Search Results - subject:"Conditional moment inequalities"

Estimation of games with ordered actions : an application to chain-store entry

Aradillas-López, Andres; Gandhi, Amit - In: Quantitative economics : QE ; journal of the … 7 (2016) 3, pp. 727-780

Persistent link: https://www.econbiz.de/10011793510

Inference Based on Conditional Moment Inequalities

Andrews, Donald W.K.; Shi, Xiaoxia - Cowles Foundation for Research in Economics, Yale University - 2010

parameter in models defined by conditional moment inequalities/equalities. We show that by properly choosing instrument … functions, one can transform conditional moment inequalities/equalities into unconditional ones without losing identification …

Persistent link: https://www.econbiz.de/10008527413

Inference Based on Conditional Moment Inequalities

Andrews, Donald W.K.; Shi, Xiaoxia - Cowles Foundation for Research in Economics, Yale University - 2010

Persistent link: https://www.econbiz.de/10009207363

Inference Based on Conditional Moment Inequalities

Andrews, Donald W.K.; Shi, Xiaoxia - Cowles Foundation for Research in Economics, Yale University - 2010

Persistent link: https://www.econbiz.de/10010686933

Consistent estimation with many moment inequalities

Menzel, Konrad - In: Journal of Econometrics 182 (2014) 2, pp. 329-350

conditional moment inequalities. We provide a generic consistency result for criterion-based estimators using an increasing number … moment inequalities: we first derive the fastest possible rate for estimating the sharp identification region under … of unconditional moment inequalities. We then develop more specific results for set estimation subject to conditional …

Persistent link: https://www.econbiz.de/10010906795

Consistent estimation with many moment inequalities

Menzel, Konrad - In: Journal of econometrics 182 (2014) 2, pp. 329-350

Persistent link: https://www.econbiz.de/10010497750

Testing functional inequalities

Lee, Sokbae; Song, Kyungchul; Whang, Yoon-Jae - In: Journal of Econometrics 172 (2013) 1, pp. 14-32

This paper develops tests for inequality constraints of nonparametric regression functions. The test statistics involve a one-sided version of Lp-type functionals of kernel estimators (1≤p∞). Drawing on the approach of Poissonization, this paper establishes that the tests are asymptotically...

Persistent link: https://www.econbiz.de/10011052293