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Hypothesis Testing 1 Moment Inequalities 1 Partial Identication 1 Specication Tests 1
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Free 1
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Book / Working Paper 1
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Bugni, Federico 1 Canay, Ivan 1 Shi, Xiaoxia 1
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Centre for Microdata Methods and Practice (CEMMAP) 1
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CeMMAP working papers 1
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Did you mean: subject:"specification tests" (58 results)
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Specification for Partially Identified Models defined by Moment Inequalities
Bugni, Federico; Canay, Ivan; Shi, Xiaoxia - Centre for Microdata Methods and Practice (CEMMAP) - 2013
This paper studies the problem of specification testing in partially indentified models defined by a finite number of moment equalities and inequalities (i.e., (in)equalities). Under the null hypothesis, there is at least one parameter value that simultaneously satisfies all of the moment...
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