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  • Search: subject:"inequality constraints"
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Year of publication
Subject
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Inequality constraints 24 inequality constraints 19 Theorie 8 Theory 6 Einkommensverteilung 5 Envelope theorem 5 Income distribution 5 Inequality Constraints 5 Time iteration 5 Bootstrap 4 Kurtosis 4 ARCH 3 ARCH-Modell 3 Markov Chain Monte Carlo 3 Schätztheorie 3 Skewness 3 skewness 3 Asymmetries 2 Aumann Expectation 2 Bayesian inference 2 Capacity Functional 2 Chen-Szroeter test 2 Chi-bar-square statistic 2 Chi-square statistic 2 Disability 2 Equality constraints 2 Estimation theory 2 Exponential family of distributions 2 Factor rotation 2 Flexible Functional Forms 2 Gauss-Markov model 2 Identification 2 Induktive Statistik 2 Kalman filter 2 Matrix Inequality Constraints 2 Metropolis-Hastings 2 Mixture Formulation 2 Modell-Spezifikation 2 Multivariate Modelling 2 Nash-Gleichgewicht 2
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Online availability
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Free 41 Undetermined 20
Type of publication
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Book / Working Paper 39 Article 23 Other 2
Type of publication (narrower categories)
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Working Paper 11 Article in journal 6 Aufsatz in Zeitschrift 6 Arbeitspapier 4 Graue Literatur 4 Non-commercial literature 4 Congress Report 1 Report 1
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Language
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English 33 Undetermined 31
Author
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Sentana, Enrique 9 Conrad, Christian 4 Karanasos, Menelaos 4 Rendahl, Pontus 4 Calzolari, Giorgio 3 Fiorentini, Gabriele 3 Mencía, Javier 3 O'Donnell, Christopher J. 3 Seck, Ousmane 3 Barnett, William 2 Beresteanu, Arie 2 Cruz, Agustina Tan 2 Griffiths, William E. 2 Heckelei, Thomas 2 Molchanov, Ilya 2 Molinari, Francesca 2 Pudney, Stephen 2 Saltari, Enrico 2 Travaglini, Giuseppe 2 Werner, Hans Joachim 2 Wolff, Hendrik 2 Xu, Yongdeng 2 Yapar, Cemil 2 A. R. Gallant 1 Agresti, Alan 1 Balakrishnan, N. 1 Balakrishnan, Narayanaswami 1 Barnett, William A. 1 Böckenholt, Ulf 1 Cao-Alvira, José 1 Chen, Le-Yu 1 Coelli, Tim J. 1 Coelli, Timothy J. 1 Donald, Stephen G. 1 Gamrot, Wojciech 1 Hall, Anthony D. 1 Harrison, W. Jill 1 Holden, Tom 1 Horridge, Mark 1 Hsu, Yu-Chin 1
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Institution
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Centro de Estudios Monetarios y Financieros (CEMFI) 3 KOF Swiss Economic Institute, Department of Management, Technology and Economics (D-MTEC) 2 University of Bonn, Germany 2 Australian Agricultural and Resource Economics Society - AARES 1 Banco de España 1 C.E.P.R. Discussion Papers 1 Centre for Microdata Methods and Practice (CEMMAP) 1 Centre of Policy Studies and Impact Project (COPS), Victoria University 1 Departamento de Estadistica, Universidad Carlos III de Madrid 1 Department of Economics, European University Institute 1 Department of Economics, University of Kansas 1 Econometric Society 1 Facoltà di Economia, Università degli Studi di Urbino 1 Faculty of Economics, University of Cambridge 1 Institut für Makroökonomie und Wirtschaftspolitik, Fachbereich Volkswirtschaftslehre 1 Instituto Valenciano de Investigaciones Económicas (IVIE) 1 London School of Economics (LSE) 1 Rimini Centre for Economic Analysis (RCEA) 1 School of Economics, Business School 1 School of Economics, Faculty of Arts and Social Sciences 1 School of Economics, University of Adelaide 1 Society for Computational Economics - SCE 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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Published in...
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Psychometrika 4 Working Papers / Centro de Estudios Monetarios y Financieros (CEMFI) 3 cemmap working paper 3 Annals of the Institute of Statistical Mathematics 2 Computational Economics 2 Discussion Paper Serie B 2 Journal of econometrics 2 KOF Working Papers 2 KOF Working papers 2 1997 Conference (41st), January 22-24, 1997, Gold Coast, Australia 1 Applied economics 1 Banco de España Working Papers 1 CEPR Discussion Papers 1 Cambridge Working Papers in Economics 1 Cambridge working papers in economics 1 Cardiff Economics Working Papers 1 Cardiff economics working papers 1 CeMMAP working papers 1 Centre of Policy Studies/IMPACT Centre Working Papers 1 Computational Statistics & Data Analysis 1 Computing in Economics and Finance 2006 1 Econometric Society 2004 North American Summer Meetings 1 Economics Bulletin 1 Economics Letters 1 Economics Working Papers / Department of Economics, European University Institute 1 Energy economics 1 ISER Working Paper Series 1 Journal of Multivariate Analysis 1 LSE Research Online Documents on Economics 1 Les cahiers du GERAD 1 MPRA Paper 1 Metrika 1 Operational research : an international journal 1 Quantitative Macroeconomics Working Papers 1 School of Economics Working Papers 1 Statistical Papers / Springer 1 Statistics & Probability Letters 1 Statistics and Econometrics Working Papers 1 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 1 The economic journal : the journal of the Royal Economic Society 1
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Source
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RePEc 43 ECONIS (ZBW) 10 EconStor 7 BASE 4
Showing 21 - 30 of 64
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Estimation with Inequality Constraints on Parameters and Truncation of the Sampling Distribution.
