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Testing For A General Class Of Functional Inequalities

Author

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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

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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    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;
    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

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