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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/10005231679
Persistent link: https://www.econbiz.de/10005122566
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