Testing for a general class of functional inequalities

Sokbae (Simon) Lee, Kyungchui (Kevin) Song and Yoon-Jae Whang
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Kyungchui (Kevin) Song: Institute for Fiscal Studies

No CWP09/14, CeMMAP working papers from Centre for Microdata Methods and Practice, Institute for Fiscal Studies

Abstract: 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 revealed preferences. Our test involves a one-sided version of Lp functionals of kernel-type estimators (1

Keywords: Bootstrap; conditional moment inequalities; kernel estimation; local poly-nomial estimation; Lp norm; nonparametric testing; partial identi cation; Poissonization; quantile regression; uniform asymptotics (search for similar items in EconPapers)
JEL-codes: C12 C14 (search for similar items in EconPapers)
Date: 2014-03-06
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Citations: View citations in EconPapers (13)

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Related works:
Journal Article: TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES (2018)
Working Paper: Testing for a general class of functional inequalities (2014)
Working Paper: TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES (2014)
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