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Testing For A General Class Of Functional Inequalities

Author Info

Listed author(s):
  • 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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File URL: http://www.kier.kyoto-u.ac.jp/DP/DP889.pdf
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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
Handle: RePEc:kyo:wpaper:889
Contact details of provider: Postal:
Yoshida-Honmachi, Sakyo-ku, Kyoto 606-8501

Phone: +81-75-753-7102
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Web page: http://www.kier.kyoto-u.ac.jp/eng/index.html
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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;

Other versions of this item:

Find related papers by 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

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  1. Andrews, Donald W.K. & Guggenberger, Patrik, 2009. "Validity Of Subsampling And “Plug-In Asymptotic” Inference For Parameters Defined By Moment Inequalities," Econometric Theory, Cambridge University Press, vol. 25(03), pages 669-709, June.
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  25. repec:cup:cbooks:9780521822893 is not listed on IDEAS
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Cited by:

  1. Sainan Jin & Valentina Corradi & Norman Swanson, 2015. "Robust Forecast Comparison," Departmental Working Papers 201502, Rutgers University, Department of Economics.
  2. beare, brendan & shi, xiaoxia, 2015. "An improved bootstrap test of density ratio ordering," MPRA Paper 74772, University Library of Munich, Germany.
  3. Kawaguchi, Kohei, 2017. "Testing rationality without restricting heterogeneity," Journal of Econometrics, Elsevier, vol. 197(1), pages 153-171.
  4. Aradillas-López, Andrés & Gandhi, Amit & Quint, Daniel, 2016. "A simple test for moment inequality models with an application to English auctions," Journal of Econometrics, Elsevier, vol. 194(1), pages 96-115.

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