Inference based on conditional moment inequalities

DOI10.3982/ECTA9370zbMATH Open1274.62311OpenAlexW4292311683MaRDI QIDQ2857550FDOQ2857550

Authors: Donald W. K. Andrews, Xiaoxia Shi 

Publication date: 4 November 2013

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3982/ecta9370

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zbMATH Keywords

asymptotic powermoment inequalitiesconfidence setKolmogorov-Smirnovasymptotic sizeconditional moment inequalitiesgeneralized moment selectionCramér-von Mises

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Nonparametric tolerance and confidence regions (62G15)

Cited In (86)

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• Distribution-free tests of conditional moment inequalities
• Inferring the conditional mean
• Consistent estimation with many moment inequalities
• Multiscale adaptive inference on conditional moment inequalities
• Testing treatment effect heterogeneity in regression discontinuity designs
• Specification tests for partially identified models defined by moment inequalities
• Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models
• Applied welfare analysis for discrete choice with interval-data on income
• Inference on functionals under first order degeneracy
• Misspecification in moment inequality models: back to moment equalities?
• Testing for a general class of functional inequalities
• Nonparametric inference based on conditional moment inequalities
• A uniform-in-\(P\) Edgeworth expansion under weak Cramér conditions
• Set identification of the censored quantile regression model for short panels with fixed effects
• Identification of panel data models with endogenous censoring
• Debiased machine learning of set-identified linear models
• Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency
• The numerical bootstrap
• Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities
• Honest confidence sets in nonparametric IV regression and other ill-posed models
• Inference on incomplete information games with multi-dimensional actions
• Confidence intervals in generalized method of moments models
• Adaptive tests of conditional moment inequalities
• Testing generalized regression monotonicity
• Estimation and inference for distribution functions and quantile functions in treatment effect models
• On testing conditional qualitative treatment effects
• Dynamic discrete choice models with incomplete data: sharp identification
• A geometric approach to inference in set-identified entry games
• Intersection bounds: estimation and inference
• Inference for parameters defined by moment inequalities using generalized moment selection
• Asymptotically exact inference in conditional moment inequality~models
• Quantile regression with interval data
• Econometric inference on a large Bayesian game with heterogeneous beliefs
• Nonparametric estimation and inference under shape restrictions
• Generic results for establishing the asymptotic size of confidence sets and tests
• TESTING FOR UNOBSERVED HETEROGENEOUS TREATMENT EFFECTS WITH OBSERVATIONAL DATA
• Partial identification and inference in censored quantile regression
• IDENTIFICATION AND INFERENCE ON REGRESSIONS WITH MISSING COVARIATE DATA
• Improving the power of tests of stochastic dominance
• Inference in semiparametric conditional moment models with partial identification
• Nonparametric inference for counterfactual means: bias-correction, confidence sets, and weak IV
• Inference for parameters defined by moment inequalities: a recommended moment selection procedure
• TESTING REGRESSION MONOTONICITY IN ECONOMETRIC MODELS
• Model selection tests for moment inequality models
• Sensitivity analysis using approximate moment condition models
• A nonparametric test of a strong leverage hypothesis
• Distortions of asymptotic confidence size in locally misspecified moment inequality models
• Estimating multinomial choice models with unobserved choice sets
• Estimating unobserved individual heterogeneity using pairwise comparisons
• Inference in ordered response games with complete information
• Inference based on many conditional moment inequalities
• Testing for central dominance: method and application
• Inference in partially identified models with many moment inequalities using Lasso
• Simple two-stage inference for a class of partially identified models
• A simple test for moment inequality models with an application to English auctions
• Partial identification in statistical matching with misclassification
• The numerical delta method
• Improved central limit theorem and bootstrap approximations in high dimensions
• On the choice of test statistic for conditional moment inequalities
• Testing identification conditions of LATE in fuzzy regression discontinuity designs
• Identifying treatment effects in the presence of confounded types
• Set inference in latent variables models
• Discordant relaxations of misspecified models
• Moment inequalities for multinomial choice with fixed effects
• A simple specification test for models with many conditional moment inequalities
• Local linearization based subvector inference in moment inequality models
• The lower regression function and testing expectation dependence dominance hypotheses
• Comparison of inferential methods in partially identified models in terms of error in coverage probability
• Nonparametric weighted average quantile derivative
• Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk
• Improved Nonparametric Bootstrap Tests of Lorenz Dominance
• Nonparametric Tests for Treatment Effect Heterogeneity With Duration Outcomes
• Inference in models with partially identified control functions
• Comparing Predictive Accuracy in the Presence of a Loss Function Shape Parameter
• Nonparametric Instrumental Regression With Right Censored Duration Outcomes
• Micro-Level Estimation of Optimal Consumption Choice With Intertemporal Nonseparability in Preferences and Measurement Errors
• Testing for jump spillovers without testing for jumps
• Instrument validity for heterogeneous causal effects
• Nonparametric Tests for the Effect of a Treatment on the Conditional Variance
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• IV methods for Tobit models
• Heterogeneous treatment effect bounds under sample selection with an application to the effects of social media on political polarization
• Identification in discrete choice models with imperfect information
• Reprint of: Out-of-sample tests for conditional quantile coverage: an application to growth-at-risk
• Inference in an incomplete information entry game with an incumbent and with beliefs conditioned on unobservable market characteristics

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