Comparison of two treatments and inconsistency of bootstrap

Research output: Contribution to journalArticlepeer-review

Abstract

This paper derives the sharp pointwise bounds of the distribution function of the difference of two treatments' outcomes. The asymptotic distributions of the consistent estimators are discontinuous at nuisance parameters due to two reasons, which make bootstrap estimations inconsistent.

Original languageEnglish
Pages (from-to)96-98
Number of pages3
JournalEconomics Letters
Volume104
Issue number2
DOIs
Publication statusPublished - 2009 Aug
Externally publishedYes

Keywords

  • Bootstrap
  • Boundary problem
  • Subsampling
  • Treatment effects

ASJC Scopus subject areas

  • Finance
  • Economics and Econometrics

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