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

DOI10.1093/RESTUD/RDAC015OpenAlexW4225906424MaRDI QIDQ5877757FDOQ5877757

Author name not available (Why is that?)

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

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

zbMATH Keywords

linear programminglikelihood ratiomoment inequalitiesconvex polyhedronuniform inferencesubvector inference

Mathematics Subject Classification ID

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

Cited In (1)

• A more credible approach to parallel trends

Uses Software

• Matlab

This page was built for publication: Simple Adaptive Size-Exact Testing for Full-Vector and Subvector Inference in Moment Inequality Models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5877757)