I am indebted to my advisors, Joel Horowitz, Rosa Matzkin, and Elie Tamer, for their guidance and support. I thank a co-editor and three anonymous referees for comments and suggestions that have significantly helped to improve this paper. I also thank Donald Andrews, Ivan Canay, Xiaohong Chen, Silvia Glaubach, Nenad Kos, Enno Mammen, Charles Manski, Adam Rosen, Viktor Subbotin, Xun Tang, and the participants of seminars at Oberwolfach, Northwestern, UCL, Brown, UPenn, UCLA, Columbia, NYU, Yale, Duke, and Michigan for their comments. Financial support from the Robert Eisner Memorial Fellowship and the Dissertation Year Fellowship is gratefully acknowledged. Any and all errors are my own.
Bootstrap Inference in Partially Identified Models Defined by Moment Inequalities: Coverage of the Identified Set
Version of Record online: 8 APR 2010
© 2010 The Econometric Society
Volume 78, Issue 2, pages 735–753, March 2010
How to Cite
Bugni, F. A. (2010), Bootstrap Inference in Partially Identified Models Defined by Moment Inequalities: Coverage of the Identified Set. Econometrica, 78: 735–753. doi: 10.3982/ECTA8056
We can also admit models defined by moment equalities by combining pairs of weak moment inequalities.
We deal with the objective of covering each element of the identified set with a prespecified probability in Bugni (2010a).
- Issue online: 8 APR 2010
- Version of Record online: 8 APR 2010
- Manuscript received August, 2008; final revision received September, 2009.
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