Testing inequality constraints in linear econometric models

DOI10.1016/0304-4076(89)90094-8zbMath0678.62103OpenAlexW2015363455MaRDI QIDQ1124258

Frank A. Wolak

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1016/0304-4076(89)90094-8

zbMATH Keywords

linear simultaneous equations modelduality relationjoint asymptotic distributionasymptotically equivalent testslinear econometric modelslinear inequality restrictions

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

Related Items (37)

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Uses Software

• AS 122

Cites Work

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• A GENERALIZED MULTIVARIATE ANALOGUE OF THE ONE SIDED TEST
• Conflict Among Testing Procedures in a Linear Regression Model with Autoregressive Disturbances
• Inequality Constrained Least-Squares Estimation
• Conflict among Criteria for Testing Hypotheses in the Multivariate Linear Regression Model
• Inequality Restrictions in Regression Analysis
• One-Sided Testing Problems in Multivariate Analysis
• Quadratic Forms and Idempotent Matrices with Random Elements
• A multivariate analogue of the one-sided test

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