Specification testing under moment inequalities

被引：15

作者：

Guggenberger, Patrik ^{[1
]}

Hahn, Jinyong ^{[1
]}

Kim, Kyooil ^{[2
]}

机构：

[1] Univ Calif Los Angeles, Dept Econ, Los Angeles, CA 90095 USA

[2] Univ Minnesota, Dept Econ, Minneapolis, MN 55455 USA

来源：

ECONOMICS LETTERS | 2008年 / 99卷 / 02期

基金：

美国国家科学基金会;

关键词：

moment inequalities; partial identification; specification test;

D O I：

10.1016/j.econlet.2007.09.002

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

We provide a specification test for moment inequalities based on a dual characterization of the moment inequalities. For linear moment inequalities, the test is the asymptotic version of the multi-dimensional linear one-sided tests. For nonlinear moment inequalities, the implementation of the test is not practical because the dual characterization takes the form of a multi-dimensional nonlinear one-sided hypothesis. (c) 2007 Elsevier B.V. All rights reserved.

引用

页码：375 / 378

页数：4