96 citations · 339 across the 17 of their papers we have counts for
4 papers · 1 filter
A Note on Minimax Testing and Confidence Intervals in Moment Inequality Models
Timothy B. Armstrong
This note uses a simple example to show how moment inequality models used in the empirical economics literature lead to general minimax relative efficiency comparisons. The main po…
A Simple Adjustment for Bandwidth Snooping
Timothy B. Armstrong, Michal Kolesár
Kernel-based estimators such as local polynomial estimators in regression discontinuity designs are often evaluated at multiple bandwidths as a form of sensitivity analysis. Howeve…
On the Choice of Test Statistic for Conditional Moment Inequalities
Timothy B. Armstrong
This paper derives asymptotic approximations to the power of Cramer-von Mises (CvM) style tests for inference on a finite dimensional parameter defined by conditional moment inequa…
Adaptive testing on a regression function at a point
Timothy Armstrong
We consider the problem of inference on a regression function at a point when the entire function satisfies a sign or shape restriction under the null. We propose a test that achie…