2 papers
econ.EM2024
Adaptive, Rate-Optimal Hypothesis Testing in Nonparametric IV Models
Christoph Breunig, Xiaohong Chen
We propose a new adaptive hypothesis test for inequality (e.g., monotonicity, convexity) and equality (e.g., parametric, semiparametric) restrictions on a structural function in a…
econ.EM2024
Inference for parameters identified by conditional moment restrictions using a generalized Bierens maximum statistic
Xiaohong Chen, Sokbae Lee, Myung Hwan Seo +1
Many economic panel and dynamic models, such as rational behavior and Euler equations, imply that the parameters of interest are identified by conditional moment restrictions. We i…