Bugni, Federico A.; Canay, Ivan A.; Shi, Xiaoxia - In: Quantitative economics : QE ; journal of the … 8 (2017) 1, pp. 1-38
This paper introduces a bootstrap-based inference method for functions of the parameter vector in a moment (in)equality model. These functions are restricted to be linear for two-sided testing problems, but may be nonlinear for one-sided testing problems. In the most common case, this function...
