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TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES

Sokbae (Simon) Lee, Kyungchul Song and Yoon-Jae Whang

Econometric Theory, 2018, vol. 34, issue 5, 1018-1064

Abstract: In this article, 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 revealed preferences. Our test involves a one-sided version of Lp functionals of kernel-type estimators (1 ≤ p

Date: 2018
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Working Paper: Testing for a general class of functional inequalities (2014) Downloads
Working Paper: Testing for a general class of functional inequalities (2014) Downloads
Working Paper: TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES (2014) Downloads
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