Showing 1 - 4 of 4
<p><p>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...</p></p>
Persistent link: https://www.econbiz.de/10008631355
<p>This paper develops tests for inequality constraints of nonparametric regression functions. The test statistics involve a one-sided version of L<sub>p</sub>-type functionals of kernel estimators. Drawing on the approach of Poissonization, this paper establishes that the tests are asymptotically...</p>
Persistent link: https://www.econbiz.de/10008873352
In this paper, we propose a general method for testing inequality restrictions on nonparametric functions. Our framework includes many nonparametric testing problems in a unified framework, with a number of possible applications in auction models, game theoretic models, wage inequality, and...
Persistent link: https://www.econbiz.de/10011094570
<p>We propose a test of the hypothesis of stochastic monotonicity. This hypothesis is of interest in many applications in economics. Our test is based on the supremum of a rescaled U-statistic. We show that its asymptotic distribution is Gumbel. The proof is diffcult because the approximating...</p>
Persistent link: https://www.econbiz.de/10005227023