96 citations · 339 across the 17 of their papers we have counts for
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stat.AP2011★ 5 cited
Asymptotically Exact Inference in Conditional Moment Inequality Models
Timothy B. Armstrong
This paper derives the rate of convergence and asymptotic distribution for a class of Kolmogorov-Smirnov style test statistics for conditional moment inequality models for paramete…
stat.AP2011
Weighted KS Statistics for Inference on Conditional Moment Inequalities
Timothy B. Armstrong
This paper proposes confidence regions for the identified set in conditional moment inequality models using Kolmogorov-Smirnov statistics with a truncated inverse variance weightin…