A consistent bootstrapped GMM estimator for the linear model with arbitrary inequality constraints on parameters

DOI10.1007/BF02929708zbMath0899.62084OpenAlexW2102326825MaRDI QIDQ1393067

Levon S. Kazarian

Publication date: 15 November 1998

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02929708

zbMATH Keywords

consistencygeneralized method of momentsnonlinear programmingconstraintsbootstrapped GMM estimators

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Parametric inference under constraints (62F30) Applications of mathematical programming (90C90)

Cites Work

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• Large Sample Properties of Generalized Method of Moments Estimators
• On bootstrapping two-stage least-squares estimates in stationary linear models
• Imposing curvature restrictions on flexible functional forms
• Bootstrap methods: another look at the jackknife
• A comparison of the performance of flexible functional forms for use in applied general equilibrium modelling
• Likelihood Ratio Test, Wald Test, and Kuhn-Tucker Test in Linear Models with Inequality Constraints on the Regression Parameters
• Inequality Restrictions in Regression Analysis
• On Stochastic Limit and Order Relationships

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