Testing regression coefficients after model selection through sign restrictions
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Publication:974210
DOI10.1016/j.econlet.2010.01.030zbMath1188.62196MaRDI QIDQ974210
Publication date: 27 May 2010
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2010.01.030
62P20: Applications of statistics to economics
62H12: Estimation in multivariate analysis
62J05: Linear regression; mixed models
Uses Software
Cites Work
- THE IMPACT OF A HAUSMAN PRETEST ON THE ASYMPTOTIC SIZE OF A HYPOTHESIS TEST
- ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE m OUT OF n BOOTSTRAP
- THE FINITE-SAMPLE DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS AND UNIFORM VERSUS NONUNIFORM APPROXIMATIONS
- MODEL SELECTION AND INFERENCE: FACTS AND FICTION
- A DIALOGUE CONCERNING A NEW INSTRUMENT FOR ECONOMETRIC MODELING