A general test for functional inequalities
This paper develops a nonparametric test for general functional inequalities that include conditional moment inequalities as a special case. It is shown that the test controls size uniformly over a large class of distributions for observed data, importantly allowing for general forms of time series...
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| Main Authors: | , , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2022
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_research/2647 https://ink.library.smu.edu.sg/context/soe_research/article/3646/viewcontent/ncspa.pdf |
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| Institution: | Singapore Management University |
| Language: | English |