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Inconsistency of the Bootstrap when a Parameter Is on the Boundary of the Parameter Space

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Cited by:

  1. Eduardo Souza-Rodrigues & Adrian L. Torchiana & Ted Rosenbaum & Paul T. Scott, 2020. "Improving Estimates of Transitions from Satellite Data: A Hidden Markov Model Approach," Working Papers tecipa-672, University of Toronto, Department of Economics.
  2. Giuseppe Cavaliere & Iliyan Georgiev, 2020. "Inference Under Random Limit Bootstrap Measures," Econometrica, Econometric Society, vol. 88(6), pages 2547-2574, November.
  3. Centorrino, Samuele & Pérez-Urdiales, María, 2023. "Maximum likelihood estimation of stochastic frontier models with endogeneity," Journal of Econometrics, Elsevier, vol. 234(1), pages 82-105.
  4. Giuseppe Cavaliere & Heino Bohn Nielsen & Anders Rahbek, 2017. "On the Consistency of Bootstrap Testing for a Parameter on the Boundary of the Parameter Space," Journal of Time Series Analysis, Wiley Blackwell, vol. 38(4), pages 513-534, July.
  5. Michael Jansson & Demian Pouzo, 2017. "Towards a General Large Sample Theory for Regularized Estimators," Papers 1712.07248, arXiv.org, revised Jul 2020.
  6. DUFOUR, Jean-Marie & JOUINI, Tarek, 2005. "Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing," Cahiers de recherche 16-2005, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  7. Felbermayr, Gabriel & Gröschl, Jasmin & Heiland, Inga, 2022. "Complex Europe: Quantifying the cost of disintegration," Journal of International Economics, Elsevier, vol. 138(C).
  8. Donald W.K. Andrews & Sukjin Han, 2008. "Invalidity of the Bootstrap and the m Out of n Bootstrap for Interval Endpoints Defined by Moment Inequalities," Cowles Foundation Discussion Papers 1671, Cowles Foundation for Research in Economics, Yale University.
  9. Eugenio Miravete, 2014. "Testing for complementarities among countable strategies," Empirical Economics, Springer, vol. 46(4), pages 1521-1544, June.
  10. Jorg Stoye, 2009. "More on Confidence Intervals for Partially Identified Parameters," Econometrica, Econometric Society, vol. 77(4), pages 1299-1315, July.
  11. Botosaru, Irene & Muris, Chris & Pendakur, Krishna, 2023. "Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares," Journal of Econometrics, Elsevier, vol. 232(2), pages 576-597.
  12. Young-Joo Kim & Myung Hwan Seo, 2017. "Is There a Jump in the Transition?," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(2), pages 241-249, April.
  13. Dufour, Jean-Marie, 2006. "Monte Carlo tests with nuisance parameters: A general approach to finite-sample inference and nonstandard asymptotics," Journal of Econometrics, Elsevier, vol. 133(2), pages 443-477, August.
  14. Ekaterina Oparina & Sorawoot Srisuma, 2022. "Analyzing Subjective Well-Being Data with Misclassification," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(2), pages 730-743, April.
  15. Marcelo J. Moreira & Jack R. Porter & Gustavo A. Suarez, 2004. "Bootstrap and Higher-Order Expansion Validity When Instruments May Be Weak," NBER Technical Working Papers 0302, National Bureau of Economic Research, Inc.
  16. Krauth, Brian V., 2007. "Peer and Selection Effects on Youth Smoking in California," Journal of Business & Economic Statistics, American Statistical Association, vol. 25, pages 288-298, July.
  17. Sauer, Johannes, 2006. "Monotonicity And Curvature - A Bootstrapping Approach," 46th Annual Conference, Giessen, Germany, October 4-6, 2006 14948, German Association of Agricultural Economists (GEWISOLA).
  18. Xuanling Yang & Dong Li, 2022. "Estimation of the empirical risk‐return relation: A generalized‐risk‐in‐mean model," Journal of Time Series Analysis, Wiley Blackwell, vol. 43(6), pages 938-963, November.
  19. Campo, Juan Carlos Chavez-Martin del, 2006. "Does Conditionality Generate Heterogeneity and Regressivity in Program Impacts? The Progresa Experience," Working Papers 127042, Cornell University, Department of Applied Economics and Management.
  20. Lee, Tae-Hwy & Tu, Yundong & Ullah, Aman, 2014. "Nonparametric and semiparametric regressions subject to monotonicity constraints: Estimation and forecasting," Journal of Econometrics, Elsevier, vol. 182(1), pages 196-210.
