A Projection Framework for Testing Shape Restrictions That Form Convex Cones
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Matzkin, Rosa L, 1992. "Nonparametric and Distribution-Free Estimation of the Binary Threshold Crossing and the Binary Choice Models," Econometrica, Econometric Society, vol. 60(2), pages 239-270, March.
- Cragg, John G. & Donald, Stephen G., 1997. "Inferring the rank of a matrix," Journal of Econometrics, Elsevier, vol. 76(1-2), pages 223-250.
- Groeneboom,Piet & Jongbloed,Geurt, 2014. "Nonparametric Estimation under Shape Constraints," Cambridge Books, Cambridge University Press, number 9780521864015, November.
- Xiaohong Chen & Demian Pouzo, 2015.
"Sieve Wald and QLR Inferences on Semi/Nonparametric Conditional Moment Models,"
Econometrica, Econometric Society, vol. 83(3), pages 1013-1079, May.
- Xiaohong Chen & Demian Pouzo, 2013. "Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models," Cowles Foundation Discussion Papers 1897RR, Cowles Foundation for Research in Economics, Yale University, revised Nov 2014.
- Xiaohong Chen & Demian Pouzo, 2014. "Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models," CeMMAP working papers CWP38/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Xiaohong Chen & Demian Pouzo, 2013. "Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models," Cowles Foundation Discussion Papers 1897R, Cowles Foundation for Research in Economics, Yale University, revised Apr 2014.
- Xiaohong Chen & Demian Pouzo, 2014. "Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models," Papers 1411.1144, arXiv.org, revised Mar 2015.
- Denis Chetverikov & Daniel Wilhelm, 2017.
"Nonparametric Instrumental Variable Estimation Under Monotonicity,"
Econometrica, Econometric Society, vol. 85, pages 1303-1320, July.
- Denis Chetverikov & Daniel Wilhelm, 2015. "Nonparametric instrumental variable estimation under monotonicity," Papers 1507.05270, arXiv.org.
- Denis Chetverikov & Daniel Wilhelm, 2016. "Nonparametric instrumental variable estimation under monotonicity," CeMMAP working papers CWP48/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Denis Chetverikov & Daniel Wilhelm, 2017. "Nonparametric instrumental variable estimation under monotonicity," CeMMAP working papers CWP14/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Denis Chetverikov & Daniel Wilhelm, 2015. "Nonparametric instrumental variable estimation under monotonicity," CeMMAP working papers CWP39/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Dette, Holger & Hoderlein, Stefan & Neumeyer, Natalie, 2016.
"Testing multivariate economic restrictions using quantiles: The example of Slutsky negative semidefiniteness,"
Journal of Econometrics, Elsevier, vol. 191(1), pages 129-144.
- Holger Dette & Stefan Hoderlein & Natalie Neumeyer, 2011. "Testing multivariate economic restrictions using quantiles: the example of Slutsky negative semidefiniteness," CeMMAP working papers CWP14/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Holger Dette & Stefan Hoderlein & Natalie Neumeyer, 2013. "Testing Multivariate Economic Restrictions Using Quantiles: The Example of Slutsky Negative Semidefiniteness," Boston College Working Papers in Economics 836, Boston College Department of Economics.
- Linton, Oliver & Song, Kyungchul & Whang, Yoon-Jae, 2010.
"An improved bootstrap test of stochastic dominance,"
Journal of Econometrics, Elsevier, vol. 154(2), pages 186-202, February.
- Linton, Oliver & Song, Kyungchul & Whang, Yoon-Jae, 2009. "An improved bootstrap test of stochastic dominance," UC3M Working papers. Economics we094827, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Oliver Linton & Kyungchul Song & Yoon-Jae Whang, 2009. "An Improved Bootstrap Test of Stochastic Dominance," Cowles Foundation Discussion Papers 1713, Cowles Foundation for Research in Economics, Yale University.
- Jerison, David & Jerison, Michael, 1992. "Approximately rational consumer demand and ville cycles," Journal of Economic Theory, Elsevier, vol. 56(1), pages 100-120, February.
- Hsu, Yu-Chin & Liu, Chu-An & Shi, Xiaoxia, 2019.
"Testing Generalized Regression Monotonicity,"
Econometric Theory, Cambridge University Press, vol. 35(6), pages 1146-1200, December.
- Yu-Chin Hsu & Chu-An Liu & Xiaoxia Shi, 2016. "Testing Generalized Regression Monotonicity," IEAS Working Paper : academic research 16-A009, Institute of Economics, Academia Sinica, Taipei, Taiwan.
- Ivan A. Canay & Andres Santos & Azeem M. Shaikh, 2013.
"On the Testability of Identification in Some Nonparametric Models With Endogeneity,"
Econometrica, Econometric Society, vol. 81(6), pages 2535-2559, November.
