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Testing For A General Class Of Functional Inequalities

Author

Listed:
  • 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

Suggested Citation

  • Sokbae Lee & Kyungchul Song & Yoon-Jae Whang, 2014. "Testing For A General Class Of Functional Inequalities," KIER Working Papers 889, Kyoto University, Institute of Economic Research.
    • Handle: RePEc:kyo:wpaper:889
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    File URL: http://www.kier.kyoto-u.ac.jp/DP/DP889.pdf
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    References listed on IDEAS

    as
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    6. Lee, Sokbae & Song, Kyungchul & Whang, Yoon-Jae, 2013. "Testing functional inequalities," Journal of Econometrics, Elsevier, vol. 172(1), pages 14-32.
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    Full references (including those not matched with items on IDEAS)

    Citations

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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.

    More about this item

    Keywords

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

    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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