Showing 1 - 10 of 10
This paper proposes a bootstrap-based procedure to build confidence intervals for single components of a partially identified parameter vector, and for smooth functions of such components, in moment (in)equality models. The extreme points of our confidence interval are obtained by...
Persistent link: https://www.econbiz.de/10011445786
We propose inference procedures for partially identified population features for which the population identification region can be written as a transformation of the Aumann expectation of a properly defined set valued random variable (SVRV). An SVRV is a mapping that associates a set (rather...
Persistent link: https://www.econbiz.de/10009475491
We propose a bootstrap-based calibrated projection procedure to build con fidence intervals for single components and for smooth functions of a partially identi fied parameter vector in moment (in)equality models. The method controls asymptotic coverage uniformly over a large class of data...
Persistent link: https://www.econbiz.de/10011941513
We propose a bootstrap-based calibrated projection procedure to build confidence intervals for single components and for smooth functions of a partially identified parameter vector in moment (in)equality models. The method controls asymptotic coverage uniformly over a large class of data...
Persistent link: https://www.econbiz.de/10012146380
This paper proposes a bootstrap-based procedure to build confidence intervals for single components of a partially identified parameter vector, and for smooth functions of such components, in moment (in)equality models. The extreme points of our confidence interval are obtained by...
Persistent link: https://www.econbiz.de/10011412134
We propose a bootstrap-based calibrated projection procedure to build confidence intervals for single components and for smooth functions of a partially identified parameter vector in moment (in)equality models. The method controls asymptotic coverage uniformly over a large class of data...
Persistent link: https://www.econbiz.de/10012014026
We propose a bootstrap-based calibrated projection procedure to build con fidence intervals for single components and for smooth functions of a partially identi fied parameter vector in moment (in)equality models. The method controls asymptotic coverage uniformly over a large class of data...
Persistent link: https://www.econbiz.de/10011758359
Persistent link: https://www.econbiz.de/10012392226
Persistent link: https://www.econbiz.de/10012618481
This chapter reviews the microeconometrics literature on partial identification , focusing on the developments of the last thirty years. The topics presented illustrate that the available data combined with credible maintained assumptions may yield much information about a parameter of interest,...
Persistent link: https://www.econbiz.de/10014024927