Inference on Directionally Differentiable Functions
نویسندگان
چکیده
منابع مشابه
Inference on Directionally Differentiable Functions
This paper studies an asymptotic framework for conducting inference on parameters of the form φ(θ0), where φ is a known directionally differentiable function and θ0 is estimated by θ̂n. In these settings, the asymptotic distribution of the plug-in estimator φ(θ̂n) can be readily derived employing existing extensions to the Delta method. We show, however, that the “standard” bootstrap is only cons...
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ژورنال
عنوان ژورنال: The Review of Economic Studies
سال: 2018
ISSN: 0034-6527,1467-937X
DOI: 10.1093/restud/rdy049