Supplement to "A Projection Framework for Testing Shape Restrictions that Form Convex Cones"

This supplement is organized as follows. Appendix B discusses particular shape restrictions with the convex cone property, Appendix C specializes our test to the regular case where rn{ˆθ_n − θ0} converges, Appendix D collects additional proofs and auxiliary results, and Appendix E presents additional simulation studies and an empirical application. Appendix F verifies the main assumptions for our examples, Appendix G provides proofs for Appendix C, while Appendix H contains simulation results omitted from the main text and Appendix E, all of which are relegated to the arXiv version of this paper (https://arxiv.org/abs/1910.07689) due to space limitation.

Supplemental Authors: 
Fang, Zheng - Texas A&M University
Seo, Juwon - National University of Singapore
Online Appendix

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