  21. Mehmet Caner & Dan Berkowitz & Ying Fang, 2006. "Are Nearly Exogenous Instruments Reliable?," Working Paper 207, Department of Economics, University of Pittsburgh, revised Jan 2006.
  22. Khalaf, Lynda & Saphores, Jean-Daniel & Bilodeau, Jean-Francois, 2003. "Simulation-based exact jump tests in models with conditional heteroskedasticity," Journal of Economic Dynamics and Control, Elsevier, vol. 28(3), pages 531-553, December.
  23. Andrews, Donald W.K. & Guggenberger, Patrik, 2009. "Validity Of Subsampling And “Plug-In Asymptotic” Inference For Parameters Defined By Moment Inequalities," Econometric Theory, Cambridge University Press, vol. 25(3), pages 669-709, June.
  24. Lok, Thomas M. & Tabri, Rami V., 2021. "An improved bootstrap test for restricted stochastic dominance," Journal of Econometrics, Elsevier, vol. 224(2), pages 371-393.
  25. Boccanfuso, Dorothée & Richard, Patrick & Savard, Luc, 2013. "Parametric and nonparametric income distribution estimators in CGE micro-simulation modeling," Economic Modelling, Elsevier, vol. 35(C), pages 892-899.
  26. Jean-Thomas Bernard & Lynda Khalaf & Maral Kichian, 2004. "Structural Change and Forecasting Long-Run Energy Prices," Staff Working Papers 04-5, Bank of Canada.
  27. David Brownstone & Robert Valletta, 2001. "The Bootstrap and Multiple Imputations: Harnessing Increased Computing Power for Improved Statistical Tests," Journal of Economic Perspectives, American Economic Association, vol. 15(4), pages 129-141, Fall.
  28. Brian V. Krauth, 2005. "Peer effects and selection effects on smoking among Canadian youth," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 38(3), pages 735-757, August.
  29. Szilárd Nemes & Erik Bülow & Andreas Gustavsson, 2020. "A Brief Overview of Restricted Mean Survival Time Estimators and Associated Variances," Stats, MDPI, vol. 3(2), pages 1-13, May.
  30. Jean-Thomas Bernard & Ba Chu & Lynda Khalaf & Marcel Voia, 2019. "Non-Standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data," Annals of Economics and Statistics, GENES, issue 134, pages 79-108.
  31. Le-Yu Chen & Jerzy Szroeter, 2009. "Hypothesis testing of multiple inequalities: the method of constraint chaining," CeMMAP working papers 13/09, Institute for Fiscal Studies.
  32. Pang Du & Christopher F. Parmeter & Jeffrey S. Racine, 2012. "Nonparametric Kernel Regression with Multiple Predictors and Multiple Shape Constraints," Department of Economics Working Papers 2012-08, McMaster University.
  33. Iglesias Emma M., 2011. "Constrained k-class Estimators in the Presence of Weak Instruments," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 15(4), pages 1-13, September.
  34. Kitagawa, Toru & Montiel Olea, José Luis & Payne, Jonathan & Velez, Amilcar, 2020. "Posterior distribution of nondifferentiable functions," Journal of Econometrics, Elsevier, vol. 217(1), pages 161-175.
  35. Khalaf, Lynda & Saphores, Jean-Daniel & Bilodeau, Jean-François, 2000. "Simulation-Based Exact Tests with Unidentified Nuisance Parameters under the Null Hypothesis : the Case of Jumps Tests in Model with Conditional Heteroskedasticity," Cahiers de recherche 0004, Université Laval - Département d'économique.
  36. Bolduc, Denis & Khalaf, Lynda & Yélou, Clément, 2010. "Identification robust confidence set methods for inference on parameter ratios with application to discrete choice models," Journal of Econometrics, Elsevier, vol. 157(2), pages 317-327, August.
  37. Feiyu Jiang & Dong Li & Ke Zhu, 2019. "Non-standard inference for augmented double autoregressive models with null volatility coefficients," Papers 1905.01798, arXiv.org.
  38. Victor Chernozhukov & Whitney K. Newey & Andres Santos, 2023. "Constrained Conditional Moment Restriction Models," Econometrica, Econometric Society, vol. 91(2), pages 709-736, March.
  39. Kawai, Keiichi, 2009. "Comparison of two treatments and inconsistency of bootstrap," Economics Letters, Elsevier, vol. 104(2), pages 96-98, August.
