Weighted KS statistics for inference on conditional moment inequalities

DOI10.1016/j.jeconom.2014.04.021zbMath1311.62041arXiv1112.1023OpenAlexW2964072154MaRDI QIDQ2451789

Timothy B. Armstrong

Publication date: 4 June 2014

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1112.1023

zbMATH Keywords

moment inequalitiesadaptive inferenceirregular identificationset inference

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15)

Related Items (19)

Multiscale adaptive inference on conditional moment inequalities ⋮ A simple test for moment inequality models with an application to English auctions ⋮ TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES ⋮ Instrument validity for heterogeneous causal effects ⋮ Dynamic discrete choice models with incomplete data: sharp identification ⋮ ADAPTIVE TESTS OF CONDITIONAL MOMENT INEQUALITIES ⋮ On the choice of test statistic for conditional moment inequalities ⋮ IDENTIFICATION AND INFERENCE ON REGRESSIONS WITH MISSING COVARIATE DATA ⋮ Inference based on many conditional moment inequalities ⋮ Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models ⋮ COMPARISON OF INFERENTIAL METHODS IN PARTIALLY IDENTIFIED MODELS IN TERMS OF ERROR IN COVERAGE PROBABILITY ⋮ Consistent estimation with many moment inequalities ⋮ Nonparametric inference based on conditional moment inequalities ⋮ Set identification of the censored quantile regression model for short panels with fixed effects ⋮ TESTING REGRESSION MONOTONICITY IN ECONOMETRIC MODELS ⋮ Inference in partially identified models with many moment inequalities using Lasso ⋮ Inference in ordered response games with complete information ⋮ Specification tests for partially identified models defined by moment inequalities ⋮ Asymptotically exact inference in conditional moment inequality~models

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