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The Limit of Finite-Sample Size and a Problem with Subsampling. (2007). Guggenberger, Patrik ; Andrews, Donald.
In: Cowles Foundation Discussion Papers.
RePEc:cwl:cwldpp:1605r.

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  1. .

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  3. Testing instrument validity for LATE identification based on inequality moment constraints. (2011). Mellace, Giovanni ; Huber, Martin.
    In: Economics Working Paper Series.
    RePEc:usg:econwp:2011:43.

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  4. On Bahadur efficiency of empirical likelihood. (2010). Otsu, Taisuke.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:157:y:2010:i:2:p:248-256.

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  5. Estimation with overidentifying inequality moment conditions. (2009). Schorfheide, Frank ; Moon, Hyungsik.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:153:y:2009:i:2:p:136-154.

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References

References cited by this document

  1. (1999): Estimation When a Parameter Is on a Boundary, Econometrica, 67, 1341-1383.

  2. (2UU1): Testing When a Parameter Is on the Boundary of the Maintained Hypothesis, Econometrica, 69, 683-734. Andrews, D. W. K. and P. Guggenberger (2UU5a): Hybrid and Size-corrected Subsample Methods, unpublished manuscript, Cowles Foundation, Yale University.
    Paper not yet in RePEc: Add citation now

  3. (2UUU): Inconsistency of the Bootstrap When a Parameter Is on the Boundary of the Parameter Space, Econometrica, 68, 399-4U5.

Cocites

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  2. Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests. (2011). Guggenberger, Patrik ; Cheng, Xu ; Andrews, Donald ; Donald W. K. Andrews, .
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  4. Applications of subsampling, hybrid, and size-correction methods. (2010). Guggenberger, Patrik ; Andrews, Donald ; Andrews, Donald W. K., .
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  12. Nonparametric Estimation of a Polarization Measure. (2009). Whang, Yoon-Jae ; LINTON, OLIVER ; Anderson, Gordon.
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  13. Nonparametric estimation of a polarization measure. (2009). Whang, Yoon-Jae ; LINTON, OLIVER ; Anderson, Gordon.
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