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Testing For A General Class Of Functional Inequalities

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  • Sokbae Lee

    ()
    (Department of Economics, Seoul National University)

  • Kyungchul Song

    ()
    (Vancouver School of Economics, University of British Columbia)

  • Yoon-Jae Whang

    ()
    (Department of Economics, Seoul National University and Institute of Economic Research at Kyoto University)

Abstract

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 revealed preferences. Our test involves a one-sided version of Lp functionals of kernel-type estimators (1  p

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Bibliographic Info

Paper provided by Kyoto University, Institute of Economic Research in its series KIER Working Papers with number 889.

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Length: 147pages
Date of creation: Feb 2014
Date of revision:
Handle: RePEc:kyo:wpaper:889

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Keywords: Bootstrap; conditional moment inequalities; kernel estimation; local poly-nomial estimation; Lp norm; nonparametric testing; partial identi cation; Poissonization; quantile regression; uniform asymptotics;

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  1. Beresteanu, Arie & Molinari, Francesca, 2006. "Asymptotic Properties for a Class of Partially Identified Models," Working Papers 06-04, Duke University, Department of Economics.
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