behavioural functions, monotonicity and dominance relations, one-sided constraints on conditional moments in GMM estimation … that the predominant tests currently used in econometrics do not appear to enjoy all these properties simultaneously. We …

including high-dimensional linear regression and linear instrumental variables models to illustrate the general results. …

. Efficient estimators and uniformly valid confidence intervals for regression coefficients on target variables (e.g., treatment … or policy variable) in a high-dimensional approximately sparse regression model, for average treatment effect (ATE) and … heteroscedastic and non-Gaussian errors are implemented. Moreover, joint/ simultaneous confidence intervals for regression …

statistics and proposed inference methods are based on the minimum of the generalized method of moments (GMM) objective function … have good power relative to unrestricted GMM. …