Inference on Causal and Structural Parameters using Many Moment Inequalities

This article considers the problem of testing many moment inequalities where the number of moment inequalities, denoted by p, is possibly much larger than the sample size n. There is a variety of economic applications where solving this problem allows to carry out inference on causal and structural...

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Bibliographic Details
Main Authors: Chernozhukov, V. (Author), Chetverikov, D. (Author), Kato, K. (Author)
Format: Article
Language:English
Published: Oxford University Press 2019
Subjects:
Online Access:View Fulltext in Publisher