Guggenberger, Patrik; Hahn, Jinyong; Kim, Kyooil - In: Economics Letters 99 (2008) 2, pp. 375-378
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...