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

zbMATH Open1165.62021MaRDI QIDQ3637597FDOQ3637597

Authors: William A. Barnett, Ousmane Seck 

Publication date: 13 July 2009

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

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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)

Cited In (5)

• 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
• Inference in linear models with inequality constrained parameters
• Imposing parameter inequality restrictions using the principle of maximum entropy

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