Bootstrap Inference in Partially Identified Models Defined by Moment Inequalities: Coverage of the Identified Set

By Federico A. Bugni. 2010

202 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/136b0f86582d3b476e1a85f3a0124eb614c21d54

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Citations in the corpus

Weighted KS Statistics for Inference on Conditional Moment Inequalities (2011, background): “…(2004), Andrews and Jia (2008), Andrews and Guggenberger (2009), Andrews and Soares (2010), Chernozhukov, Hong, and Tamer (2007), Romano and Shaikh (2010), Romano and Shaikh (2008), Bugni (2010), Beresteanu and Molinari (2008), Moon and Schorfheide (2009), Imbens and Manski (2004) and Stoye (2009).”
Specification tests for partially identified models defined by moment inequalities (2013, methodology): “In particular, Bugni et al. (2014) use inferential procedures along the lines of Test RS to conduct inference on functions of partially identified parameters in a moment (in)equality model, i.”
Nonparametric Analysis of Random Utility Models (2016, methodology): “A less conservative strategy widely followed in the econometric literature on moment inequalities is Generalized Moment Selection (GMS; see Andrews and Soares (2010), Bugni (2010), Canay (2010)).”
Sensitivity Analysis in Semiparametric Likelihood Models (2011, background): “…(1981) establishes consistency of the parametric MLE without assuming that it is uniquely identified, and Liu and Shao (2003) obtain the 2See also the papers of Rosen (2008), Bugni (2010), Canay (2010), Chernozhukov, Lee, and Rosen (2009), Andrews and Shi (2010) and other papers referenced therein.”
Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure (2008, unknown): “…;12 ;13 The MMM statistic S1 has been used by Pakes, Porter, Ho, and Ishii (2004), CHT, Fan and Park (2007), Romano and Shaikh (2008), AG, AS, and Bugni (2010); the (unadjusted) QLR statistic has been used by AG, AS, and Rosen (2008); and the Max and SumMax statistics S3 have been used by AG,…”
Asymptotically exact inference in conditional moment inequality models (2011, background): “…(2004), Andrews and Jia (2008), Andrews and Guggenberger (2009), Andrews and Soares (2010), Chernozhukov, Hong, and Tamer (2007), Romano and Shaikh (2010), Romano and Shaikh (2008), Bugni (2010), Beresteanu and Molinari (2008), Moon and Schorfheide (2009), Imbens and Manski (2004) and Stoye (2009).”
Impossibility Results for Nondifferentiable Functionals (2012, methodology): “Then, we use the exact results in the normal case to obtain a general asymptotic theory for the problem of estimating non-smooth functionals in a smooth family of distributions.”
EL inference for partially identified models: Large deviations optimality and bootstrap validity (2010, methodology): “A general bootstrap procedure for moment inequality models was proposed by Bugni (2009b) .6 Finally, the works”
Bootstrap Methods in Econometrics (2018, unknown): “subsampling estimator is 1/3 ( ) p O n − (Bugni 2010; Politis and Romano 1994). Bertail (1997);”
Inference on Directionally Differentiable Functions (2014, background): “(2007, 2013), Romano and Shaikh (2008, 2010), Bugni (2010), and Canay (2010) among many others.”