INTERSECTION BOUNDS: ESTIMATION AND INFERENCE

We develop a practical and novel method for inference on intersection bounds, namely bounds defined by either the infimum or supremum of a parametric or nonparametric function, or, equivalently, the value of a linear programming problem with a potentially infinite constraint set. We show that many b...

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Veröffentlicht in:	Econometrica Jg. 81; H. 2; S. 667 - 737
Hauptverfasser:	Chernozhukov, Victor, Lee, Sokbae, Rosen, Adam M.
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	Oxford, UK Econometric Society 01.03.2013 Blackwell Publishing Ltd
Schlagworte:	adaptive moment selection anti‐concentration inequalities Approximation Bias Bound analysis concentration inequalities conditional moments Critical values Econometrics Economic analysis Economic models Empirical tests Estimation bias Estimation methods Estimators Induktive Statistik Inequality Inference infinite‐dimensional constraints Interval estimators Linear programming Mathematical functions Mathematical independent variables Mathematische Optimierung moderate deviations non‐Donsker empirical process methods partial identification Probabilities Schätztheorie Series convergence Statistical inference strong approximation Studies Theorie
ISSN:	0012-9682, 1468-0262
Online-Zugang:	Volltext
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