  40. Jiang, Feiyu & Li, Dong & Zhu, Ke, 2020. "Non-standard inference for augmented double autoregressive models with null volatility coefficients," Journal of Econometrics, Elsevier, vol. 215(1), pages 165-183.
  41. Hongyi Jiang & Zhenting Sun & Shiyun Hu, 2023. "A Nonparametric Test of $m$th-degree Inverse Stochastic Dominance," Papers 2306.12271, arXiv.org, revised Jul 2023.
  42. Yunmi Kim & Douglas Stone & Tae-Hwan Kim, 2021. "Testing for structural breaks in return-based style regression models," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 35(1), pages 61-76, March.
  43. Yanqin Fan & Sang Soo Park, 2009. "Partial identification of the distribution of treatment effects and its confidence sets," Advances in Econometrics, in: Nonparametric Econometric Methods, pages 3-70, Emerald Group Publishing Limited.
  44. Andrey Launov & Christian Holzner, 2005. "Search Equilibrium, Production Parameters and Social Returns to Education: Theory and Estimation," 2005 Meeting Papers 604, Society for Economic Dynamics.
  45. Galichon, Alfred & Henry, Marc, 2009. "A test of non-identifying restrictions and confidence regions for partially identified parameters," Journal of Econometrics, Elsevier, vol. 152(2), pages 186-196, October.
  46. Cavaliere, Giuseppe & Nielsen, Heino Bohn & Pedersen, Rasmus Søndergaard & Rahbek, Anders, 2022. "Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models," Journal of Econometrics, Elsevier, vol. 227(1), pages 241-263.
  47. Javier Mencía & Enrique Sentana, 2012. "Distributional Tests in Multivariate Dynamic Models with Normal and Student-t Innovations," The Review of Economics and Statistics, MIT Press, vol. 94(1), pages 133-152, February.
  48. Thomas DeLeire & Shakeeb Khan & Christopher Timmins, 2013. "Roy Model Sorting And Nonrandom Selection In The Valuation Of A Statistical Life," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 54(1), pages 279-306, February.
  49. Thomas Demuynck, 2018. "Testing the homogeneous marginal utility of income assumption," Econometric Reviews, Taylor & Francis Journals, vol. 37(10), pages 1120-1136, November.
  50. Hubner, Stefan, 2016. "Topics in nonparametric identification and estimation," Other publications TiSEM 08fce56b-3193-46e0-871b-0, Tilburg University, School of Economics and Management.
  51. Demuynck, Thomas, 2015. "Bounding average treatment effects: A linear programming approach," Economics Letters, Elsevier, vol. 137(C), pages 75-77.
  52. Ghosal, Rahul & Ghosh, Sujit K., 2022. "Bayesian inference for generalized linear model with linear inequality constraints," Computational Statistics & Data Analysis, Elsevier, vol. 166(C).
  53. Tae-Hwan Kim, 2005. "Asymptotic and Bayesian Confidence Intervals for Sharpe-Style Weights," Journal of Financial Econometrics, Oxford University Press, vol. 3(3), pages 315-343.
  54. Joseph P. Romano & Azeem M. Shaikh & Michael Wolf, 2010. "Hypothesis Testing in Econometrics," Annual Review of Economics, Annual Reviews, vol. 2(1), pages 75-104, September.
  55. Greg Hannsgen, 2011. "Infinite-variance, Alpha-stable Shocks in Monetary SVAR: Final Working Paper Version," Economics Working Paper Archive wp_682, Levy Economics Institute.
  56. Chunlin Wang & Paul Marriott & Pengfei Li, 2022. "A note on the coverage behaviour of bootstrap percentile confidence intervals for constrained parameters," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 85(7), pages 809-831, October.
  57. Lu, Xun & Su, Liangjun, 2023. "Uniform inference in linear panel data models with two-dimensional heterogeneity," Journal of Econometrics, Elsevier, vol. 235(2), pages 694-719.
  58. Gerard, Francois & Rokkanen, Miikka & Rothe, Christoph, 2015. "Identification and Inference in Regression Discontinuity Designs with a Manipulated Running Variable," IZA Discussion Papers 9604, Institute of Labor Economics (IZA).
  59. Joseph P. Romano & Azeem M. Shaikh & Michael Wolf, 2014. "A Practical Two‐Step Method for Testing Moment Inequalities," Econometrica, Econometric Society, vol. 82, pages 1979-2002, September.