Barnett, William; Seck, Ousmane - Department of Economics, University of Kansas - 2009
, many theoretical results are in the form of monotonicity or nonnegativity restrictions. Inequality constraints can truncate … sampling properties of inequality-constrained estimators produced by popular methods of imposing inequality constraints, with … Estimation with Inequality Constraints on Parameters and Truncation of the Sampling Distribution William A …
Persistent link: https://www.econbiz.de/10004961242
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Distributional tests in multivariate dynamic models with Normal and Student t innovations
Mencía, Javier; Sentana, Enrique - Banco de España - 2009
We derive Lagrange Multiplier and Likelihood Ratio specifi cation tests for the null hypotheses of multivariate normal and Student t innovations using the Generalised Hyperbolic distribution as our alternative hypothesis. We decompose the corresponding Lagrange Multiplier-type tests into...
Persistent link: https://www.econbiz.de/10008495372
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Inequality constraints and Euler equation-based solution methods
Rendahl, Pontus - In: The economic journal : the journal of the Royal … 125 (2015) 585, pp. 1110-1135
Persistent link: https://www.econbiz.de/10011396749
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Evaluating the impact of inequality constraints and parameter uncertainty on optimal portfolio choice
Hall, Anthony D.; Satchell, Stephen; Spence, P. J. - In: Applied economics 47 (2015) 43/45, pp. 4801-4813
Persistent link: https://www.econbiz.de/10011380850
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Negative volatility spillovers in the unrestricted ECCC-GARCH model
Conrad, Christian; Karanasos, Menelaos - 2008
This paper considers a formulation of the extended constant or time-varying conditional correlation GARCH model which allows for volatility feedback of either sign, i.e., positive or negative. In the previous literature, negative volatility spillovers were ruled out by the assumption that all...
Persistent link: https://www.econbiz.de/10010277789
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Sharp identification regions in games
Beresteanu, Arie; Molchanov, Ilya; Molinari, Francesca - 2008
We study identification in static, simultaneous move finite games of complete information, where the presence of multiple Nash equilibria may lead to partial identification of the model parameters. The identification regions for these parameters proposed in the related literature are known not...
Persistent link: https://www.econbiz.de/10010288446
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Estimation with inequality constraints on the parameters: dealing with truncation of the sampling distribution.
Barnett, William A.; Seck, Ousmane - Volkswirtschaftliche Fakultät, … - 2008
, many theoretical results are in the form of monotonicity or nonnegativity restrictions. Inequality constraints can truncate … sampling properties of inequality constrained estimators produced by popular methods of imposing inequality constraints. In …
Persistent link: https://www.econbiz.de/10004961522
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Sharp identification regions in games
Beresteanu, Arie; Molchanov, Ilya; Molinari, Francesca - Centre for Microdata Methods and Practice (CEMMAP) - 2008
Form Games, Inequality Constraints. ∗ We are grateful to Talia Bar, David Easley, Paul Ellickson, Yossi Feinberg, Keisuke …
Persistent link: https://www.econbiz.de/10005727666
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Negative Volatility Spillovers in the Unrestricted ECCC-GARCH Model
Conrad, Christian; Karanasos, Menelaos - KOF Swiss Economic Institute, Department of Management, … - 2008
This paper considers a formulation of the extended constant or time-varying conditional correlation GARCH model which allows for volatility feedback of either sign, i.e., positive or negative. In the previous literature, negative volatility spillovers were ruled out by the assumption that all...
Persistent link: https://www.econbiz.de/10005731463
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DISTRIBUTIONAL TESTS IN MULTIVARIATE DYNAMIC MODELS WITH NORMAL AND STUDENT T INNOVATIONS
Sentana, Enrique; Mencía, Javier - Centro de Estudios Monetarios y Financieros (CEMFI) - 2008
We derive specification tests for the null hypotheses of multivariate normal and Student t innovations using the Generalised Hyperbolic distribution as our alternative hypothesis. In both cases, we decompose the corresponding Lagrange Multiplier-type tests into skewness and kurtosis components,...
Persistent link: https://www.econbiz.de/10008518040
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