- Ivan A. Canay & Andres Santos & Azeem M. Shaikh, 2012. "On the testability of identification in some nonparametric models with endogeneity," CeMMAP working papers CWP18/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Ivan A. Canay & Andres Santos & Azeem M. Shaikh, 2012. "On the testability of identification in some nonparametric models with endogeneity," CeMMAP working papers 18/12, Institute for Fiscal Studies.
- Denis Chetverikov & Dongwoo Kim & Daniel Wilhelm, 2018.
"Nonparametric instrumental-variable estimation,"
Stata Journal, StataCorp LP, vol. 18(4), pages 937-950, December.
- Daniel Wilhelm & Denis Chetverikov & Dongwoo Kim, 2017. "Nonparametric instrumental variable estimation," CeMMAP working papers CWP47/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Daniel Wilhelm & Denis Chetverikov & Dongwoo Kim, 2017. "Nonparametric instrumental variable estimation," CeMMAP working papers 47/17, Institute for Fiscal Studies.
- Victor Chernozhukov & Sokbae Lee & Adam M. Rosen, 2013.
"Intersection Bounds: Estimation and Inference,"
Econometrica, Econometric Society, vol. 81(2), pages 667-737, March.
- Victor Chernozhukov & Sokbae (Simon) Lee & Adam Rosen, 2009. "Intersection Bounds: estimation and inference," CeMMAP working papers CWP19/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Sokbae (Simon) Lee & Adam Rosen, 2012. "Intersection bounds: estimation and inference," CeMMAP working papers CWP33/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Sokbae (Simon) Lee & Adam Rosen, 2012. "Intersection bounds: estimation and inference," CeMMAP working papers 33/12, Institute for Fiscal Studies.
- Victor Chernozhukov & Sokbae (Simon) Lee & Adam Rosen, 2009. "Intersection Bounds: estimation and inference," CeMMAP working papers 19/09, Institute for Fiscal Studies.
- Victor Chernozhukov & Sokbae (Simon) Lee & Adam Rosen, 2011. "Intersection bounds: estimation and inference," CeMMAP working papers 34/11, Institute for Fiscal Studies.
- Victor Chernozhukov & Sokbae (Simon) Lee & Adam Rosen, 2011. "Intersection bounds: estimation and inference," CeMMAP working papers CWP34/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Charles F. Manski, 1997.
"Monotone Treatment Response,"
Econometrica, Econometric Society, vol. 65(6), pages 1311-1334, November.
- Manski, C.F., 1996. "Monotone Treatment Response," Working papers 9604, Wisconsin Madison - Social Systems.
- Victor Chernozhukov & Iv·n Fern·ndez-Val & Alfred Galichon, 2010.
"Quantile and Probability Curves Without Crossing,"
Econometrica, Econometric Society, vol. 78(3), pages 1093-1125, May.
- Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2007. "Quantile and probability curves without crossing," CeMMAP working papers CWP10/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2007. "Quantile and Probability Curves Without Crossing," Papers 0704.3649, arXiv.org, revised Jul 2014.
- Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2010. "Quantile and Probability Curves without Crossing," Post-Print hal-01052958, HAL.
- Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2007. "Quantile And Probability Curves Without Crossing," Boston University - Department of Economics - Working Papers Series WP2007-011, Boston University - Department of Economics.
- Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2010. "Quantile and Probability Curves without Crossing," SciencePo Working papers Main hal-01052958, HAL.
- Qihui Chen & Zheng Fang, 2018. "Improved Inference on the Rank of a Matrix," Papers 1812.02337, arXiv.org, revised Mar 2019.
- Andrews, Donald W.K., 2017.
"Examples of L2-complete and boundedly-complete distributions,"
Journal of Econometrics, Elsevier, vol. 199(2), pages 213-220.
- Donald W.K. Andrews, 2011. "Examples of L^2-Complete and Boundedly-Complete Distributions," Cowles Foundation Discussion Papers 1801, Cowles Foundation for Research in Economics, Yale University.
- Fernando, W.T.P.S. & Kulatunga, D.D.S., 2007. "On the computation and some applications of multivariate isotonic regression," Computational Statistics & Data Analysis, Elsevier, vol. 52(2), pages 702-712, October.
- Aguiar, Victor H. & Serrano, Roberto, 2017. "Slutsky matrix norms: The size, classification, and comparative statics of bounded rationality," Journal of Economic Theory, Elsevier, vol. 172(C), pages 163-201.
- repec:hal:wpspec:info:hdl:2441/5rkqqmvrn4tl22s9mc4b6ga2g is not listed on IDEAS
- Hoderlein, Stefan, 2011.
"How many consumers are rational?,"
Journal of Econometrics, Elsevier, vol. 164(2), pages 294-309, October.
- Stefan Hoderlein, 2009. "How many consumers are rational?," CeMMAP working papers CWP32/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Stefan Hoderlein, 2009. "How Many Consumers are Rational?," Boston College Working Papers in Economics 748, Boston College Department of Economics.
