A new test for linear inequality constraints when the variance-covariance matrix depends on the unknown parameters

DOI10.1016/J.ECONLET.2011.07.018zbMATH Open1274.62932OpenAlexW2045516160MaRDI QIDQ427110FDOQ427110

Authors: Stephen G. Donald, Yu-Chin Hsu 

Publication date: 13 June 2012

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2011.07.018

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zbMATH Keywords

hypothesis testingmultivariate nonlinear one-sided testsnonlinear inequality constraints tests

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20)

Cites Work

• Stepwise Multiple Testing as Formalized Data Snooping
• A Reality Check for Data Snooping
• The Local Nature of Hypothesis Tests Involving Inequality Constraints in Nonlinear Models
• Inference for parameters defined by moment inequalities using generalized moment selection

Cited In (3)

• Testing identification conditions of LATE in fuzzy regression discontinuity designs
• Testing inequality constraints in linear econometric models
• Improving the power of tests of stochastic dominance

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