Confidence Intervals for Projections of Partially Identified Parameters
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 generating...
Main Authors: | Kaido, H. (Author), Molinari, F. (Author), Stoye, J. (Author) |
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Format: | Article |
Language: | English |
Published: |
Blackwell Publishing Ltd
2019
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Subjects: | |
Online Access: | View Fulltext in Publisher |
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