Testing when a parameter is on the boundary of the maintained hypothesis

Econometrica

Volumn 69, Issue 3, 2001, Pages 683-734

  Andrews, Donald W K ^a  

^a UNIVERSITY OF BRITISH COLUMBIA   (Canada)

Author keywords

Asymptotic distribution; Boundary; GARCH model; Inequality restrictions; Random coefficients regression

Indexed keywords

ASYMPTOTIC STABILITY; BOUNDARY CONDITIONS; PROBLEM SOLVING; RANDOM PROCESSES; REGRESSION ANALYSIS;

RANDOM COEFFICIENTS REGRESSION;

PARAMETER ESTIMATION;

EID: 0034991462     PISSN: 00129682     EISSN: None     Source Type: Journal    
DOI: 10.1111/1468-0262.00210     Document Type: Article

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