Asymptotically exact inference in conditional moment inequality~models
From MaRDI portal
Publication:2346015
DOI10.1016/j.jeconom.2015.01.002zbMath1331.62094arXiv1112.1024MaRDI QIDQ2346015
Publication date: 29 May 2015
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1112.1024
62P20: Applications of statistics to economics
62F25: Parametric tolerance and confidence regions
62F05: Asymptotic properties of parametric tests
Related Items
TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES, ADAPTIVE TESTS OF CONDITIONAL MOMENT INEQUALITIES, Distribution-free tests of conditional moment inequalities, Inference based on many conditional moment inequalities, On the choice of test statistic for conditional moment inequalities, Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models, Inference in ordered response games with complete information, Inference in partially identified models with many moment inequalities using Lasso, A simple test for moment inequality models with an application to English auctions
Cites Work
- Consistent model specification tests
- Testing functional inequalities
- On the uniform asymptotic validity of subsampling and the bootstrap
- Inference for identifiable parameters in partially identified econometric models
- Subsampling
- Asymptotically exact nonparametric hypothesis testing in sup-norm and at a fixed point
- Weighted KS statistics for inference on conditional moment inequalities
- Inference on endogenously censored regression models using conditional moment inequalities
- A test of non-identifying restrictions and confidence regions for partially identified parameters
- Multiscale adaptive inference on conditional moment inequalities
- Inference Based on Conditional Moment Inequalities
- Bayesian and Frequentist Inference in Partially Identified Models
- Bounds on Elasticities With Optimization Frictions: A Synthesis of Micro and Macro Evidence on Labor Supply
- Set Identified Linear Models
- Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure
- VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES
- Asymptotic Properties for a Class of Partially Identified Models
- ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE m OUT OF n BOOTSTRAP
- Bootstrap Inference in Partially Identified Models Defined by Moment Inequalities: Coverage of the Identified Set
- Robust Tests for Heteroscedasticity Based on Regression Quantiles
- Regression Quantiles
- On Subsampling Estimators with Unknown Rate of Convergence
- ADAPTIVE TESTS OF CONDITIONAL MOMENT INEQUALITIES
- Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection
- Inference for the Identified Set in Partially Identified Econometric Models
- More on Confidence Intervals for Partially Identified Parameters
- Estimation and Confidence Regions for Parameter Sets in Econometric Models
- Inference on Regressions with Interval Data on a Regressor or Outcome
- Confidence Intervals for Partially Identified Parameters