- Belloni, Alexandre & Chernozhukov, Victor & Chetverikov, Denis & Kato, Kengo, 2015.
"Some new asymptotic theory for least squares series: Pointwise and uniform results,"
Journal of Econometrics, Elsevier, vol. 186(2), pages 345-366.
- Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2012. "Some New Asymptotic Theory for Least Squares Series: Pointwise and Uniform Results," Papers 1212.0442, arXiv.org, revised Jun 2015.
- Jin Seo Cho & Peter C. B. Phillips, 2018.
"Sequentially testing polynomial model hypotheses using power transforms of regressors,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(1), pages 141-159, January.
- Jin Seo Cho & Myung-Ho Park & Peter C. B. Phillips, 2016. "Sequentially Testing Polynomial Model Hypotheses Using Power Transforms of Regressors," Cowles Foundation Discussion Papers 2060, Cowles Foundation for Research in Economics, Yale University.
- Jin Seo Cho & Peter C.B. Phillips, 2016. "Sequentially Testing Polynomial Model Hypotheses using Power Transforms of Regressors," Working papers 2016rwp-90, Yonsei University, Yonsei Economics Research Institute.
- Donald W. K. Andrews, 1999. "Estimation When a Parameter Is on a Boundary," Econometrica, Econometric Society, vol. 67(6), pages 1341-1384, November.
- Arthur Lewbel, 2001. "Demand Systems with and without Errors," American Economic Review, American Economic Association, vol. 91(3), pages 611-618, June.
- Richard Blundell & Joel Horowitz & Matthias Parey, 2017. "Nonparametric Estimation of a Nonseparable Demand Function under the Slutsky Inequality Restriction," The Review of Economics and Statistics, MIT Press, vol. 99(2), pages 291-304, May.
- Qihui Chen & Zheng Fang, 2019. "Improved inference on the rank of a matrix," Quantitative Economics, Econometric Society, vol. 10(4), pages 1787-1824, November.
- Xiaohong Chen & Timothy M. Christensen, 2018.
"Optimal sup‐norm rates and uniform inference on nonlinear functionals of nonparametric IV regression,"
Quantitative Economics, Econometric Society, vol. 9(1), pages 39-84, March.
- Xiaohong Chen & Timothy Christensen, 2013. "Optimal Sup-Norm Rates and Uniform Inference on Nonlinear Functionals of Nonparametric IV Regression," Cowles Foundation Discussion Papers 1923R2, Cowles Foundation for Research in Economics, Yale University, revised Jan 2017.
- Xiaohong Chen & Timothy M. Christensen, 2017. "Optimal sup-norm rates and uniform inference on nonlinear functionals of nonparametric IV regression," CeMMAP working papers CWP09/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Xiaohong Chen & Timothy M. Christensen, 2015. "Optimal Sup-norm Rates and Uniform Inference on Nonlinear Functionals of Nonparametric IV Regression," Papers 1508.03365, arXiv.org, revised Apr 2017.
- Gutknecht, Daniel, 2016. "Testing for monotonicity under endogeneity," Journal of Econometrics, Elsevier, vol. 190(1), pages 100-114.
- Victor Chernozhukov & Whitney K. Newey & Andres Santos, 2023.
"Constrained Conditional Moment Restriction Models,"
Econometrica, Econometric Society, vol. 91(2), pages 709-736, March.
- Victor Chernozhukov & Whitney K. Newey & Andres Santos, 2015. "Constrained conditional moment restriction models," CeMMAP working papers 59/15, Institute for Fiscal Studies.
- Victor Chernozhukov & Whitney K. Newey & Andres Santos, 2015. "Constrained conditional moment restriction models," CeMMAP working papers CWP59/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- S. Darolles & Y. Fan & J. P. Florens & E. Renault, 2011.
"Nonparametric Instrumental Regression,"
Econometrica, Econometric Society, vol. 79(5), pages 1541-1565, September.
- Serge Darolles & Jean-Pierre Florens & Eric Renault, 2000. "Nonparametric Instrumental Regression," Working Papers 2000-17, Center for Research in Economics and Statistics.
- Darolles, Serge & Fan, Yanqin & Florens, Jean-Pierre & Renault, Eric, 2003. "Non Parametric Instrumental Regression," IDEI Working Papers 228, Institut d'Économie Industrielle (IDEI), Toulouse, revised 2010.
- DAROLLES, Serge & FLORENS, Jean-Pierre & RENAULT, Éric, 2002. "Nonparametric Instrumental Regression," Cahiers de recherche 2002-05, Universite de Montreal, Departement de sciences economiques.
- Serge Darolles & Jean-Pierre Florens & Yanqin Fan & Eric Renault, 2011. "Nonparametric Instrumental Regression," Post-Print halshs-00677716, HAL.
- Belloni, Alexandre & Chernozhukov, Victor & Chetverikov, Denis & Fernández-Val, Iván, 2019.
