Inference on estimators defined by mathematical programming
Yu-Wei Hsieh, Xiaoxia Shi, Matthew Shum
| Year of publication: |
2022
|
|---|---|
| Authors: | Hsieh, Yu-Wei ; Shi, Xiaoxia ; Shum, Matthew |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 226.2022, 2, p. 248-268
|
| Subject: | Linear complementarity constraints | Moment inequalities | Sub-vector inference | Portfolio selection | Portfolio-Management | Mathematische Optimierung | Mathematical programming | Schätztheorie | Estimation theory | Induktive Statistik | Statistical inference |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2021.06.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013461524