Non-standard tests through a composite null and alternative in point-identified parameters

DOI10.1515/JEM-2014-0006zbMATH Open1345.62038OpenAlexW2318330691MaRDI QIDQ312337FDOQ312337

Authors Jinyong Hahn, Geert Ridder 

Publication date 15 September 2016

Published in Journal of Econometric Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/jem-2014-0006

zbMATH Keywords

confidence intervalmoment inequalitiescomposite hypothesespartial identification

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Estimation in survival analysis and censored data (62N02) Applications of statistics to economics (62P20) Parametric tolerance and confidence regions (62F25)

Recommendations

• Confidence Intervals for Partially Identified Parameters
• Nonparametric inference based on conditional moment inequalities
• Inference in nonparametric instrumental variables with partial identification
• A test of non-identifying restrictions and confidence regions for partially identified parameters
• Credibility of confidence sets in nonstandard econometric problems

Cites work

• scientific article; zbMATH DE number 3984308 (Why is no real title available?)
• A test of non-identifying restrictions and confidence regions for partially identified parameters
• Alternative models for moment inequalities
• Asymptotic Properties for a Class of Partially Identified Models
• Asymptotic Statistics
• Bootstrap Inference in Partially Identified Models Defined by Moment Inequalities: Coverage of the Identified Set
• Confidence Intervals for Partially Identified Parameters
• Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities
• EL inference for partially identified models: large deviations optimality and bootstrap validity
• Econometric analysis of cross section and panel data.
• Estimation and Confidence Regions for Parameter Sets in Econometric Models
• Estimation with overidentifying inequality moment conditions
• Inference for parameters defined by moment inequalities using generalized moment selection
• Inference for the identified set in partially identified econometric models
• Inference on Regressions with Interval Data on a Regressor or Outcome
• Intersection bounds: estimation and inference
• More on confidence intervals for partially identified parameters
• Nearly optimal tests when a nuisance parameter is present under the null hypothesis
• Nonparametric Analysis of Randomized Experiments with Missing Covariate and Outcome Data
• On the rate of convergence in the multivariate CLT
• Partial identification of probability distributions.
• Set identified linear models

Cited in

(2)

• Uniformity and the delta method
• Bounds on treatment effects on transitions

This page was built for publication: Non-standard tests through a composite null and alternative in point-identified parameters

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q312337)