5 papers
Implementing an Improved Test of Matrix Rank in Stata
Qihui Chen, Zheng Fang, Xun Huang
We develop a Stata command, bootranktest, for implementing the matrix rank test of Chen and Fang (2019) in linear instrumental variable regression models. Existing rank tests emplo…
A Unifying Framework for Testing Shape Restrictions
Zheng Fang
This paper makes the following original contributions. First, we develop a unifying framework for testing shape restrictions based on the Wald principle. The test has asymptotic un…
Refinements of the Kiefer-Wolfowitz Theorem and a Test of Concavity
Zheng Fang
This paper studies estimation of and inference on a distribution function that is concave on the nonnegative half line and admits a density function with potentially unboun…
Inference on Functionals under First Order Degeneracy
Qihui Chen, Zheng Fang
This paper presents a unified second order asymptotic framework for conducting inference on parameters of the form , where is unknown but can be estimated by $\hatθ_n…
Improved Inference on the Rank of a Matrix
Qihui Chen, Zheng Fang
This paper develops a general framework for conducting inference on the rank of an unknown matrix . A defining feature of our setup is the null hypothesis of the form $\mathrm…