models ⋮ The Bayesian and frequentist approaches to testing a one-sided hypothesis about a multivariate mean ⋮ COMPARISON OF INFERENTIAL METHODS IN PARTIALLY IDENTIFIED MODELS IN TERMS OF ERROR IN COVERAGE PROBABILITY ⋮ Nonparametric inference for counterfactual means: bias-correction, confidence sets, and weak IV ⋮ Testing multiple inequality hypotheses: a smoothed indicator approach ⋮ Asymptotic refinements of a misspecification-robust bootstrap for GEL estimators ⋮ A dual approach to inference for partially identified econometric models ⋮ Set identification of the censored quantile regression model for short panels with fixed effects ⋮ Semiparametric bounds on treatment effects ⋮ Partial identification using random set theory ⋮ Set identification via quantile restrictions in short panels ⋮ Confidence intervals for the quantile of treatment effects in randomized experiments ⋮ On the uniform asymptotic validity of subsampling and the bootstrap ⋮ 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 ⋮ Specification tests for partially identified models defined by moment inequalities

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