Testing inequality constraints in linear econometric models
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Cited in
(55)- A robust test for monotonicity in asset returns
- Empirical likelihood ratio tests for the linear regression model with inequality constraints
- Bahadur intercept with applications to one-sided testing
- Seminonparametric Bayesian estimation of the asymptotically ideal production model
- Bootstrap tests of multiple inequality restrictions on variance ratios
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- Institutions and economic outcomes: a dominance-based analysis
- On a basic multivariate EIV model with linear equality constraints
- Testing multiple inequality hypotheses: a smoothed indicator approach
- Simulated Method of Moments Estimation for Copula-Based Multivariate Models
- Empirical implications of alternative models of firm dynamics
- Testing for inequality constraints in singular models by trimming or winsorizing the variance matrix
- Modified Lagrange multiplier tests for problems with one-sided alternatives
- An Exact Test for Multiple Inequality and Equality Constraints in the Linear Regression Model
- Testing for bivariate stochastic dominance using inequality restrictions
- Hypothesis testing with a restricted parameter space
- One-Sided Tests in Linear Models with Multivariatet-Distribution
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- Mobility measurement, transition matrices and statistical inference
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- Inference on estimators defined by mathematical programming
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- Wald Criteria for Jointly Testing Equality and Inequality Restrictions
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