Asymptotically exact inference in conditional moment inequality~models
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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
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