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cemmap working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (IFS) >
Please use this identifier to cite or link to this item:
http://hdl.handle.net/10419/64712
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Full metadata record
| DC Field | | Value | | Language |
| dc.contributor.author | | Chen, Le-Yu | | en_US |
| dc.contributor.author | | Szroeter, Jerzy | | en_US |
| dc.date.accessioned | | 2012-07-27 | | en_US |
| dc.date.accessioned | | 2012-10-16T13:08:57Z | | - |
| dc.date.available | | 2012-10-16T13:08:57Z | | - |
| dc.date.issued | | 2012 | | en_US |
| dc.identifier.pi | | doi:10.1920/wp.cem.2012.1612 | | en_US |
| dc.identifier.uri | | http://hdl.handle.net/10419/64712 | | - |
| dc.description.abstract | | This paper proposes a class of origin-smooth approximators of indicators underlying the sum-of-negative-part statistic for testing multiple inequalities. The need for simulation or bootstrap to obtain test critical values is thereby obviated. A simple procedure is enabled using fixed critical values. The test is shown to have correct asymptotic size in the uniform sense that supremum finite-sample rejection probability over null-restricted data distributions tends asymptotically to nominal signficance level. This applies under weak assumptions allowing for estimator covariance singularity. The test is unbiased for a wide class of local alternatives. A new theorem establishes directions in which the test is locally most powerful. The proposed procedure is compared with predominant existing tests in structure, theory and simulation. | | en_US |
| dc.language.iso | | eng | | en_US |
| dc.publisher | | Centre for Microdata Methods and Practice London | | en_US |
| dc.relation.ispartofseries | | cemmap working paper CWP16/12 | | en_US |
| dc.subject.jel | | C1 | | en_US |
| dc.subject.jel | | C4 | | en_US |
| dc.subject.ddc | | 330 | | en_US |
| dc.subject.keyword | | Test | | en_US |
| dc.subject.keyword | | Multiple inequalities | | en_US |
| dc.subject.keyword | | One-sided hypothesis | | en_US |
| dc.subject.keyword | | Composite null | | en_US |
| dc.subject.keyword | | Binding constraints | | en_US |
| dc.subject.keyword | | Asymptotic exactness | | en_US |
| dc.subject.keyword | | Covariance singularity | | en_US |
| dc.subject.keyword | | Indicator smoothing | | en_US |
| dc.title | | Testing multiple inequality hypotheses: A smoothed indicator approach | | en_US |
| dc.type | | Working Paper | | en_US |
| dc.identifier.ppn | | 720226937 | | en_US |
| dc.rights | | http://www.econstor.eu/dspace/Nutzungsbedingungen | | en_US |
| Appears in Collections: | | cemmap working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (IFS)
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