arXiv 17 Oct 2019 · Econometrics · publishedEconometrica (2021) · 10 citations (OpenAlex)
arXiv:1910.07689 · PDF · DOI · OpenAlex · Extracted main text
This paper develops a uniformly valid and asymptotically nonconservative test based on projection for a class of shape restrictions. The key insight we exploit is that these restrictions form convex cones, a simple and yet elegant structure that has been barely harnessed in the literature. Based on a monotonicity property afforded by such a geometric structure, we construct a bootstrap procedure that, unlike many studies in nonstandard settings, dispenses with estimation of local parameter spaces, and the critical values are obtained in a way as simple as computing the test statistic. Moreover, by appealing to strong approximations, our framework accommodates nonparametric regression models as well as distributional/density-related and structural settings. Since the test entails a tuning parameter (due to the nonstandard nature of the problem), we propose a data-driven choice and prove its validity. Monte Carlo simulations confirm that our test works well.
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The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | Lee, S., K. Song, and Y.-J. Whang (2017) Testing for a general class of functional inequalities | 0.961 | 9 | 4 | 89% |
| 2 | Chetverikov, D (2019) Testing Regression Monotonicity in Econometric Models | 0.920 | 9 | 4 | 78% |
| 3 | Chernozhukov, V., S. Lee, and A. M. Rosen (2013) Intersection Bounds: Estimation and Inference | 0.909 | 12 | 6 | 75% |
| 4 | Chernozhukov, V., W. K. Newey, and A. Santos (2021) Constrained Conditional Moment Restriction Models | 0.888 | 10 | 3 | 70% |
| 5 | Aliprantis, C. D. and K. Border (2006) Infinite Dimensional Analysis: A Hitchhiker's Guide | 0.769 | 11 | 3 | 45% |
| 6 | Chen, Q. and Z. Fang (2019) Improved Inference on the Rank of a Matrix | 0.737 | 5 | 3 | 40% |
| 7 | Zhu, Y (2020) Inference in nonparametric/semiparametric moment equality models with shape restrictions | 0.737 | 5 | 2 | 60% |
| 8 | Andrews, D. W. K. and G. Soares (2010) Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection | 0.737 | 3 | 2 | 100% |
| 9 | Belloni, A., V. Chernozhukov, D. Chetverikov, and I. Fernández-Val (2019) Conditional quantile processes based on series or many regressors | 0.693 | 15 | 4 | 33% |
| 10 | Chen, X. and T. M. Christensen (2018) Optimal sup-norm rates and uniform inference on nonlinear functionals of nonparametric IV regression | 0.681 | 19 | 4 | 32% |
Showing the top 10 of 114 scored citations.
arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.
| Citing paper | Intensity | Mentions | Sections | |
|---|---|---|---|---|
| 1 | Adaptive, Rate-Optimal Hypothesis Testing in Nonparametric IV Models | 1.000 | 6 | 4 |
| 2 | A Unifying Framework for Testing Shape Restrictions | 0.931 | 31 | 4 |
| 3 | Inference under partial identification with minimax test statistics | 0.874 | 6 | 2 |
| 4 | 2604.06643 | 0.511 | 2 | 1 |
| 5 | 2501.15692 | 0.405 | 1 | 1 |