"Conditional quantile processes based on series or many regressors,"
Journal of Econometrics, Elsevier, vol. 213(1), pages 4-29.
- Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Iv'an Fern'andez-Val, 2011. "Conditional Quantile Processes based on Series or Many Regressors," Papers 1105.6154, arXiv.org, revised Aug 2018.
- Alexandre Belloni & Victor Chernozhukov & Ivan Fernandez-Val, 2011. "Conditional quantile processes based on series or many regressors," CeMMAP working papers CWP19/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Ivan Fernandez-Val, 2016. "Conditional quantile processes based on series or many regressors," CeMMAP working papers CWP46/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Ivan Fernandez-Val, 2016. "Conditional quantile processes based on series or many regressors," CeMMAP working papers 46/16, Institute for Fiscal Studies.
- Matias D. Cattaneo & Max H. Farrell & Yingjie Feng, 2018. "Large Sample Properties of Partitioning-Based Series Estimators," Papers 1804.04916, arXiv.org, revised Jun 2019.
- Whitney K. Newey, 2001.
"Flexible Simulated Moment Estimation Of Nonlinear Errors-In-Variables Models,"
The Review of Economics and Statistics, MIT Press, vol. 83(4), pages 616-627, November.
- Whitney Newey, 1999. "Flexible Simulated Moment Estimation of Nonlinear Errors-in-Variables Models," Working papers 99-02, Massachusetts Institute of Technology (MIT), Department of Economics.
- A. Belloni & V. Chernozhukov & I. Fernández‐Val & C. Hansen, 2017.
"Program Evaluation and Causal Inference With High‐Dimensional Data,"
Econometrica, Econometric Society, vol. 85, pages 233-298, January.
- Alexandre Belloni & Victor Chernozhukov & Ivan Fern'andez-Val & Christian Hansen, 2013. "Program Evaluation and Causal Inference with High-Dimensional Data," Papers 1311.2645, arXiv.org, revised Jan 2018.
- Alexandre Belloni & Victor Chernozhukov & Ivan Fernandez-Val & Christian Hansen, 2016. "Program evaluation and causal inference with high-dimensional data," CeMMAP working papers 13/16, Institute for Fiscal Studies.
- Alexandre Belloni & Victor Chernozhukov & Ivan Fernandez-Val & Christian Hansen, 2016. "Program evaluation and causal inference with high-dimensional data," CeMMAP working papers CWP13/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Richard Blundell & Joel L. Horowitz & Matthias Parey, 2012.
"Measuring the price responsiveness of gasoline demand: Economic shape restrictions and nonparametric demand estimation,"
Quantitative Economics, Econometric Society, vol. 3(1), pages 29-51, March.
- Richard Blundell & Joel L. Horowitz & Matthias Parey, 2011. "Measuring the price responsiveness of gasoline demand: economic shape restrictions and nonparametric demand estimation," CeMMAP working papers CWP24/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Rahul Mazumder & Arkopal Choudhury & Garud Iyengar & Bodhisattva Sen, 2019. "A Computational Framework for Multivariate Convex Regression and Its Variants," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 114(525), pages 318-331, January.
- Chen, Xiaohong & Christensen, Timothy M., 2015.
"Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions,"
Journal of Econometrics, Elsevier, vol. 188(2), pages 447-465.
- Xiaohong Chen & Timothy M. Christensen, 2014. "Optimal Uniform Convergence Rates and Asymptotic Normality for Series Estimators under Weak Dependence and Weak Conditions," Cowles Foundation Discussion Papers 1976, Cowles Foundation for Research in Economics, Yale University.
- Xiaohong Chen & Timothy M. Christensen, 2014. "Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions," CeMMAP working papers CWP46/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Matthew A. Masten & Alexandre Poirier, 2020.
"Inference on breakdown frontiers,"
Quantitative Economics, Econometric Society, vol. 11(1), pages 41-111, January.
- Matthew Masten & Alexandre Poirier, 2017. "Inference on breakdown frontiers," CeMMAP working papers 20/17, Institute for Fiscal Studies.
- Matthew A. Masten & Alexandre Poirier, 2017. "Inference on Breakdown Frontiers," Papers 1705.04765, arXiv.org, revised Feb 2019.
- Matthew Masten & Alexandre Poirier, 2017. "Inference on breakdown frontiers," CeMMAP working papers CWP20/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Horowitz, Joel L. & Lee, Sokbae, 2017.
"Nonparametric estimation and inference under shape restrictions,"
Journal of Econometrics, Elsevier, vol. 201(1), pages 108-126.
- Joel L. Horowitz & Sokbae (Simon) Lee, 2015. "Nonparametric estimation and inference under shape restrictions," CeMMAP working papers 67/15, Institute for Fiscal Studies.
- Joel L. Horowitz & Sokbae (Simon) Lee, 2016. "Nonparametric estimation and inference under shape restrictions," CeMMAP working papers 29/16, Institute for Fiscal Studies.
