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Nonparametric estimation of a polarization measure
Anderson, Gordon; Linton, Oliver; Whang, Yoon-jae - 2009
Anderson, Ge, and Leo (2006) based on kernel estimation techniques. We give the asymptotic distribution theory of our estimator … on estimation of unknown quantities in the limiting distribution and show that our method yields consistent inference in …
Persistent link: https://www.econbiz.de/10003847572
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Intersection bounds : estimation and inference
Chernozhukov, Victor; Lee, Sokbae; Rosen, Adam M. - 2009
We develop a practical and novel method for inference on intersection bounds, namely bounds defined by either the infimum or supremum of a parametric or nonparametric function, or equivalently, the value of a linear programming problem with a potentially infinite constraint set. Our approach is...
Persistent link: https://www.econbiz.de/10003869258
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How many consumers are rational?
Hoderlein, Stefan - 2009
Rationality places strong restrictions on individual consumer behavior. This paper is concerned with assessing the validity of the integrability constraints imposed by standard utility maximization, arising in classical consumer demand analysis. More specifically, we characterize the testable...
Persistent link: https://www.econbiz.de/10003908559
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Nonparametric tests of conditional treatment effects
Lee, Sokbae; Whang, Yoon-jae - 2009
We develop a general class of nonparametric tests for treatment effects conditional on covariates. We consider a wide spectrum of null and alternative hypotheses regarding conditional treatment effects, including (i) the null hypothesis of the conditional stochastic dominance between treatment...
Persistent link: https://www.econbiz.de/10003908572
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A comparison of alternative approaches to sup-norm goodness of fit tests with estimated parameters
Parker, Thomas - 2010
transformation of the empirical process such that statistics based on the transformed process are asymptotically distribution …
Persistent link: https://www.econbiz.de/10008697470
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Testing functional inequalities
Lee, Sokbae; Song, Kyungchul; Whang, Yoon-jae - 2011
establishes that the tests are asymptotically distribution free, admitting asymptotic normal approximation. Furthermore, the tests …
Persistent link: https://www.econbiz.de/10008906528
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Intersection bounds : estimation and inference
Chernozhukov, Victor; Lee, Sokbae; Rosen, Adam M. - 2011
We develop a practical and novel method for inference on intersection bounds, namely bounds defined by either the infimum or supremum of a parametric or nonparametric function, or equivalently, the value of a linear programming problem with a potentially infinite constraint set. Our approach is...
Persistent link: https://www.econbiz.de/10009375645
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Quantile regression with censoring and endogeneity
Chernozhukov, Victor; Fernández-Val, Iván; Kowalski, … - 2011
for the control variable, such as a quantile or distribution regression model. The second stage estimates a nonadditive … the validity of resampling methods to approximate its asymptotic distribution. We verify these conditions for quantile and … distribution regression estimation of the control variable. We illustrate the computation and applicability of the CQIV estimator …
Persistent link: https://www.econbiz.de/10009153243
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Conditional quantile processes based on series or many regressors
Belloni, Alexandre; Chernozhukov, Victor; … - 2011
Quantile regression (QR) is a principal regression method for analyzing the impact of covariates on outcomes. The impact is described by the conditional quantile function and its functionals. In this paper we develop the nonparametric QR series framework, covering many regressors as a special...
Persistent link: https://www.econbiz.de/10009153247
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Practical and theoretical advances in inference for partially identified models
Canay, Ivan A.; Shaikh, Azeem M. - 2016
This paper surveys some of the recent literature on inference in partially identified models. After reviewing some basic concepts, including the definition of a partially identified model and the identified set, we turn our attention to the construction of confidence regions in partially...
Persistent link: https://www.econbiz.de/10011417422