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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Bibliographic Details
Main Authors: Chernozhukov, Victor V., Lee, Sokbae, Rosen, Adam M.
Other Authors: Massachusetts Institute of Technology. Department of Economics
Format: Article
Language:en_US
Published: John Wiley & Sons, Inc 2013
Online Access:http://hdl.handle.net/1721.1/82644
https://orcid.org/0000-0002-3250-6714