英文标题：
《Impossible Inference in Econometrics: Theory and Applications》
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作者：
Marinho Bertanha and Marcelo J. Moreira
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最新提交年份：
2020
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英文摘要：
This paper studies models in which hypothesis tests have trivial power, that is, power smaller than size. This testing impossibility, or impossibility type A, arises when any alternative is not distinguishable from the null. We also study settings in which it is impossible to have almost surely bounded confidence sets for a parameter of interest. This second type of impossibility (type B) occurs under a condition weaker than the condition for type A impossibility: the parameter of interest must be nearly unidentified. Our theoretical framework connects many existing publications on impossible inference that rely on different notions of topologies to show models are not distinguishable or nearly unidentified. We also derive both types of impossibility using the weak topology induced by convergence in distribution. Impossibility in the weak topology is often easier to prove, it is applicable for many widely-used tests, and it is useful for robust hypothesis testing. We conclude by demonstrating impossible inference in multiple economic applications of models with discontinuity and time-series models.
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中文摘要：
本文研究假设检验具有平凡幂的模型，即幂小于大小的模型。当任何备选方案无法与空值区分时，就会出现这种测试不可能性或不可能性类型A。我们还研究了不可能对感兴趣的参数几乎确定有界置信集的设置。第二种类型的不可能性（类型B）发生在弱于a类不可能性的条件下：感兴趣的参数必须几乎无法识别。我们的理论框架连接了许多关于不可能推理的现有出版物，这些出版物依赖不同的拓扑概念来显示模型不可区分或几乎无法识别。我们还利用分布收敛引起的弱拓扑推导了这两种类型的不可能性。弱拓扑中的不可能性通常更容易证明，它适用于许多广泛使用的测试，并且对于鲁棒假设测试很有用。最后，我们展示了不连续模型和时间序列模型在多种经济应用中的不可能推理。
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分类信息：

一级分类：Mathematics 数学
二级分类：Statistics Theory 统计理论
分类描述：Applied, computational and theoretical statistics: e.g. statistical inference, regression, time series, multivariate analysis, data analysis, Markov chain Monte Carlo, design of experiments, case studies
应用统计、计算统计和理论统计：例如统计推断、回归、时间序列、多元分析、数据分析、马尔可夫链蒙特卡罗、实验设计、案例研究
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一级分类：Quantitative Finance 数量金融学
二级分类：Economics 经济学
分类描述：q-fin.EC is an alias for econ.GN. Economics, including micro and macro economics, international economics, theory of the firm, labor economics, and other economic topics outside finance
q-fin.ec是econ.gn的别名。经济学，包括微观和宏观经济学、国际经济学、企业理论、劳动经济学和其他金融以外的经济专题
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一级分类：Statistics 统计学
二级分类：Applications 应用程序
分类描述：Biology, Education, Epidemiology, Engineering, Environmental Sciences, Medical, Physical Sciences, Quality Control, Social Sciences
生物学，教育学，流行病学，工程学，环境科学，医学，物理科学，质量控制，社会科学
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一级分类：Statistics 统计学
二级分类：Methodology 方法论
分类描述：Design, Surveys, Model Selection, Multiple Testing, Multivariate Methods, Signal and Image Processing, Time Series, Smoothing, Spatial Statistics, Survival Analysis, Nonparametric and Semiparametric Methods
设计，调查，模型选择，多重检验，多元方法，信号和图像处理，时间序列，平滑，空间统计，生存分析，非参数和半参数方法
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一级分类：Statistics 统计学
二级分类：Statistics Theory 统计理论
分类描述：stat.TH is an alias for math.ST. Asymptotics, Bayesian Inference, Decision Theory, Estimation, Foundations, Inference, Testing.
Stat.Th是Math.St的别名。渐近，贝叶斯推论，决策理论，估计，基础，推论，检验。
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