Showing 1 - 10 of 49
In this paper, we propose a general method for testing inequality restrictions on nonparametric functions. Our framework includes many nonparametric testing problems in a uni ed framework, with a number of possible applications in auction models, game theoretic models, wage inequality, and...
Persistent link: https://www.econbiz.de/10010254852
Economic theory that underlies many empirical microeconomic applications predicts that treatment responses depend on individuals’ characteristics and location on the outcome distribution. Using data from a large-scale Pakistani school report card experiment, we consider tests for treatment...
Persistent link: https://www.econbiz.de/10011994704
One of the approaches to compare forecasts is to test whether the loss from a benchmark prediction is smaller than the others. The test can be embedded into the general problem of testing functional inequalities using a one-sided Kolmogorov-Smirnov functional. This paper shows that such a test...
Persistent link: https://www.econbiz.de/10014202841
We propose a new method of testing stochastic dominance that improves on existing tests based on the standard bootstrap or subsampling. The method admits prospects involving infinite as well as finite dimensional unknown parameters, so that the variables are allowed to be residuals from...
Persistent link: https://www.econbiz.de/10014206207
When Barret and Donald (2003) in Econometrica proposed a consistent test of stochastic dominance, they were silent about the asymptotic unbiasedness of their tests against (square root) n-converging Pitman local alternatives. This paper shows that when we focus on first-order stochastic...
Persistent link: https://www.econbiz.de/10014220140
In this paper, we propose a general method for testing inequality restrictions on nonparametric functions. Our framework includes many nonparametric testing problems in a uni ed framework, with a number of possible applications in auction models, game theoretic models, wage inequality, and...
Persistent link: https://www.econbiz.de/10010368224
Economic theory that underlies many empirical microeconomic applications predicts that treatment responses depend on individuals' characteristics and location on the outcome distribution. Using data from a large-scale Pakistani school report card experiment, we consider tests for treatment...
Persistent link: https://www.econbiz.de/10011994802
In various economic environments, people observe other people with whom they strategically interact. We can model such information-sharing relations as an information network, and the strategic interactions as a game on the network. When any two agents in the network are connected either...
Persistent link: https://www.econbiz.de/10013189717
This paper considers two-sided matching models with nontransferable utilities, with one side having homogeneous preferences over the other side. When one observes only one or several large matchings, despite the large number of agents involved, asymptotic inference is difficult because the...
Persistent link: https://www.econbiz.de/10012696231
We propose a new method of testing stochastic dominance which improves on existing tests based on bootstrap or subsampling. Our test requires estimation of the contact sets between the marginal distributions. Our tests have asymptotic sizes that are exactly equal to the nominal level uniformly...
Persistent link: https://www.econbiz.de/10010318570