Testing moment inequalities: selection versus recentering

DOI10.1016/j.econlet.2017.11.006zbMath1402.62024OpenAlexW2767732984MaRDI QIDQ1787248

Roy Allen

Publication date: 5 October 2018

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2017.11.006

zbMATH Keywords

moment selectionmoment inequalitiespartial identification

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Parametric hypothesis testing (62F03)

Related Items (1)

Testing moment inequalities: selection versus recentering

Cites Work

• Exchangeably weighted bootstraps of the general empirical process
• Testing moment inequalities: selection versus recentering
• Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure
• An Exact Test for Multiple Inequality and Equality Constraints in the Linear Regression Model
• A Practical Two-Step Method for Testing Moment Inequalities
• Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection
• More on Confidence Intervals for Partially Identified Parameters
• Confidence Intervals for Partially Identified Parameters

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