DMCA
2007): “Dilation Bootstrap: A Natural Approach to Inference in Incomplete Models
| Citations: | 6 - 0 self |
BibTeX
@MISC{Galichon_2007):“dilation,
author = {Alfred Galichon and Marc Henry and Ivar Ekel and Rustam Ibragimov and Guido Imbens and Shakeeb Khan and Thierry Magnac and Whitney Newey and Geert Ridder and Joe Romano and Peter Shor},
title = {2007): “Dilation Bootstrap: A Natural Approach to Inference in Incomplete Models},
year = {}
}
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Abstract
We propose a methodology for constructing confidence regions with partially iden-tified models of general form. The region is obtained by inverting a test of internal consistency of the econometric structure. We develop a dilation bootstrap method-ology to deal with sampling uncertainty without reference to the hypothesized eco-nomic structure, and apply a duality principle to reduce the dimensionality of the remaining deterministic problem. As a result, the confidence region becomes easily computable, and the methodology can be applied to the estimation of models with sample selection, censored observations and to games with multiple equilibria.
