Testing for a general class of functional inequalities

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

No 09/14, CeMMAP working papers from 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 unied 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

Date: 2014-03-06
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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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Persistent link: https://EconPapers.repec.org/RePEc:azt:cemmap:09/14

DOI: 10.1920/wp.cem.2014.0914

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