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Volumn 99, Issue 2, 2008, Pages 375-378

Specification testing under moment inequalities

Author keywords

Moment inequalities; Partial identification; Specification test

Indexed keywords


EID: 42649139912     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econlet.2007.09.002     Document Type: Article
Times cited : (24)

References (16)
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    • Chernozhukov, V.1    Hong, H.2    Tamer, E.3
  • 5
    • 0001976863 scopus 로고
    • Likelihood ratio test, Wald test, and Kuhn-Tucker test in linear models with inequality constraints on the regression parameters
    • Gourieroux C., Holly A., and Monfort A. Likelihood ratio test, Wald test, and Kuhn-Tucker test in linear models with inequality constraints on the regression parameters. Econometrica 50 (1982) 63-80
    • (1982) Econometrica , vol.50 , pp. 63-80
    • Gourieroux, C.1    Holly, A.2    Monfort, A.3
  • 6
    • 8344228503 scopus 로고    scopus 로고
    • Confidence intervals for partially identified parameters
    • Imbens G.W., and Manski C.F. Confidence intervals for partially identified parameters. Econometrica 72 (2004) 1845-1857
    • (2004) Econometrica , vol.72 , pp. 1845-1857
    • Imbens, G.W.1    Manski, C.F.2
  • 7
    • 0001380336 scopus 로고
    • A multivariate analog of the one sided test
    • Kudo A. A multivariate analog of the one sided test. Biometrika 50 (1963) 403-418
    • (1963) Biometrika , vol.50 , pp. 403-418
    • Kudo, A.1
  • 9
    • 0036215568 scopus 로고    scopus 로고
    • Inference on regressions with interval data on a regressor or outcome
    • Manski C.F., and Tamer E. Inference on regressions with interval data on a regressor or outcome. Econometrica 70 (2002) 519-546
    • (2002) Econometrica , vol.70 , pp. 519-546
    • Manski, C.F.1    Tamer, E.2
  • 10
    • 42649116003 scopus 로고    scopus 로고
    • Boosting your instruments: estimation with overidentifying inequality moment conditions
    • Moon H.R., and Schorfheide F. Boosting your instruments: estimation with overidentifying inequality moment conditions. Working paper (2004)
    • (2004) Working paper
    • Moon, H.R.1    Schorfheide, F.2
  • 11
    • 42649101546 scopus 로고    scopus 로고
    • Pakes, A., Porter, J., Ho, K., Ishii, J., 2005. Applications of moment inequalities. Unpublished working paper, Department of Economics, Harvard University.
    • Pakes, A., Porter, J., Ho, K., Ishii, J., 2005. Applications of moment inequalities. Unpublished working paper, Department of Economics, Harvard University.
  • 14
    • 0009981024 scopus 로고
    • Multiple hypothesis testing
    • Griliches Z., and Intriligator M.D. (Eds), North-Holland, Amsterdam
    • Savin N.E. Multiple hypothesis testing. In: Griliches Z., and Intriligator M.D. (Eds). Handbook of Econometrics vol. II (1984), North-Holland, Amsterdam
    • (1984) Handbook of Econometrics , vol.II
    • Savin, N.E.1
  • 15
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    • The local nature of hypothesis testing involving inequality constraints in nonlinear models
    • Wolak F.A. The local nature of hypothesis testing involving inequality constraints in nonlinear models. Econometrica 59 (1991) 981-995
    • (1991) Econometrica , vol.59 , pp. 981-995
    • Wolak, F.A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.