- Joel L. Horowitz & Sokbae (Simon) Lee, 2015. "Nonparametric estimation and inference under shape restrictions," CeMMAP working papers CWP67/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Joel L. Horowitz & Sokbae (Simon) Lee, 2016. "Nonparametric estimation and inference under shape restrictions," CeMMAP working papers CWP29/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Donald W. K. Andrews, 1999.
"Consistent Moment Selection Procedures for Generalized Method of Moments Estimation,"
Econometrica, Econometric Society, vol. 67(3), pages 543-564, May.
- Donald W.K. Andrews, 1997. "Consistent Moment Selection Procedures for Generalized Method of Moments Estimation," Cowles Foundation Discussion Papers 1146R, Cowles Foundation for Research in Economics, Yale University.
- Mas-Colell, Andreu & Whinston, Michael D. & Green, Jerry R., 1995. "Microeconomic Theory," OUP Catalogue, Oxford University Press, number 9780195102680.
- Jay Bhattacharya & Azeem M. Shaikh & Edward Vytlacil, 2008. "Treatment Effect Bounds under Monotonicity Assumptions: An Application to Swan-Ganz Catheterization," American Economic Review, American Economic Association, vol. 98(2), pages 351-356, May.
- Yoichi Nishiyama, 2011. "Impossibility of weak convergence of kernel density estimators to a non-degenerate law in (ℝ)," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 23(1), pages 129-135.
- Kihlstrom, Richard E & Mas-Colell, Andreu & Sonnenschein, Hugo, 1976. "The Demand Theory of the Weak Axiom of Revealed Preference," Econometrica, Econometric Society, vol. 44(5), pages 971-978, September.
- Matzkin, Rosa L., 1993. "Nonparametric identification and estimation of polychotomous choice models," Journal of Econometrics, Elsevier, vol. 58(1-2), pages 137-168, July.
- Chetverikov, Denis, 2019. "Testing Regression Monotonicity In Econometric Models," Econometric Theory, Cambridge University Press, vol. 35(4), pages 729-776, August.
- Brown, Bryan W & Walker, Mary Beth, 1989. "The Random Utility Hypothesis and Inference in Demand Systems," Econometrica, Econometric Society, vol. 57(4), pages 815-829, July.
- repec:hal:spmain:info:hdl:2441/5rkqqmvrn4tl22s9mc4b6ga2g is not listed on IDEAS
- Victor Chernozhukov & Han Hong & Elie Tamer, 2007. "Estimation and Confidence Regions for Parameter Sets in Econometric Models," Econometrica, Econometric Society, vol. 75(5), pages 1243-1284, September.
- Andrews, Donald W K, 2001.
"Testing When a Parameter Is on the Boundary of the Maintained Hypothesis,"
Econometrica, Econometric Society, vol. 69(3), pages 683-734, May.
- Donald W.K. Andrews, 1999. "Testing When a Parameter Is on the Boundary of the Maintained Hypothesis," Cowles Foundation Discussion Papers 1229, Cowles Foundation for Research in Economics, Yale University.
- Rosa L. Matzkin, 2003.
"Nonparametric Estimation of Nonadditive Random Functions,"
Econometrica, Econometric Society, vol. 71(5), pages 1339-1375, September.
- Rosa L. Matzkin, 1999. "Nonparametric Estimation of Nonadditive Random Functions," Working Papers 38, Universidad de San Andres, Departamento de Economia, revised Sep 2001.
- Richard Blundell & Xiaohong Chen & Dennis Kristensen, 2007. "Semi-Nonparametric IV Estimation of Shape-Invariant Engel Curves," Econometrica, Econometric Society, vol. 75(6), pages 1613-1669, November.
- Hong, Han & Li, Jessie, 2018. "The numerical delta method," Journal of Econometrics, Elsevier, vol. 206(2), pages 379-394.
- Carrasco, Marine & Florens, Jean-Pierre & Renault, Eric, 2007. "Linear Inverse Problems in Structural Econometrics Estimation Based on Spectral Decomposition and Regularization," Handbook of Econometrics, in: J.J. Heckman & E.E. Leamer (ed.), Handbook of Econometrics, edition 1, volume 6, chapter 77, Elsevier.
- Jerison, David & Jerison, Michael, 1993.
"Approximately Rational Consumer Demand,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 3(2), pages 217-241, April.
- Michael Jerison & David Jerison, 1991. "Approximately Rational Consumer Demand," Discussion Papers 92-02, University at Albany, SUNY, Department of Economics.
- Gilles Stupfler, 2016. "On the weak convergence of the kernel density estimator in the uniform topology," Post-Print hal-01447844, HAL.
- Timothy B. Armstrong, 2014.
"Adaptive Testing on a Regression Function at a Point,"
Cowles Foundation Discussion Papers
1957, Cowles Foundation for Research in Economics, Yale University, revised Oct 2014.
