Simple Adaptive Size-Exact Testing for Full-Vector and Subvector Inference in Moment Inequality Models

DOI10.1093/RESTUD/RDAC015MaRDI QIDQ5877757OpenAlexFDO

Authors

Publication date 16 February 2023

Published in Review of Economic Studies (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1907.06317

zbMATH Keywords

linear programminglikelihood ratiomoment inequalitiesconvex polyhedronuniform inferencesubvector inference

Mathematics Subject Classification ID

Linear programming (90C05) Statistical methods; economic indices and measures (91B82)

Recommendations

• Adaptive tests of conditional moment inequalities
• A practical two-step method for testing moment inequalities
• Inference for subvectors and other functions of partially identified parameters in moment inequality models
• Inference for parameters defined by moment inequalities using generalized moment selection
• Asymptotically exact inference in conditional moment inequality~models

Cited in

(2)

• A more credible approach to parallel trends
• A practical two-step method for testing moment inequalities

Describes a project that uses

Uses Software

• Matlab

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