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

DOI10.1016/J.ECONLET.2011.07.018MaRDI QIDQ427110zbMATH OpenOpenAlexFDO

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

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)

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Cites work

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

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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