- Timothy B. Armstrong, 2014. "Adaptive Testing on a Regression Function at a Point," Cowles Foundation Discussion Papers 1957R, Cowles Foundation for Research in Economics, Yale University, revised Feb 2015.
- Powell, James L., 1984. "Least absolute deviations estimation for the censored regression model," Journal of Econometrics, Elsevier, vol. 25(3), pages 303-325, July.
- Whitney K. Newey & James L. Powell, 2003. "Instrumental Variable Estimation of Nonparametric Models," Econometrica, Econometric Society, vol. 71(5), pages 1565-1578, September.
- Chunrong Ai & Xiaohong Chen, 2003. "Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions," Econometrica, Econometric Society, vol. 71(6), pages 1795-1843, November.
- Freyberger, Joachim & Horowitz, Joel L., 2015. "Identification and shape restrictions in nonparametric instrumental variables estimation," Journal of Econometrics, Elsevier, vol. 189(1), pages 41-53.
- Donald, S. G. & Newey, W. K., 1994. "Series Estimation of Semilinear Models," Journal of Multivariate Analysis, Elsevier, vol. 50(1), pages 30-40, July.
- Newey, Whitney K., 1997. "Convergence rates and asymptotic normality for series estimators," Journal of Econometrics, Elsevier, vol. 79(1), pages 147-168, July.
- Charalambos D. Aliprantis & Kim C. Border, 2006. "Infinite Dimensional Analysis," Springer Books, Springer, edition 0, number 978-3-540-29587-7, June.
- Zheng Fang & Andres Santos, 2019. "Inference on Directionally Differentiable Functions," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 86(1), pages 377-412.
- Donald W. K. Andrews & Gustavo Soares, 2010.
"Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection,"
Econometrica, Econometric Society, vol. 78(1), pages 119-157, January.
- Donald W.K. Andrews & Gustavo Soares, 2007. "Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection," Cowles Foundation Discussion Papers 1631, Cowles Foundation for Research in Economics, Yale University.
- Hausman, Jerry A. & Newey, Whitney K. & Ichimura, Hidehiko & Powell, James L., 1991. "Identification and estimation of polynomial errors-in-variables models," Journal of Econometrics, Elsevier, vol. 50(3), pages 273-295, December.
- Andres Santos, 2012. "Inference in Nonparametric Instrumental Variables With Partial Identification," Econometrica, Econometric Society, vol. 80(1), pages 213-275, January.
- Daniel Gutknecht, 2013. "Testing for Monotonicity under Endogeneity An Application to the Reservation Wage Function," Economics Series Working Papers 673, University of Oxford, Department of Economics.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Zheng Fang & Andres Santos & Azeem M. Shaikh & Alexander Torgovitsky, 2023.
"Inference for Large‐Scale Linear Systems With Known Coefficients,"
Econometrica, Econometric Society, vol. 91(1), pages 299-327, January.
- Zheng Fang & Andres Santos & Azeem M. Shaikh & Alexander Torgovitsky, 2020. "Inference for Large-Scale Linear Systems with Known Coefficients," Papers 2009.08568, arXiv.org, revised Sep 2021.
- Zheng Fang & Andres Santos & Azeem Shaikh & Alexander Torgovitsky, 2020. "Inference for Large-Scale Linear Systems with Known Coefficients," Working Papers 2020-134, Becker Friedman Institute for Research In Economics.
- Christoph Breunig & Xiaohong Chen, 2024. "Adaptive, Rate‐Optimal Hypothesis Testing in Nonparametric IV Models," Econometrica, Econometric Society, vol. 92(6), pages 2027-2067, November.
- Christoph Breunig & Xiaohong Chen, 2020. "Adaptive, Rate-Optimal Hypothesis Testing in Nonparametric IV Models," Cowles Foundation Discussion Papers 2238R, Cowles Foundation for Research in Economics, Yale University, revised Dec 2021.
- Isaac Loh, 2024. "Inference under partial identification with minimax test statistics," Papers 2401.13057, arXiv.org, revised Apr 2024.
- Zheng Fang & Juwon Seo, 2021. "A Projection Framework for Testing Shape Restrictions That Form Convex Cones," Econometrica, Econometric Society, vol. 89(5), pages 2439-2458, September.
- Zheng Fang, 2021. "A Unifying Framework for Testing Shape Restrictions," Papers 2107.12494, arXiv.org, revised Aug 2021.
- Victor Chernozhukov & Whitney K. Newey & Andres Santos, 2023.
"Constrained Conditional Moment Restriction Models,"
Econometrica, Econometric Society, vol. 91(2), pages 709-736, March.
- Victor Chernozhukov & Whitney K. Newey & Andres Santos, 2015. "Constrained conditional moment restriction models," CeMMAP working papers 59/15, Institute for Fiscal Studies.