  60. Kabata, Tshepelayi, 2015. "Water Pollution and Environmental Performance in US Agriculture," 2015 Conference, August 9-14, 2015, Milan, Italy 212626, International Association of Agricultural Economists.
  61. Cherchye, Laurens & Demuynck, Thomas & Rock, Bram De, 2019. "Bounding counterfactual demand with unobserved heterogeneity and endogenous expenditures," Journal of Econometrics, Elsevier, vol. 211(2), pages 483-506.
  62. Agosto, Arianna & Cavaliere, Giuseppe & Kristensen, Dennis & Rahbek, Anders, 2016. "Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX)," Journal of Empirical Finance, Elsevier, vol. 38(PB), pages 640-663.
  63. Daniel L. Millimet & Hao Li & Punarjit Roychowdhury, 2020. "Partial Identification of Economic Mobility: With an Application to the United States," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(4), pages 732-753, October.
  64. Djebbari, Habiba & Smith, Jeffrey, 2008. "Heterogeneous impacts in PROGRESA," Journal of Econometrics, Elsevier, vol. 145(1-2), pages 64-80, July.
  65. Kutlu, Levent, 2017. "A constrained state space approach for estimating firm efficiency," Economics Letters, Elsevier, vol. 152(C), pages 54-56.
  66. Meitz, Mika & Saikkonen, Pentti, 2021. "Testing for observation-dependent regime switching in mixture autoregressive models," Journal of Econometrics, Elsevier, vol. 222(1), pages 601-624.
  67. Berkowitz, Daniel & Caner, Mehmet & Fang, Ying, 2008. "Are "Nearly Exogenous Instruments" reliable?," Economics Letters, Elsevier, vol. 101(1), pages 20-23, October.
  68. Boswijk, H. Peter & Cavaliere, Giuseppe & Georgiev, Iliyan & Rahbek, Anders, 2021. "Bootstrapping non-stationary stochastic volatility," Journal of Econometrics, Elsevier, vol. 224(1), pages 161-180.
  69. Lynda Khalaf & Maral Kichian, 2003. "Testing the Stability of the Canadian Phillips Curve Using Exact Methods," Staff Working Papers 03-7, Bank of Canada.
  70. Arulampalam, Wiji & Corradi, Valentina & Gutknecht, Daniel, 2017. "Modeling heaped duration data: An application to neonatal mortality," Journal of Econometrics, Elsevier, vol. 200(2), pages 363-377.
  71. Ketz, Philipp, 2018. "Subvector inference when the true parameter vector may be near or at the boundary," Journal of Econometrics, Elsevier, vol. 207(2), pages 285-306.
  72. Lin, Jilei & Eck, Daniel J., 2021. "Minimizing post-shock forecasting error through aggregation of outside information," International Journal of Forecasting, Elsevier, vol. 37(4), pages 1710-1727.
  73. Theloudis, Alexandros, 2021. "Consumption inequality across heterogeneous families," European Economic Review, Elsevier, vol. 136(C).
  74. Sauer, J., 2007. "Monotonicity and Curvature – A Bootstrapping Approach," Proceedings “Schriften der Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues e.V.”, German Association of Agricultural Economists (GEWISOLA), vol. 42, March.
  75. Xavier D'Haultfœuille & Roland Rathelot, 2017. "Measuring segregation on small units: A partial identification analysis," Quantitative Economics, Econometric Society, vol. 8(1), pages 39-73, March.
  76. Radu Tunaru, 2015. "Model Risk in Financial Markets:From Financial Engineering to Risk Management," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 9524, January.
  77. Josef Ditrich, 2015. "Data representativeness problem in credit scoring," Acta Oeconomica Pragensia, Prague University of Economics and Business, vol. 2015(3), pages 3-17.
  78. Andreasen, Martin M & Meldrum, Andrew, 2015. "Dynamic term structure models: the best way to enforce the zero lower bound in the United States," Bank of England working papers 550, Bank of England.
  79. Chen, Ruxin & Tabri, Rami V., 2019. "Jackknife Empirical Likelihood for Inequality Constraints on Regular Functionals," Working Papers 2019-07, University of Sydney, School of Economics, revised Sep 2019.
  80. Donald W.K. Andrews & Patrik Guggenberger, 2007. "The Limit of Finite-Sample Size and a Problem with Subsampling," Cowles Foundation Discussion Papers 1605R, Cowles Foundation for Research in Economics, Yale University, revised Jul 2007.
