Testing functional inequalities
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DOI: 10.1016/j.jeconom.2012.08.006
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- Sokbae (Simon) Lee & Kyungchui (Kevin) Song & Yoon-Jae Whang, 2011. "Testing functional inequalities," CeMMAP working papers CWP12/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
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More about this item
Keywords
Conditional moment inequalities; Kernel estimation; One-sided test; Local power; Lp norm; Poissonization;All these keywords.
JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
Statistics
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