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A practical two-step method for testing moment inequalities

Romano, Joseph P.; Shaikh, Azeem M.; Wolf, Michael - 2014 - Revised version, April 2014

This paper considers the problem of testing a finite number of moment inequalities. We propose a two-step approach. In the first step, a confidence region for the moments is constructed. In the second step, this set is used to provide information about which moments are "negative." A...

Persistent link: https://www.econbiz.de/10010354626

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

GEL-based inference with unconditional moment inequality restrictions

Grant, Nicky L.; Smith, Richard J. - 2018 - This draft: August 2017

This paper studies the properties of generalised empirical likelihood (GEL) methods for the estimation of and inference on partially identified parameters in models specified by unconditional moment inequality constraints. The central result is, as in moment equality condition models, a large...

Persistent link: https://www.econbiz.de/10011812336

Finite sample inference for the maximum score estimand

Rosen, Adam M.; Ura, Takuya - 2020

We provide a ﬁnite sample inference method for the structural parameters of a semiparametric binary response model under a conditional median restriction originally studied by Manski (1975, 1985). Our inference method is valid for any sample size and irrespective of whether the structural...

Persistent link: https://www.econbiz.de/10012216962

Income vs. consumption inequality in South Korea : evaluating stochastic dominance rankings by various household attributes

Heshmati, Almas; Rudolf, Robert - 2013

Using four rounds (1999, 2002, 2005, 2008) of the Korean Labor and Income Panel Study (KLIPS), this article examines determinants of household income and consumption levels and inequalities. Unconditional as well as conditional stochastic dominance (SD) tests are performed by year, by household...

Persistent link: https://www.econbiz.de/10010211170

Testing for stochastic dominance up to a common relative poverty line

Mehdi, Tahsin - In: Econometrics : open access journal 8 (2020) 1/5, pp. 1-5

Although a wide array of stochastic dominance tests exist for poverty measurement and identification, they assume the income distributions have independent poverty lines or a common absolute (fixed) poverty line. We propose a stochastic dominance test for comparing income distributions up to a...

Persistent link: https://www.econbiz.de/10012161548

Testing the "separability" condition in two-stage nonparametric models of production

Daraio, Cinzia; Simar, Léopold; Wilson, Paul W. - 2015

the test statistics or using bootstrap methods to obtain critical values. Our simulation results indicate that our tests …

Persistent link: https://www.econbiz.de/10011317720

Confidence corridors for multivariate generalized quantile regression

Chao, Shih-kang; Proksch, Katharina; Dette, Holger; … - 2014

coverage for small sample sizes, a simple bootstrap procedure is designed based on the leading term of the Bahadur … demonstrated that the bootstrap procedure considerably outperforms the asymptotic bands in terms of coverage accuracy. Finally, the … bootstrap confidence corridors are used to study the efficacy of the National Supported Work Demonstration, which is a …

Persistent link: https://www.econbiz.de/10010354164

Testing for a general class of functional inequalities

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

functionals of kernel-type estimators (1 < p < ∞) and is easy to implement in general, mainly due to its recourse to the bootstrap … method. The bootstrap procedure is based on nonparametric bootstrap applied to kernel-based test statistics, with estimated … "contact sets". We provide regularity conditions under which the bootstrap test is asymptotically valid uniformly over a large …

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

Bootstrap DEA and hypothesis testing

Tziogkidis, Panagiotis - 2012

requirements that are not always obvious to the non-expert user. Bootstrap DEA is a significant development of the past decade …, which could be extended to test almost any hypothesis in bootstrap DEA. Moreover, it enhances the intuition behind bootstrap …

Persistent link: https://www.econbiz.de/10009583705

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