Model selection tests for moment inequality models

DOI10.1016/j.jeconom.2015.01.004zbMath1337.62383OpenAlexW2140871795MaRDI QIDQ494361

Xiaoxia Shi

Publication date: 1 September 2015

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2015.01.004

zbMATH Keywords

moment inequalitiesKullback-Leibler divergencepartial identificationasymptotic sizemodel selection testoverlapping models

Mathematics Subject Classification ID

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

Related Items (4)

A stochastic dominance test under survey nonresponse with an application to comparing trust levels in Lebanese public institutions ⋮ A corrected Clarke test for model selection and beyond ⋮ A GENERAL CLASS OF NON-NESTED TEST STATISTICS FOR MODELS DEFINED THROUGH MOMENT RESTRICTIONS ⋮ A likelihood ratio test for spatial model selection

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