相关论文: Moment conditions for random coefficient AR($\inft…

This paper proposes a new class of nonparametric tests for the correct specification of models based on conditional moment restrictions, paying particular attention to generalized propensity score models. The test procedure is based on two…

In neuroscience, the time elapsed since the last discharge has been used to predict the probability of the next discharge. Such predictions can be improved taking into account the last two discharge times, and possibly more. Such multi-time…

In this note we establish some appropriate conditions for stochastic equality of two random variables/vectors which are ordered with respect to convex ordering or with respect to supermodular ordering. Multivariate extensions of this result…

We consider nonlinear optimization problems with cardinality constraints. Based on a continuous reformulation we introduce second order necessary and sufficient optimality conditions. Under such a second order condition, we can guarantee…

Many economic models feature moment conditions that involve latent variables. When the latent variables are individual fixed effects in an auxiliary panel data regression, we construct orthogonal moments that eliminate first-order bias…

This paper develops a class of potential outcomes models characterized by three main features: (i) Unobserved heterogeneity can be represented by a vector of potential outcomes and a type describing the manner in which an instrument…

This paper makes 3 contributions. First, it generalizes the Lindeberg\textendash Feller and Lyapunov Central Limit Theorems to Hilbert Spaces by way of $L^2$. Second, it generalizes these results to spaces in which sample failure and…

In this work we study constant-coefficient first order systems of partial differential equations and give necessary and sufficient conditions for those systems to have a well posed Cauchy Problem. In many physical applications, due to the…

In the present paper we consider design criteria which depend on several designs simultaneously. We formulate equivalence theorems based on moment matrices (if criteria depend on designs via moment matrices) or with respect to the designs…

This paper is concerned with the inelastic Boltzmann equation without angular cutoff. We work in the spatially homogeneous case. We establish the global-in-time existence of measure-valued solutions under the generic hard potential…

We characterize probability measure with finite moment of any order in terms of the symmetric difference operators of their Fourier transforms. By using our new characterization, we prove the continuity $f(t,v)\in C((0, \infty),L^1_{2k-2…

We consider a class of $d$-dimensional stochastic differential equations that model a non-colliding random particle system. We provide a sufficient condition, which does not depend on the dimension $d$, for the existence of negative moments…

Identification-robust hypothesis tests are commonly based on the continuous updating GMM objective function. When the number of moment conditions grows proportionally with the sample size, the large-dimensional weighting matrix prohibits…

Second order linear non-autonomous differential equations with negative stiffness are considered. Using Chetaev-like (Lyapunov-like) functions, necessary (sufficient) conditions are found for the solutions to be bounded for all initial…

Moment restrictions and their conditional counterparts emerge in many areas of machine learning and statistics ranging from causal inference to reinforcement learning. Estimators for these tasks, generally called methods of moments, include…

A general method for obtaining moment inequalities for functions of independent random variables is presented. It is a generalization of the entropy method which has been used to derive concentration inequalities for such functions…

In this paper we study second-order optimality conditions for non-convex set-constrained optimization problems. For a convex set-constrained optimization problem, it is well-known that second-order optimality conditions involve the support…

We provide novel sufficient conditions for stability of nonlinear and time-varying impulsive systems. These conditions generalize, extend, and strengthen many existing results. Different types of input-to-state stability (ISS), as well as…

In this paper, starting from a generalized coherent (i.e. avoiding uniform loss) intervalvalued probability assessment on a finite family of conditional events, we construct conditional probabilities with quasi additive classes of…

This paper is devoted to establishing an enhanced Fritz John type first-order necessary condition for a general constrained nonlinear infinite-dimensional optimization problem. Unlike traditional constraint qualifications in optimization…