Similar Search Results

Testing for a general class of functional inequalities

Lee, Sokbae; Song, Kyungchul; Whang, Yoon-jae - 2014

power function. As an illustration, we consider testing implications from auction theory, provide primitive conditions for …

Persistent link: https://www.econbiz.de/10010254852

Intersection bounds : estimation and inference

Chernozhukov, Victor; Lee, Sokbae; Rosen, Adam M. - 2011

inferential procedures. We develop theory for large sample inference based on the strong approximation of a sequence of series or …

Persistent link: https://www.econbiz.de/10009375645

Intersection bounds : estimation and inference

Chernozhukov, Victor; Lee, Sokbae; Rosen, Adam M. - 2012

bounds as a by-product of our inferential procedures. We develop theory for large sample inference based on the strong …

Persistent link: https://www.econbiz.de/10009668003

Non-asymptotic inference in a class of optimization problems

Horowitz, Joel; Lee, Sokbae - 2019

for estimation of a model's structural parameters. The parameters are characterized by restrictions that involve the …

Persistent link: https://www.econbiz.de/10012008232

Reform of unemployment compensation in Germany : a nonparametric bounds analysis using register data

Lee, Sokbae (contributor); Wilke, Ralf A. (contributor) - 2005

Persistent link: https://www.econbiz.de/10002741870

Uniform confidence bands for functions estimated nonparametrically with instrumental variables

Horowitz, Joel; Lee, Sokbae - 2009

This paper is concerned with developing uniform confidence bands for functions estimated nonparametrically with instrumental variables. We show that a sieve nonparametric instrumental variables estimator is pointwise asymptotically normally distributed. The asymptotic normality result holds in...

Persistent link: https://www.econbiz.de/10003869256

Intersection bounds : estimation and inference

Chernozhukov, Victor; Lee, Sokbae; Rosen, Adam M. - 2009

inference in nonparametric models with a continuum of inequalities. We develop asymptotic theory for our method based on the …

Persistent link: https://www.econbiz.de/10003869258

Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative

Horowitz, Joel (contributor); Lee, Sokbae (contributor) - 2007

Persistent link: https://www.econbiz.de/10003410811

Uniform confidence bands for functions estimated nonparametrically with instrumental variables

Horowitz, Joel; Lee, Sokbae - 2010

This paper is concerned with developing uniform confidence bands for functions estimated nonparametrically with instrumental variables. We show that a sieve nonparametric instrumental variables estimator is pointwise asymptotically normally mental variables estimator is pointwise asymptotically...

Persistent link: https://www.econbiz.de/10003990115

Testing for threshold effects in regression models

Lee, Sokbae; Seo, Myung Hwan; Shin, Youngki - 2010

estimation, maximum likelihood estimation, quantile regression, and maximum rank correlation estimation. We establish consistency … estimation ; maximum rank correlation estimation ; U-process ; threshold model …

Persistent link: https://www.econbiz.de/10008746997