Non-standard tests through a composite null and alternative in point-identified parameters
From MaRDI portal
Publication:312337
DOI10.1515/jem-2014-0006zbMath1345.62038MaRDI QIDQ312337
Publication date: 15 September 2016
Published in: Journal of Econometric Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/jem-2014-0006
62P20: Applications of statistics to economics
62F25: Parametric tolerance and confidence regions
62F03: Parametric hypothesis testing
62N02: Estimation in survival analysis and censored data
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities
- EL inference for partially identified models: large deviations optimality and bootstrap validity
- On the rate of convergence in the multivariate CLT
- Partial identification of probability distributions.
- A test of non-identifying restrictions and confidence regions for partially identified parameters
- Estimation with overidentifying inequality moment conditions
- Intersection Bounds: Estimation and Inference
- Set Identified Linear Models
- Alternative Models for Moment Inequalities
- Asymptotic Properties for a Class of Partially Identified Models
- Bootstrap Inference in Partially Identified Models Defined by Moment Inequalities: Coverage of the Identified Set
- Asymptotic Statistics
- Nonparametric Analysis of Randomized Experiments with Missing Covariate and Outcome Data
- Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis
- Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection
- Inference for the Identified Set in Partially Identified Econometric Models
- More on Confidence Intervals for Partially Identified Parameters
- Estimation and Confidence Regions for Parameter Sets in Econometric Models
- Inference on Regressions with Interval Data on a Regressor or Outcome
- Confidence Intervals for Partially Identified Parameters
