Asymptotically exact inference in conditional moment inequality~models

DOI10.1016/j.jeconom.2015.01.002zbMath1331.62094arXiv1112.1024MaRDI QIDQ2346015

Timothy B. Armstrong

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

Mathematics Subject Classification ID

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, A simple test for moment inequality models with an application to English auctions

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