- Victor Chernozhukov & Whitney K. Newey & Andres Santos, 2015. "Constrained conditional moment restriction models," CeMMAP working papers CWP59/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Christoph Breunig & Xiaohong Chen, 2020. "Adaptive, Rate-Optimal Hypothesis Testing in Nonparametric IV Models," Papers 2006.09587, arXiv.org, revised Nov 2024.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Victor Chernozhukov & Whitney K. Newey & Andres Santos, 2023.
"Constrained Conditional Moment Restriction Models,"
Econometrica, Econometric Society, vol. 91(2), pages 709-736, March.
- Victor Chernozhukov & Whitney K. Newey & Andres Santos, 2015. "Constrained conditional moment restriction models," CeMMAP working papers 59/15, Institute for Fiscal Studies.
- Victor Chernozhukov & Whitney K. Newey & Andres Santos, 2015. "Constrained conditional moment restriction models," CeMMAP working papers CWP59/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Zheng Fang & Juwon Seo, 2021. "A Projection Framework for Testing Shape Restrictions That Form Convex Cones," Econometrica, Econometric Society, vol. 89(5), pages 2439-2458, September.
- Yu Zhu, 2020. "Inference in nonparametric/semiparametric moment equality models with shape restrictions," Quantitative Economics, Econometric Society, vol. 11(2), pages 609-636, May.
- Cherchye, Laurens & Demuynck, Thomas & Rock, Bram De, 2019.
"Bounding counterfactual demand with unobserved heterogeneity and endogenous expenditures,"
Journal of Econometrics, Elsevier, vol. 211(2), pages 483-506.
- Laurens Cherchye & Thomas Demuynck & Bram De Rock, 2017. "Bounding counterfactual demand with unobserved heterogeneity and endogenous expenditures," Working Papers of Department of Economics, Leuven 598907, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- Laurens Cherchye & Bram De Rock & Thomas Demuynck, 2017. "Bounding Counterfactual Demand with Unobserved Heterogeneity and Endogenous Expenditures," Working Papers ECARES ECARES 2017-41, ULB -- Universite Libre de Bruxelles.
- Belloni, Alexandre & Chernozhukov, Victor & Chetverikov, Denis & Fernández-Val, Iván, 2019.
"Conditional quantile processes based on series or many regressors,"
Journal of Econometrics, Elsevier, vol. 213(1), pages 4-29.
- Alexandre Belloni & Victor Chernozhukov & Ivan Fernandez-Val, 2011. "Conditional quantile processes based on series or many regressors," CeMMAP working papers CWP19/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Ivan Fernandez-Val, 2016. "Conditional quantile processes based on series or many regressors," CeMMAP working papers 46/16, Institute for Fiscal Studies.
- Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Ivan Fernandez-Val, 2016. "Conditional quantile processes based on series or many regressors," CeMMAP working papers CWP46/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Iv'an Fern'andez-Val, 2011. "Conditional Quantile Processes based on Series or Many Regressors," Papers 1105.6154, arXiv.org, revised Aug 2018.
- Xiaohong Chen & Timothy M. Christensen, 2015. "Optimal sup-norm rates, adaptivity and inference in nonparametric instrumental variables estimation," CeMMAP working papers 32/15, Institute for Fiscal Studies.
- Hidehiko Ichimura & Whitney K. Newey, 2022.
"The influence function of semiparametric estimators,"
Quantitative Economics, Econometric Society, vol. 13(1), pages 29-61, January.
- Hidehiko Ichimura & Whitney K. Newey, 2015. "The influence function of semiparametric estimators," CeMMAP working papers 44/15, Institute for Fiscal Studies.
- Hidehiko Ichimura & Whitney K. Newey, 2015. "The influence function of semiparametric estimators," CeMMAP working papers CWP44/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Hidehiko Ichimura & Whitney K. Newey, 2017. "The influence function of semiparametric estimators," CeMMAP working papers CWP06/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Hidehiko Ichimura & Whitney K. Newey, 2015. "The Influence Function of Semiparametric Estimators," CIRJE F-Series CIRJE-F-985, CIRJE, Faculty of Economics, University of Tokyo.
- Hidehiko Ichimura & Whitney K. Newey, 2017. "The influence function of semiparametric estimators," CeMMAP working papers 06/17, Institute for Fiscal Studies.
- Xiaohong Chen & Timothy Christensen, 2013.
"Optimal Sup-norm Rates, Adaptivity and Inference in Nonparametric Instrumental Variables Estimation,"
Cowles Foundation Discussion Papers
1923R, Cowles Foundation for Research in Economics, Yale University, revised Apr 2015.
- Xiaohong Chen & Timothy M. Christensen, 2015. "Optimal sup-norm rates, adaptivity and inference in nonparametric instrumental variables estimation," CeMMAP working papers CWP32/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Andrew Bennett & Nathan Kallus & Xiaojie Mao & Whitney Newey & Vasilis Syrgkanis & Masatoshi Uehara, 2022. "Inference on Strongly Identified Functionals of Weakly Identified Functions," Papers 2208.08291, arXiv.org, revised Jun 2023.
