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Testing regression coefficients after model selection through sign restrictions - MaRDI portal

Testing regression coefficients after model selection through sign restrictions (Q974210)

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scientific article; zbMATH DE number 5712896
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English
Testing regression coefficients after model selection through sign restrictions
scientific article; zbMATH DE number 5712896

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    Testing regression coefficients after model selection through sign restrictions (English)
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    27 May 2010
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    inequality constraints
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    post-model-selection tests
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    non-uniform convergence
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    size distortion
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