Dilatation Bootstrap: a methodology for constructing confidence regions with partially identified models

Alfred Galichon () and Marc Henry
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Alfred Galichon: ECON - Département d'économie (Sciences Po) - Sciences Po - Sciences Po - CNRS - Centre National de la Recherche Scientifique

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Abstract: We propose a methodology for constructing confidence regions with partially identified models of general form. The region is obtained by inverting a test of internal consistency of the econometric structure. We develop a dilation bootstrap methodology to deal with sampling uncertainty without reference to the hypothesized economic structure. It requires bootstrapping the quantile process for univariate data and a novel generalization of the latter to higher dimensions. Once the dilation is chosen to control the confidence level, the unknown true distribution of the observed data can be replaced by the known empirical distribution and confidence regions can then be obtained as in Galichon and Henry (2011) and Beresteanu, Molchanov and Molinari (2011).

Keywords: Partial identification; Dilation bootstrap; Quantile process; Optimal matching (search for similar items in EconPapers)
Date: 2013
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Published in Journal of Econometrics, 2013, 177 (1), pp.109 - 115. ⟨10.1016/j.jeconom.2013.07.001⟩

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Working Paper: Dilatation Bootstrap: a methodology for constructing confidence regions with partially identified models (2013)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:spmain:hal-03400046

DOI: 10.1016/j.jeconom.2013.07.001

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