摘要翻译：
本文研究由线性矩不等式定义的部分辨识参数的线性函数和标量子向量的一致有效推理。我们提出的过程相当于自举四个精心构造的“扰动”线性规划问题的值函数，而不需要研究者在参数空间上网格。我们一致有效性的低层条件依赖于微分拓扑中的Sard定理的应用。我们的方法对于真的部分辨识参数是渐近保守的，但在较弱的假设下是有效的，在有限样本中表现良好，并且计算简单。
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英文标题：
《Simple Inference on Functionals of Set-Identified Parameters Defined by
  Linear Moments》
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作者：
JoonHwan Cho, Thomas M. Russell
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最新提交年份：
2021
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分类信息：

一级分类：Economics        经济学
二级分类：Econometrics        计量经济学
分类描述：Econometric Theory, Micro-Econometrics, Macro-Econometrics, Empirical Content of Economic Relations discovered via New Methods, Methodological Aspects of the Application of Statistical Inference to Economic Data.
计量经济学理论，微观计量经济学，宏观计量经济学，通过新方法发现的经济关系的实证内容，统计推论应用于经济数据的方法论方面。
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英文摘要：
  This paper considers uniformly valid inference for linear functionals and scalar subvectors of partially identified parameters defined by linear moment inequalities. Our proposed procedure amounts to bootstrapping the value functions of four carefully constructed "perturbed" linear programming problems, and does not require the researcher to grid over the parameter space. Our low-level conditions for uniform validity rely on an application of Sard's Theorem from differential topology. Our procedure is asymptotically conservative for the true partially identified parameter, but is valid under weak assumptions, performs well in finite samples, and is computationally simple to implement.
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PDF链接：
https://arxiv.org/pdf/1810.03180