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

DOI10.1016/J.JECONOM.2016.04.006MaRDI QIDQ2630352zbMATH OpenOpenAlexFDO

Authors Amit Gandhi, Daniel Quint, Andrés Aradillas-López

Publication date 27 July 2016

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

Full work available at URL https://doi.org/10.1016/j.jeconom.2016.04.006

zbMATH Keywords

independent private valuesconditional moment inequalitiestesting auctions

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to economics (62P20) Auctions, bargaining, bidding and selling, and other market models (91B26)

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Cites work

• A consistent nonparametric test of affiliation in auction models
• Approximation Theorems of Mathematical Statistics
• Asymptotically exact inference in conditional moment inequality~models
• Competitive bidding with entry costs
• Consistent Tests for Stochastic Dominance
• Consistent estimation with many moment inequalities
• Estimation of games with ordered actions: an application to chain-store entry
• Identification and estimation of auction models with unobserved heterogeneity
• Identification and inference in ascending auctions with correlated private values
• Identification of Standard Auction Models
• Identification of first-price auctions with non-separable unobserved heterogeneity
• Inference based on conditional moment inequalities
• Inference of signs of interaction effects in simultaneous games with incomplete information
• Intersection bounds: estimation and inference
• Maximal inequalities for degenerate U-processes with applications to optimization estimators
• Nonparametric Identification of Risk Aversion in First-Price Auctions Under Exclusion Restrictions
• Nonparametric inference based on conditional moment inequalities
• On Non-parametric Testing, the Uniform Behaviour of the t-test, and Related Problems
• Pairwise difference estimators for nonlinear models
• Semiparametric estimation of first-price auctions with risk-averse bidders
• Simulation and the Asymptotics of Optimization Estimators
• Testing for Stochastic Monotonicity
• Testing for a general class of functional inequalities
• Testing functional inequalities
• Testing monotonicity of regression.
• The Affiliation Effect in First-Price Auctions
• Unified approach to testing functional hypotheses in semiparametric contexts
• Weighted KS statistics for inference on conditional moment inequalities

Cited in

(9)

• Inference in nonparametric/semiparametric moment equality models with shape restrictions
• Testing treatment effect heterogeneity in regression discontinuity designs
• A consistent nonparametric test of affiliation in auction models
• Testing for a general class of functional inequalities
• Alternative models for moment inequalities
• Nonparametric tests for strictly increasing virtual valuations
• A Comment on “Simple Estimators for Invertible Index Models”
• Estimation and inference in games of incomplete information with unobserved heterogeneity and large state space
• Nonparametric tests for strategic interaction effects with rationalizability

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