Testing multiple inequality hypotheses: A smoothed indicator approach

Journal of Econometrics

Volumn 178, Issue PART 3, 2014, Pages 678-693

  Chen, Le Yu ^a   Szroeter, Jerzy ^b  

^a INSTITUTE OF ECONOMICS   (Taiwan)

^b UNIVERSITY COLLEGE LONDON   (United Kingdom)

Author keywords

Asymptotic exactness; Binding constraints; Composite null; Covariance singularity; Indicator smoothing; Multiple inequalities; One sided hypothesis; Test

Indexed keywords

PROBABILITY DISTRIBUTIONS;

ASYMPTOTIC EXACTNESS; BINDING CONSTRAINTS; COVARIANCE SINGULARITY; MULTIPLE INEQUALITIES; ONE-SIDED HYPOTHESIS;

TESTING;

EID: 84889089358     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2013.10.004     Document Type: Article

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