A Two-Step Method for Testing Many Moment Inequalities

DOI10.1080/07350015.2021.1897016MaRDI QIDQ6620930zbMATH OpenFDO

Authors Yuehao Bai, Andres Santos, Azeem M. Shaikh

Publication date 17 October 2024

Published in Journal of Business and Economic Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07350015.2021.1897016

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites work

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• On the uniform asymptotic validity of subsampling and the bootstrap
• Testing moment inequalities: selection versus recentering
• The Berry-Esseen bound for Student's statistic
• Weak convergence and empirical processes. With applications to statistics

Cited in

(1)

• A general test for functional inequalities

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