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003			ZW-GwMSU
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008			240325b |||||||| |||| 00| 0 eng d
022			_a02664666
040			_aMSU _bEnglish _cMSU _erda
050	0	0	_aHB139.T52 ECO
100	1		_aAndrews, Donald W. K. _eauthor
245	1	0	_aValidity of subsampling and "plug-in asymptotic" inference for parameters defined by moment inequalities _ccreated by Donald W. K. Andrews and Patrik Guggenberger
264	1		_aCambridge: _bCambridge University Press, _c2009.
336			_2rdacontent _atext _btxt
337			_2rdamedia _aunmediated _bn
338			_2rdacarrier _avolume _bnc
440			_aEconomic theory _vVolume 669, number 709
520	3		_aThis 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.
650			_aEstimation theory _vScientific modelling _xStatistical inference
650			_aMethod of moments
700	1		_aGuggenberger, Patrik _eco author
856			_uhttps://doi.org/10.1017/S0266466608090257
942			_2lcc _cJA
999			_c164524 _d164524