Inference on estimators defined by mathematical programming

DOI10.1016/j.jeconom.2021.06.001OpenAlexW3177407436MaRDI QIDQ2074590

Xiaoxia Shi, Matthew Shum, Yu-Wei Hsieh

Publication date: 10 February 2022

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1709.09115

zbMATH Keywords

moment inequalitiesportfolio selectionlinear complementarity constraintssub-vector inference

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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