Testing moment inequalities: Selection versus recentering

C-Tier
Journal: Economics Letters
Year: 2018
Volume: 162
Issue: C
Pages: 124-126

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper provides a finite-sample comparison of two existing tests of moment inequalities. We show the “two-step” recentering approach of Romano et al. (2014) rejects whenever a moment selection approach of Chernozukov et al. (2014) rejects.

Technical Details

RePEc Handle
repec:eee:ecolet:v:162:y:2018:i:c:p:124-126
Journal Field
General
Author Count
1
Added to Database
2026-01-24