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  • Search: subject:"Conditional moment inequalities"
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Year of publication
Subject
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conditional moment inequalities 21 partial identification 19 Conditional moment inequalities 14 Discrete games 9 ordered response 9 Asymptotic size 8 Discrete choice 8 Diskrete Entscheidung 8 Statistical test 8 Statistischer Test 8 Estimation theory 7 Game theory 7 Schätztheorie 7 Spieltheorie 7 Method of moments 6 Momentenmethode 6 Partial identification 6 Complete information 5 Induktive Statistik 5 Lp norm 5 Moment inequalities 5 Poissonization 5 Statistical inference 5 Vollkommene Information 5 Bootstrap 4 Kolmogorov-Smirnov 4 curse of dimensionality 4 discrete choice 4 kernel estimation 4 nonparametric testing 4 quantile regression 4 uniform asymptotics 4 Asymptotic power 3 Confidence set 3 Cramer-von Mises 3 Generalized empirical likelihood 3 Nichtparametrisches Verfahren 3 Nonparametric statistics 3 Static games 3 Theorie 3
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Online availability
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Free 28 Undetermined 8
Type of publication
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Book / Working Paper 26 Article 11
Type of publication (narrower categories)
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Working Paper 18 Arbeitspapier 10 Graue Literatur 10 Non-commercial literature 10 Article in journal 8 Aufsatz in Zeitschrift 8 Article 1
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Language
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English 29 Undetermined 8
Author
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Lee, Sokbae 9 Rosen, Adam M. 8 Shi, Xiaoxia 8 Aradillas-Lopez, Andres 7 Song, Kyungchul 5 Chen, Le-Yu 4 Gandhi, Amit 4 Whang, Yoon-Jae 4 Andrews, Donald W.K. 3 Aradillas-López, Andres 3 Chetverikov, Denis 3 Hsu, Yu-Chin 3 Andrews, Donald W. K. 2 Aradillas-Lopez, Andrew 2 Aradillas-López, Andrés 2 Menzel, Konrad 2 Rosen, Adam 2 Chen, Le-yu 1 Quint, Daniel 1 Sokbae 'Simon' Lee 1 Whang, Yoon-jae 1
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Institution
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Centre for Microdata Methods and Practice (CEMMAP) 3 Cowles Foundation for Research in Economics, Yale University 3 Institute of Economic Research, Kyoto University 1 Institute of Economics, Academia Sinica 1
Published in...
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CEMMAP working papers / Centre for Microdata Methods and Practice 8 cemmap working paper 8 Journal of econometrics 5 CeMMAP working papers 3 Cowles Foundation Discussion Papers 3 Journal of Econometrics 2 Quantitative economics : QE ; journal of the Econometric Society 2 Cowles Foundation discussion paper 1 IEAS Working Paper : academic research 1 IEAS working paper 1 KIER Working Papers 1 Quantitative Economics 1 The econometrics journal 1
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Source
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ECONIS (ZBW) 18 RePEc 10 EconStor 9
Showing 11 - 20 of 37
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Inference based on many conditional moment inequalities
Andrews, Donald W. K.; Shi, Xiaoxia - 2015
Persistent link: https://www.econbiz.de/10011312305
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Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models
Chen, Le-Yu; Lee, Sokbae - 2015
are not point-identified and the identified set is characterized by a class of conditional moment inequalities. Exploring …, thereby breaking the curse of dimensionality for nonparametric inference based on the underlying conditional moment … inequalities. We also extend this dimension reducing characterization result to a variety of semi-parametric models under which the …
Persistent link: https://www.econbiz.de/10011281242
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Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models
Chen, Le-Yu; Lee, Sokbae - In: Journal of econometrics 210 (2019) 2, pp. 482-497
Persistent link: https://www.econbiz.de/10012303576
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Testing for a general class of functional inequalities
Lee, Sokbae; Song, Kyungchul; Whang, Yoon-Jae - 2014
In this paper, we propose a general method for testing inequality restrictions on nonparametric functions. Our framework includes many nonparametric testing problems in a uni ed framework, with a number of possible applications in auction models, game theoretic models, wage inequality, and...
Persistent link: https://www.econbiz.de/10010368224
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Inference in ordered response games with complete information
Aradillas-Lopez, Andres; Rosen, Adam M. - 2014
test statistic that embeds conditional moment inequalities implied by equilibrium behavior. Using maximal inequalities for …
Persistent link: https://www.econbiz.de/10011282652
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TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES
Lee, Sokbae; Song, Kyungchul; Whang, Yoon-Jae - Institute of Economic Research, Kyoto University - 2014
In this paper, we propose a general method for testing inequality restrictions on nonparametric functions. Our framework includes many nonparametric testing problems in a unied framework, with a number of possible applications in auction models, game theoretic models, wage inequality, and...
Persistent link: https://www.econbiz.de/10011265501
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Testing for a general class of functional inequalities
Sokbae 'Simon' Lee; Song, Kyungchul; Whang, Yoon-Jae - Centre for Microdata Methods and Practice (CEMMAP) - 2014
In this paper, we propose a general method for testing inequality restrictions on nonparametric functions. Our framework includes many nonparametric testing problems in a unified framework, with a number of possible applications in auction models, game theoretic models, wage inequality, and...
Persistent link: https://www.econbiz.de/10011094570
Saved in:
Cover Image
Testing for a general class of functional inequalities
Lee, Sokbae; Song, Kyungchul; Whang, Yoon-jae - 2014
In this paper, we propose a general method for testing inequality restrictions on nonparametric functions. Our framework includes many nonparametric testing problems in a uni ed framework, with a number of possible applications in auction models, game theoretic models, wage inequality, and...
Persistent link: https://www.econbiz.de/10010254852
Saved in:
Cover Image
Inference in ordered response games with complete information
Aradillas-Lopez, Andres; Rosen, Adam M. - 2014
test statistic that embeds conditional moment inequalities implied by equilibrium behavior. Using maximal inequalities for …
Persistent link: https://www.econbiz.de/10010399758
Saved in:
Cover Image
Inference in ordered response games with complete information
Aradillas-Lopez, Andrew; Rosen, Adam - 2013
method for a parametric version of our model based on a test statistic that embeds conditional moment inequalities implied by …
Persistent link: https://www.econbiz.de/10010318727
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