Adaptive, rate-optimal hypothesis testing in nonparametric IV models

DOI10.3982/ECTA18602MaRDI QIDQ6979523zbMATH OpenFDO

Authors Christoph Breunig, Xiaohong Chen

Publication date 25 May 2025

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://econpapers.repec.org/RePEc:arx:papers:2006.09587

zbMATH Keywords

powercomposite hypothesisshape restrictionsnonparametric alternativesminimax rate of testingadaptive hypothesis testingHilbert projection onto closed convex setsrandom exponential scansieve two-stage least squaressieve U-statistics

Mathematics Subject Classification ID

Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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Cited in

(4)

• Adaptive, rate-optimal hypothesis testing in nonparametric IV models
• Data-driven policy learning for continuous treatments
• Estimation of spatial autoregressive panel data models with nonparametric endogenous effect
• A general test for functional inequalities

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