TY  - BOOK
AU  - Andrews,Donald W.K.
AU  - Guggenberger,Patrik
TI  - Validity of subsampling and "plug-in asymptotic" inference for parameters defined by moment inequalities
SN  - 02664666
AV  - HB139.T52 ECO 
PY  - 2009///
CY  - Cambridge
PB  - Cambridge University Press
KW  - Estimation theory
KW  - Scientific modelling
KW  - Statistical inference
KW  - Method of moments
N2  - This paper considers inference for parameters defined by moment inequalities and equalities. The parameters need not be identified. For a specified class of test statistics, this paper establishes the uniform asymptotic validity of subsampling, m out of n bootstrap, and “plug-in asymptotic” tests and confidence intervals for such parameters. Establishing uniform asymptotic validity is crucial in moment inequality problems because the pointwise asymptotic distributions of the test statistics of interest have discontinuities as functions of the true distribution that generates the observations
UR  - https://doi.org/10.1017/S0266466608090257
ER  -