Search Results - subject:"truncated sampling distribution"

A note on nonidentification in truncated sampling distribution estimation

Barnett, William; Seck, Ousmane - In: Economics Bulletin 30 (2010) 2, pp. 1670-1679

Theoretical constraints on economic model parameters often are in the form of inequality restrictions. For example, many theoretical results are in the form of monotonicity or nonnegativity restrictions. Inequality constraints can truncate sampling distributions of parameter estimators, so that...

Persistent link: https://www.econbiz.de/10008599451

Estimation with Inequality Constraints on Parameters and Truncation of the Sampling Distribution.

Barnett, William; Seck, Ousmane - Department of Economics, University of Kansas - 2009

. Keywords and Key Phrases: Asymptotics, truncated sampling distribution, nonidentified sign, inequality constraints, bootstrap …. 15 Any transformation that produces truncated sampling distribution for the transformed parameters inherently must …

Persistent link: https://www.econbiz.de/10004961242