EL inference for partially identified models: Large deviations optimality and bootstrap validity

Journal of Econometrics

Volumn 156, Issue 2, 2010, Pages 408-425

  Canay, Ivan A ^a  

^a NORTHWESTERN UNIVERSITY   (United States)

Author keywords

Asymptotic optimality; Empirical likelihood; Empirical likelihood bootstrap; Large deviations; Partial identification

Indexed keywords

ASYMPTOTIC OPTIMALITY; EMPIRICAL LIKELIHOOD; FINITE SAMPLE PROPERTIES; INFERENTIAL METHODS; LARGE DEVIATIONS; LIMIT DISTRIBUTION; MOMENT INEQUALITY; MONTE CARLO SIMULATION; OPTIMALITY; PARTIAL IDENTIFICATION; RESAMPLING METHOD; SIMULATION RESULT;

ASYMPTOTIC ANALYSIS; COMPUTER SIMULATION; MAXIMUM LIKELIHOOD ESTIMATION; MONTE CARLO METHODS; SAMPLING; SPEECH RECOGNITION;

COMPUTATIONAL FLUID DYNAMICS;

EID: 77950517139     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2009.11.009     Document Type: Article

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