Inference based on many conditional moment inequalities

DOI10.1016/J.JECONOM.2016.09.010zbMATH Open1403.62075OpenAlexW3123037742MaRDI QIDQ503565FDOQ503565

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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Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Nonparametric statistical resampling methods (62G09) Nonparametric tolerance and confidence regions (62G15)

Cites Work

Comparison and anti-concentration bounds for maxima of Gaussian random vectors
Title not available (Why is that?)
Intersection bounds: estimation and inference
Anti-concentration and honest, adaptive confidence bands
Asymptotically exact inference in conditional moment inequality~models
Inference on endogenously censored regression models using conditional moment inequalities
Inference based on conditional moment inequalities
ADAPTIVE TESTS OF CONDITIONAL MOMENT INEQUALITIES
NONPARAMETRIC TESTS OF DENSITY RATIO ORDERING
Testing functional inequalities
Consistent Tests for Stochastic Dominance
Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality
Inference for Lorenz curve orderings
Nonparametric Tests of Stochastic Dominance in Income Distributions
Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection
A test of non-identifying restrictions and confidence regions for partially identified parameters
An improved bootstrap test of stochastic dominance
Chi-Square Diagnostic Tests for Econometric Models: Theory
Sharp identification regions in models with convex moment predictions
Moment Inequalities and Their Application
General chi-square goodness-of-fit tests with data-dependent cells
Toward an empirical analysis of polarization
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 (13)

TESTING GENERALIZED REGRESSION MONOTONICITY
A simple specification test for models with many conditional moment inequalities
Testing treatment effect heterogeneity in regression discontinuity designs
An improved bootstrap test for restricted stochastic dominance
Debiased machine learning of set-identified linear models
Nonparametric Tests for Treatment Effect Heterogeneity With Duration Outcomes
A stochastic dominance test under survey nonresponse with an application to comparing trust levels in Lebanese public institutions
TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES
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
Confidence intervals for the quantile of treatment effects in randomized experiments
Asymptotic inference for the constrained quantile regression process

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