A practical two-step method for testing moment inequalities
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Publication:4615896
DOI10.3982/ECTA11011zbMATH Open1410.62044MaRDI QIDQ4615896FDOQ4615896
Azeem M. Shaikh, Joseph P. Romano, Michael Wolf
Publication date: 29 January 2019
Published in: Econometrica (Search for Journal in Brave)
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- Multiple Testing When Many p-Values are Uniformly Conservative, with Application to Testing Qualitative Interaction in Educational Interventions
- Measuring diagnostic test performance using imperfect reference tests: a partial identification approach
- Inference in partially identified models with many moment inequalities using Lasso
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- Inference for large-scale linear systems with known coefficients
- On bootstrap inconsistency and Bonferroni-based size-correction for the subset Anderson-Rubin test under conditional homoskedasticity
- ADAPTIVE TESTS OF CONDITIONAL MOMENT INEQUALITIES
- Improved central limit theorem and bootstrap approximations in high dimensions
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