Model selection tests for moment inequality models (Q494361): Difference between revisions

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+https://doi.org/10.1016/j.jeconom.2015.01.004
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+W2140871795
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+Estimation When a Parameter is on a Boundary
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+Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection
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+Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure
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+VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES
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+Inference Based on Conditional Moment Inequalities
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+Q3596119
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+Bootstrap Inference in Partially Identified Models Defined by Moment Inequalities: Coverage of the Identified Set
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+EL inference for partially identified models: large deviations optimality and bootstrap validity
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+Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models
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+Estimation and Confidence Regions for Parameter Sets in Econometric Models
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+Estimation with overidentifying inequality moment conditions
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+Alternative Models for Moment Inequalities
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+Generalized empirical likelihood non-nested tests
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+Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
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+Publication:494361