Search Results - subject:"Koltchinskii coupling"

Constrained conditional moment restriction models

Chernozhukov, Victor; Newey, Whitney K.; Santos, Andres - In: Econometrica : journal of the Econometric Society, an … 91 (2023) 2, pp. 709-736

Persistent link: https://www.econbiz.de/10014309699

Constrained conditional moment restriction models

Chernozhukov, Victor; Newey, Whitney K.; Santos, Andres - 2022

Shape restrictions have played a central role in economics as both testable implications of theory and sufficient conditions for obtaining informative counterfactual predictions. In this paper we provide a general procedure for inference under shape restrictions in identified and partially...

Persistent link: https://www.econbiz.de/10014302506

Constrained conditional moment restriction models

Chernozhukov, Victor; Newey, Whitney K.; Santos, Andres - 2022 - This Draft: April 2022

Persistent link: https://www.econbiz.de/10013332218

Constrained conditional moment restriction models

Chernozhukov, Victor; Newey, Whitney; Santos, Andres - 2015

strong approximations using Koltchinskii's coupling. Leading important special cases encompassed by the framework we study …

Persistent link: https://www.econbiz.de/10011445775

Constrained conditional moment restriction models

Chernozhukov, Victor; Newey, Whitney K.; Santos, Andres - 2015

strong approximations using Koltchinskii's coupling. Leading important special cases encompassed by the framework we study …

Persistent link: https://www.econbiz.de/10011337665