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Title:
Subvector Inference in Partially Identified Models with Many Moment Inequalities
Abstract:
In this work we consider bootstrap-based inference methods for functions of the parameter vector in the presence of many moment inequalities where the number of moment inequalities, denoted by p, is possibly much larger than the sample size n. In particular this covers the case of subvector inference, such as the inference on a single component associated with a...
