Multiscale adaptive inference on conditional moment inequalities

DOI10.1016/J.JECONOM.2016.04.001zbMath1431.62181arXiv1212.5729OpenAlexW3122746099MaRDI QIDQ2630347

Hock Peng Chan, Timothy B. Armstrong

Publication date: 27 July 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1212.5729

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20)

Related Items (13)

TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES ⋮ Instrument validity for heterogeneous causal effects ⋮ ADAPTIVE TESTS OF CONDITIONAL MOMENT INEQUALITIES ⋮ On the choice of test statistic for conditional moment inequalities ⋮ IDENTIFICATION AND INFERENCE ON REGRESSIONS WITH MISSING COVARIATE DATA ⋮ Weighted KS statistics for inference on conditional moment inequalities ⋮ Unnamed Item ⋮ Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models ⋮ TESTING REGRESSION MONOTONICITY IN ECONOMETRIC MODELS ⋮ Multiscale clustering of nonparametric regression curves ⋮ On testing conditional qualitative treatment effects ⋮ Inference in ordered response games with complete information ⋮ Asymptotically exact inference in conditional moment inequality~models

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