Model selection tests for moment inequality models
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Publication:494361
DOI10.1016/j.jeconom.2015.01.004zbMath1337.62383MaRDI QIDQ494361
Publication date: 1 September 2015
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2015.01.004
moment inequalities; Kullback-Leibler divergence; partial identification; asymptotic size; model selection test; overlapping models
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