ADAPTIVE TESTS OF CONDITIONAL MOMENT INEQUALITIES

DOI10.1017/S0266466617000184zbMath1441.62105arXiv1201.0167OpenAlexW4243350501MaRDI QIDQ4599622

Denis Chetverikov

Publication date: 4 January 2018

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1201.0167

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

Related Items (17)

Multiscale adaptive inference on conditional moment inequalities ⋮ Instrument validity for heterogeneous causal effects ⋮ Inference in models with partially identified control functions ⋮ On the choice of test statistic for conditional moment inequalities ⋮ IDENTIFICATION AND INFERENCE ON REGRESSIONS WITH MISSING COVARIATE DATA ⋮ Testing treatment effect heterogeneity in regression discontinuity designs ⋮ Inference based on many conditional moment inequalities ⋮ Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models ⋮ Consistent estimation with many moment inequalities ⋮ Nonparametric inference based on conditional moment inequalities ⋮ 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 ⋮ Improved central limit theorem and bootstrap approximations in high dimensions ⋮ Distribution-free tests of conditional moment inequalities

Cites Work

• Unnamed Item
• Testing functional inequalities
• EL inference for partially identified models: large deviations optimality and bootstrap validity
• Bandwidth choice for nonparametric regression
• Adaptive testing on a regression function at a point
• Minimax nonparametric hypothesis testing: The case of an inhomogeneous alternative
• Asymptotically exact nonparametric hypothesis testing in sup-norm and at a fixed point
• Multiscale testing of qualitative hypotheses
• On convergence rates of suprema
• Asymptotically exact inference in conditional moment inequality~models
• Comparison and anti-concentration bounds for maxima of Gaussian random vectors
• Confidence bands in density estimation
• Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors
• Weighted KS statistics for inference on conditional moment inequalities
• Multiscale adaptive inference on conditional moment inequalities
• Inference Based on Conditional Moment Inequalities
• Intersection Bounds: Estimation and Inference
• Alternative Models for Moment Inequalities
• A New Method for Testing Separate Families of Hypotheses
• An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative
• A Practical Two-Step Method for Testing Moment Inequalities
• OPTIMAL MINIMAX RATES FOR NONPARAMETRIC SPECIFICATION TESTING IN REGRESSION MODELS
• Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection
• Estimation and Confidence Regions for Parameter Sets in Econometric Models
• Inference on Regressions with Interval Data on a Regressor or Outcome

This page was built for publication: ADAPTIVE TESTS OF CONDITIONAL MOMENT INEQUALITIES