Inference based on many conditional moment inequalities
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Publication:503565
DOI10.1016/J.JECONOM.2016.09.010zbMATH Open1403.62075OpenAlexW3123037742MaRDI QIDQ503565FDOQ503565
Authors: Xiaoxia Shi, Donald W. K. Andrews 
Publication date: 13 January 2017
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2016.09.010
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asymptotic powermoment inequalitiesconfidence setKolmogorov-Smirnovasymptotic sizeconditional moment inequalitiesCramér-von Mises
Nonparametric hypothesis testing (62G10) Nonparametric statistical resampling methods (62G09) Nonparametric tolerance and confidence regions (62G15)
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- Inference based on conditional moment inequalities
- Adaptive tests of conditional moment inequalities
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- Testing functional inequalities
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- Nonparametric inference based on conditional moment inequalities
- Weighted KS statistics for inference on conditional moment inequalities
- Inference based on many conditional moment inequalities
- An instrumental variable random-coefficients model for binary outcomes
- Nonparametric Identification of Risk Aversion in First-Price Auctions Under Exclusion Restrictions
- IV models of ordered choice
Cited In (30)
- Set identified linear models
- Set inference in latent variables models
- Consistent estimation with many moment inequalities
- A simple specification test for models with many conditional moment inequalities
- Multiscale adaptive inference on conditional moment inequalities
- Testing treatment effect heterogeneity in regression discontinuity designs
- Monte Carlo confidence sets for identified sets
- Specification tests for partially identified models defined by moment inequalities
- Testing for a general class of functional inequalities
- Nonparametric inference based on conditional moment inequalities
- An improved bootstrap test for restricted stochastic dominance
- Debiased machine learning of set-identified linear models
- Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities
- Constraint qualifications in partial identification
- Testing generalized regression monotonicity
- Improving confidence set estimation when parameters are weakly identified
- Intersection bounds: estimation and inference
- Inference for parameters defined by moment inequalities using generalized moment selection
- Nonparametric Tests for Treatment Effect Heterogeneity With Duration Outcomes
- Asymptotically exact inference in conditional moment inequality~models
- Inference based on conditional moment inequalities
- Inference in semiparametric conditional moment models with partial identification
- A stochastic dominance test under survey nonresponse with an application to comparing trust levels in Lebanese public institutions
- Distortions of asymptotic confidence size in locally misspecified moment inequality models
- Inference based on many conditional moment inequalities
- Uniform inference for value functions
- Heterogeneous treatment effect bounds under sample selection with an application to the effects of social media on political polarization
- Inference in partially identified models with many moment inequalities using Lasso
- Confidence intervals for the quantile of treatment effects in randomized experiments
- Asymptotic inference for the constrained quantile regression process
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