A PROJECTION FRAMEWORK FOR TESTING SHAPE RESTRICTIONS THAT FORM CONVEX CONES

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...

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Veröffentlicht in:	Econometrica 2021-09, Vol.89 (5), p.2439-2458
Hauptverfasser:	Fang, Zheng, Seo, Juwon
Format:	Artikel
Sprache:	eng
Schlagworte:	convex cone Density Economic theory Nonstandard inference projection shape restrictions strong approximations
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