Testing generalized regression monotonicity

DOI10.1017/S0266466618000439MaRDI QIDQ5205273zbMATH OpenOpenAlexWikidataFDO

Authors Yu-Chin Hsu, Xiaoxia Shi, Chuan Liu

Publication date 11 December 2019

Published in Econometric Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s0266466618000439

zbMATH Keywords

generalized regression monotonicity (GRM) hypothesismonotone instrumental variable assumption

Mathematics Subject Classification ID

General nonlinear regression (62J02) Order statistics; empirical distribution functions (62G30)

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Cited in

(13)

• Testing for monotonicity in unobservables under unconfoundedness
• Discordant relaxations of misspecified models
• Role models and revealed gender-specific costs of STEM in an extended Roy model of major choice
• A Kolmogorov-type test for monotonicity of regression.
• Testing independence between exogenous variables and unobserved errors
• Consistent Estimation of Distribution Functions under Increasing Concave and Convex Stochastic Ordering
• Testing for monotonicity under endogeneity: an application to the reservation wage function
• TESTING FOR UNOBSERVED HETEROGENEOUS TREATMENT EFFECTS WITH OBSERVATIONAL DATA
• Testing for Stochastic Monotonicity
• Instrument validity for heterogeneous causal effects
• TESTING REGRESSION MONOTONICITY IN ECONOMETRIC MODELS
• GLS under monotone heteroskedasticity
• Sharp test for equilibrium uniqueness in discrete games with private information and common knowledge unobserved heterogeneity

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