Estimation with inequality constraints on parameters and truncation of the sampling distribu\-tion

MaRDI QIDQ3637597zbMATHFDO

Authors William A. Barnett, Ousmane Seck

Publication date 13 July 2009

Full work available at URL http://www.scientificadvances.org/journals3P5.htm

zbMATH Keywords

bootstrapasymptoticsjackknifenonidentified sign inequality constraintstruncated sampling distribution

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Parametric inference under constraints (62F30)

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(5)

• Imposing parameter inequality restrictions using the principle of maximum entropy
• Inference in linear models with inequality constrained parameters
• Neoclassical econometries: The kernel
• Imposing inequality restrictions: Efficiency gains from economic theory
• Estimating high-dimensional demand systems in the presence of many binding non-negativity constraints

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