Wald, QLR, and score tests when parameters are subject to linear inequality constraints
Year of publication: |
2023
|
---|---|
Authors: | Fan, Yanqin ; Shi, Xuetao |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 235.2023, 2, p. 2005-2026
|
Subject: | Bonferroni-type correction | Extremum estimation | Implicit nuisance parameter | Mincer earnings regression | Polytope projection | Random coefficients model | Uniform inference | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Statistischer Test | Statistical test |
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