Invalidity of the bootstrap and the m out of n bootstrap for confidence interval endpoints defined by moment inequalities

Econometrics Journal

Volumn 12, Issue SUPPL. 1, 2009, Pages

  Andrews, Donald W K ^a   Han, Sukjin ^a  

^a YALE UNIVERSITY   (United States)

Author keywords

Bootstrap; Coverage probability; m out of n bootstrap; Moment inequality model; Partial identification; Subsampling

Indexed keywords

EID: 67650690877     PISSN: 13684221     EISSN: 1368423X     Source Type: Journal    
DOI: 10.1111/j.1368-423X.2008.00265.x     Document Type: Article

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