- Breunig, Christoph & Mammen, Enno & Simoni, Anna, 2018.
"Nonparametric estimation in case of endogenous selection,"
Journal of Econometrics, Elsevier, vol. 202(2), pages 268-285.
- Breunig, Christoph & Mammen, Enno & Simoni, Anna, 2015. "Nonparametric estimation in case of endogenous selection," SFB 649 Discussion Papers 2015-050, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Christoph Breunig & Enno Mammen & Anna Simoni, 2018. "Nonparametric estimation in case of endogenous selection," Post-Print hal-03089885, HAL.
- Breunig, Christoph & Mammen, Enno & Simoni, Anna, 2017. "Nonparametric Estimation in Case of Endogenous Selection," Rationality and Competition Discussion Paper Series 58, CRC TRR 190 Rationality and Competition.
- Babii, Andrii, 2020.
"Honest Confidence Sets In Nonparametric Iv Regression And Other Ill-Posed Models,"
Econometric Theory, Cambridge University Press, vol. 36(4), pages 658-706, August.
- Andrii Babii, 2016. "Honest Confidence Sets in Nonparametric IV Regression and Other Ill-Posed Models," Papers 1611.03015, arXiv.org, revised Dec 2020.
- Babii, Andrii, 2017. "Honest confidence sets in nonparametric IV regression and other ill-posed models," TSE Working Papers 17-803, Toulouse School of Economics (TSE).
- Christoph Breunig & Xiaohong Chen, 2020. "Adaptive, Rate-Optimal Hypothesis Testing in Nonparametric IV Models," Cowles Foundation Discussion Papers 2238R, Cowles Foundation for Research in Economics, Yale University, revised Dec 2021.
- Escanciano, Juan Carlos & Li, Wei, 2021.
"Optimal Linear Instrumental Variables Approximations,"
Journal of Econometrics, Elsevier, vol. 221(1), pages 223-246.
- Juan Carlos Escanciano & Wei Li, 2018. "Optimal Linear Instrumental Variables Approximations," Papers 1805.03275, arXiv.org, revised Feb 2020.
- Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
- Xiaohong Chen & Andres Santos, 2018.
"Overidentification in Regular Models,"
Econometrica, Econometric Society, vol. 86(5), pages 1771-1817, September.
- Xiaohong Chen & Andres Santos, 2015. "Overidentification in Regular Models," Cowles Foundation Discussion Papers 1999, Cowles Foundation for Research in Economics, Yale University.
- Xiaohong Chen & Andres Santos, 2015. "Overidentification in Regular Models," Cowles Foundation Discussion Papers 1999R, Cowles Foundation for Research in Economics, Yale University, revised Jun 2018.
- Xiaohong Chen & Yingyao Hu, 2006. "Identification and Inference of Nonlinear Models Using Two Samples with Arbitrary Measurement Errors," Cowles Foundation Discussion Papers 1590, Cowles Foundation for Research in Economics, Yale University.
- Blundell, Richard & Kristensen, Dennis & Matzkin, Rosa, 2014.
"Bounding quantile demand functions using revealed preference inequalities,"
Journal of Econometrics, Elsevier, vol. 179(2), pages 112-127.
- Richard Blundell & Dennis Kristensen & Rosa Matzkin, 2011. "Bounding quantile demand functions using revealed preference inequalities," CeMMAP working papers CWP21/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Breunig, Christoph, 2021. "Varying random coefficient models," Journal of Econometrics, Elsevier, vol. 221(2), pages 381-408.
- Song, Suyong, 2015. "Semiparametric estimation of models with conditional moment restrictions in the presence of nonclassical measurement errors," Journal of Econometrics, Elsevier, vol. 185(1), pages 95-109.
- Denis Chetverikov & Daniel Wilhelm, 2017.
"Nonparametric Instrumental Variable Estimation Under Monotonicity,"
Econometrica, Econometric Society, vol. 85, pages 1303-1320, July.
- Denis Chetverikov & Daniel Wilhelm, 2015. "Nonparametric instrumental variable estimation under monotonicity," Papers 1507.05270, arXiv.org.
- Denis Chetverikov & Daniel Wilhelm, 2016. "Nonparametric instrumental variable estimation under monotonicity," CeMMAP working papers CWP48/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Denis Chetverikov & Daniel Wilhelm, 2017. "Nonparametric instrumental variable estimation under monotonicity," CeMMAP working papers CWP14/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Denis Chetverikov & Daniel Wilhelm, 2015. "Nonparametric instrumental variable estimation under monotonicity," CeMMAP working papers CWP39/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
More about this item
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2019-10-21 (Econometrics)
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:arx:papers:1910.07689. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: arXiv administrators (email available below). General contact details of provider: http://arxiv.org/ .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.