  81. Coakley, Jerry & Fuertes, Ana-Maria, 2006. "Testing for sign and amplitude asymmetries using threshold autoregressions," Journal of Economic Dynamics and Control, Elsevier, vol. 30(4), pages 623-654, April.
  82. Ian W. McKeague & Min Qian, 2015. "An Adaptive Resampling Test for Detecting the Presence of Significant Predictors," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 110(512), pages 1422-1433, December.
  83. Khalaf, Lynda & Kichian, Maral, 2005. "Exact tests of the stability of the Phillips curve: the Canadian case," Computational Statistics & Data Analysis, Elsevier, vol. 49(2), pages 445-460, April.
  84. Tiemen M. Woutersen & John Ham, 2013. "Calculating confidence intervals for continuous and discontinuous functions of parameters," CeMMAP working papers CWP23/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  85. Hounyo, Ulrich & Varneskov, Rasmus T., 2017. "A local stable bootstrap for power variations of pure-jump semimartingales and activity index estimation," Journal of Econometrics, Elsevier, vol. 198(1), pages 10-28.
  86. Olivier Blanchard & Marianna Riggi, 2011. "Why are the 2000s so different from the 1970s? A structural interpretation of changes in the macroeconomic effects of oil prices in the US," Temi di discussione (Economic working papers) 835, Bank of Italy, Economic Research and International Relations Area.
  87. Julie L. Hotchkiss & Robert E. Moore & Fernando Rios-Avila, 2014. "Assessing the Welfare Impact of Tax Reform: A Case Study of the 2001 U.S. Tax Cut," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 60(2), pages 404-404, June.
  88. Giuseppe Cavaliere & Anders Rahbek, 2019. "A Primer On Bootstrap Testing Of Hypotheses In Time Series Models: With An Application To Double Autoregressive Models," Discussion Papers 19-03, University of Copenhagen. Department of Economics.
  89. François Gerard & Miikka Rokkanen & Christoph Rothe, 2020. "Bounds on treatment effects in regression discontinuity designs with a manipulated running variable," Quantitative Economics, Econometric Society, vol. 11(3), pages 839-870, July.
  90. Huber, Martin, 2012. "Statistical verification of a natural "natural experiment": Tests and sensitivity checks for the sibling sex ratio instrument," Economics Working Paper Series 1219, University of St. Gallen, School of Economics and Political Science.
  91. Dufour, Jean-Marie & Jouini, Tarek, 2006. "Finite-sample simulation-based inference in VAR models with application to Granger causality testing," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 229-254.
  92. Tomasz Swiecki, 2017. "Determinants of Structural Change," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 24, pages 95-131, March.
  93. Moreira, Marcelo J. & Porter, Jack R. & Suarez, Gustavo A., 2009. "Bootstrap validity for the score test when instruments may be weak," Journal of Econometrics, Elsevier, vol. 149(1), pages 52-64, April.
  94. Hong, Han & Li, Jessie, 2018. "The numerical delta method," Journal of Econometrics, Elsevier, vol. 206(2), pages 379-394.
  95. Camponovo, Lorenzo & Scaillet, Olivier & Trojani, Fabio, 2012. "Robust subsampling," Journal of Econometrics, Elsevier, vol. 167(1), pages 197-210.
  96. Joel L. Horowitz, 2018. "Bootstrap Methods in Econometrics," Papers 1809.04016, arXiv.org.
  97. Frazis, Harley & Loewenstein, Mark A., 2003. "Estimating linear regressions with mismeasured, possibly endogenous, binary explanatory variables," Journal of Econometrics, Elsevier, vol. 117(1), pages 151-178, November.
  98. Gerard, François & Rothe, Christoph & Rokkanen, Miikka, 2016. "Bounds on Treatment Effects in Regression Discontinuity Designs under Manipulation of the Running Variable, with an Application," CEPR Discussion Papers 11668, C.E.P.R. Discussion Papers.
  99. Chen, Qihui & Fang, Zheng, 2019. "Inference on functionals under first order degeneracy," Journal of Econometrics, Elsevier, vol. 210(2), pages 459-481.
  100. Konrad Menzel, 2021. "Bootstrap With Cluster‐Dependence in Two or More Dimensions," Econometrica, Econometric Society, vol. 89(5), pages 2143-2188, September.
