Wald, QLR, and score tests when parameters are subject to linear inequality constraints

DOI10.1016/j.jeconom.2023.02.009OpenAlexW4353048875MaRDI QIDQ6108338

Publication date: 29 June 2023

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2023.02.009

zbMATH Keywords

uniform inference extremum estimation random coefficients model polytope projection Bonferroni-type correction implicit nuisance parameter mincer earnings regression

Mathematics Subject Classification ID

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

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