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TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES

Sokbae (Simon) Lee (), Kyungchul Song () and Yoon-Jae Whang ()
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Kyungchul Song: Vancouver School of Economics, University of British Columbia

No 889, KIER Working Papers from Kyoto University, Institute of Economic Research

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 ≤ p

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)
New Economics Papers: this item is included in nep-ecm
Date: 2014-02
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Related works:
Journal Article: TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES (2018) Downloads
Working Paper: Testing for a general class of functional inequalities (2014) Downloads
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