Weighted KS statistics for inference on conditional moment inequalities

Journal of Econometrics

Volumn 181, Issue 2, 2014, Pages 92-116

  Armstrong, Timothy B ^a  

^a YALE UNIVERSITY   (United States)

Author keywords

Adaptive inference; Irregular identification; Moment inequalities; Set inference

Indexed keywords

ASYMPTOTIC ANALYSIS; STATISTICS;

ADAPTIVE INFERENCE; ASYMPTOTIC BEHAVIORS; ASYMPTOTIC VARIANCE; KOLMOGOROV-SMIRNOV STATISTICS; MOMENT INEQUALITY; RATE OF CONVERGENCE; RATES OF CONVERGENCE; SET INFERENCE;

METHOD OF MOMENTS;

EID: 84901414523     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2014.04.021     Document Type: Article

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