TESTING REGRESSION MONOTONICITY IN ECONOMETRIC MODELS (Q4967792)

scientific article; zbMATH DE number 7079052

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English	TESTING REGRESSION MONOTONICITY IN ECONOMETRIC MODELS	scientific article; zbMATH DE number 7079052

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instance of

scholarly article

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title

TESTING REGRESSION MONOTONICITY IN ECONOMETRIC MODELS (English)

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11 July 2019

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full work available at URL

https://arxiv.org/abs/1212.6757

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zbMATH Keywords

regression monotonicity

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econometric models

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MaRDI profile type

MaRDI publication profile

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cites work

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Central limit theorems and bootstrap in high dimensions

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ADAPTIVE TESTS OF CONDITIONAL MOMENT INEQUALITIES

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An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative

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On nonparametric tests of positivity/monotonicity/convexity

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Testing Statistical Hypotheses

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Testing for Stochastic Monotonicity

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Bootstrap procedures under some non-i.i.d. models

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Bootstrap and wild bootstrap for high dimensional linear models

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Monotone Comparative Statics

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Estimation of heteroscedasticity in regression analysis

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Bandwidth choice for nonparametric regression

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Inference for the Identified Set in Partially Identified Econometric Models

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Stepwise Multiple Testing as Formalized Data Snooping

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Introduction to nonparametric estimation

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Weak convergence and empirical processes. With applications to statistics

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Testing the monotonicity or convexity of a function using regression splines

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Identifiers

zbMATH Open document ID

1420.62480

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DOI

10.1017/S0266466618000282

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:4967792