Testing inequality constraints in linear econometric models
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DOI10.1016/0304-4076(89)90094-8zbMATH Open0678.62103OpenAlexW2015363455MaRDI QIDQ1124258FDOQ1124258
Authors: 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
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linear econometric modelslinear simultaneous equations modelduality relationjoint asymptotic distributionasymptotically equivalent testslinear inequality restrictions
Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)
Cites Work
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Cited In (54)
- Restricted methods in symmetrical linear regression models
- Testing for Concordance Ordering
- Testing for restricted stochastic dominance
- Mobility measurement, transition matrices and statistical inference
- On a basic multivariate EIV model with linear equality constraints
- Testing affiliation in private-values models of first-price auctions using grid distributions
- A distribution-free test for deprivation dominance
- Testing inequality constraints in a linear regression model with spherically symmetric disturbances
- Imposing inequality restrictions: Efficiency gains from economic theory
- Title not available (Why is that?)
- One-Sided Tests in Linear Models with Multivariatet-Distribution
- A robust test for monotonicity in asset returns
- A new test for linear inequality constraints when the variance-covariance matrix depends on the unknown parameters
- Statistical inference for poverty measures with relative poverty lines
- Model equivalence tests in a parametric framework
- Evaluation of asset pricing models using two-pass cross-sectional regressions
- Testing multivariate one-sided hypotheses.
- A further remark on testing linear inequality constraints in the standard linear model
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- Testing for bivariate stochastic dominance using inequality restrictions
- Structurally determined inequality constraints on correlations in the cycle of linear dependencies
- Poverty comparisons with common relative poverty lines
- Testing for inequality constraints in singular models by trimming or winsorizing the variance matrix
- Incorporating covariates in the measurement of welfare and inequality: methods and applications
- Testing multivariate economic restrictions using quantiles: the example of Slutsky negative semidefiniteness
- Nonlinear Hypotheses, Inequality Restrictions, and Non-Nested Hypotheses: Exact Simultaneous Tests in Linear Regressions
- Exploring stochasticity and imprecise knowledge based on linear inequality constraints
- An empirical analysis of term premiums using significance tests for stochastic dominance
- Empirical likelihood ratio tests for the linear regression model with inequality constraints
- Bootstrap tests of multiple inequality restrictions on variance ratios
- Modified Lagrange multiplier tests for problems with one-sided alternatives
- Hypothesis testing with a restricted parameter space
- Testing Models With Multiple Equilibria by Quantile Methods
- Simulated Method of Moments Estimation for Copula-Based Multivariate Models
- Improving the power of tests of stochastic dominance
- Institutions and economic outcomes: a dominance-based analysis
- Testing multiple inequality hypotheses: a smoothed indicator approach
- An exact test for linear restrictions in seemingly unrelated regressions with the same regressors
- Toward an empirical analysis of polarization
- Testing the quantal response hypothesis
- Measures of global sensitivity in linear programming: applications in banking sector
- Seminonparametric Bayesian estimation of the asymptotically ideal production model
- Empirical implications of alternative models of firm dynamics
- Inference on estimators defined by mathematical programming
- Wald Criteria for Jointly Testing Equality and Inequality Restrictions
- Bahadur intercept with applications to one-sided testing
- An Exact Test for Multiple Inequality and Equality Constraints in the Linear Regression Model
- Locally optimal one-sided tests for multiparameter hypotheses
- Tests against inequality constraints in semiparametric models
- Testing for GARCH effects: A one-sided approach
- A Monte Carlo investigation of some tests for stochastic dominance
- Multidimensional poverty: measurement, estimation, and inference
- Stochastic dominance with ordinal variables: conditions and a test
- Chi-squared tests for evaluation and comparison of asset pricing models
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