  101. Martin M. Andreasen & Andrew Meldrum, 2014. "Dynamic term structure models: The best way to enforce the zero lower bound," CREATES Research Papers 2014-47, Department of Economics and Business Economics, Aarhus University.
  102. Ham, John C. & Woutersen, Tiemen, 2011. "Calculating Confidence Intervals for Continuous and Discontinuous Functions of Estimated Parameters," IZA Discussion Papers 5816, Institute of Labor Economics (IZA).
  103. Zhexiao Lin & Fang Han, 2023. "On the failure of the bootstrap for Chatterjee's rank correlation," Papers 2303.14088, arXiv.org, revised Apr 2023.
  104. Karthik Sriram & Peng Shi, 2021. "Stochastic loss reserving: A new perspective from a Dirichlet model," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 88(1), pages 195-230, March.
  105. Kawaguchi, Kohei, 2017. "Testing rationality without restricting heterogeneity," Journal of Econometrics, Elsevier, vol. 197(1), pages 153-171.
  106. Khalaf, Lynda & Saunders, Charles J., 2017. "Monte Carlo forecast evaluation with persistent data," International Journal of Forecasting, Elsevier, vol. 33(1), pages 1-10.
  107. Christopher J. Bennett, 2009. "p-Value Adjustments for Asymptotic Control of the Generalized Familywise Error Rate," Vanderbilt University Department of Economics Working Papers 0905, Vanderbilt University Department of Economics.
  108. Fan Yang & Dylan S. Small, 2016. "Using post-outcome measurement information in censoring-by-death problems," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 78(1), pages 299-318, January.
  109. Romain Espinosa & Jan Stoop, 2021. "Do people really want to be informed? Ex-ante evaluations of information-campaign effectiveness," Experimental Economics, Springer;Economic Science Association, vol. 24(4), pages 1131-1155, December.
  110. Horowitz, Joel L. & Manski, Charles F., 2006. "Identification and estimation of statistical functionals using incomplete data," Journal of Econometrics, Elsevier, vol. 132(2), pages 445-459, June.
  111. Stefan Hubner, 2020. "It's complicated: A Non-parametric Test of Preference Stability between Singles and Couples," Bristol Economics Discussion Papers 20/735, School of Economics, University of Bristol, UK.
  112. Irene Botosaru & Chris Muris & Krishna Pendakur, 2020. "Intertemporal Collective Household Models: Identification in Short Panels with Unobserved Heterogeneity in Resource Shares," CeMMAP working papers CWP26/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  113. Wang, Weizhen, 2013. "A note on bootstrap confidence intervals for proportions," Statistics & Probability Letters, Elsevier, vol. 83(12), pages 2699-2702.
  114. Laurent Davezies & Xavier d'Haultfoeuille, 2013. "Endogenous Attrition in Panels," Working Papers 2013-17, Center for Research in Economics and Statistics.
  115. Canay, Ivan A., 2010. "EL inference for partially identified models: Large deviations optimality and bootstrap validity," Journal of Econometrics, Elsevier, vol. 156(2), pages 408-425, June.
  116. Christis Katsouris, 2023. "Bootstrapping Nonstationary Autoregressive Processes with Predictive Regression Models," Papers 2307.14463, arXiv.org.
  117. Tabri, Rami V., 2015. "Empirical Likelihood for Robust Poverty Comparisons," Working Papers 2015-02, University of Sydney, School of Economics, revised May 2015.
  118. Fabio Busetti & Silvestro di Sanzo, 2011. "Bootstrap LR tests of stationarity, common trends and cointegration," Temi di discussione (Economic working papers) 799, Bank of Italy, Economic Research and International Relations Area.
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  120. Nguyen, Huy & Sharkey, Thomas C. & Wheeler, Shamus & Mitchell, John E. & Wallace, Willam A., 2021. "Towards the development of quantitative resilience indices for Multi-Echelon Assembly Supply Chains," Omega, Elsevier, vol. 99(C).
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  125. Khalaf, Lynda & Urga, Giovanni, 2014. "Identification robust inference in cointegrating regressions," Journal of Econometrics, Elsevier, vol. 182(2), pages 385-396.
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  128. Chen, Ruxin & Tabri, Rami V., 2021. "Jackknife empirical likelihood for inequality constraints on regular functionals," Journal of Econometrics, Elsevier, vol. 221(1), pages 68-77.
  129. John R. Birge, 2023. "Uses of Sub-sample Estimates to Reduce Errors in Stochastic Optimization Models," Papers 2310.07052, arXiv.org.
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