期刊
ECONOMICS LETTERS
卷 99, 期 2, 页码 375-378出版社
ELSEVIER SCIENCE SA
DOI: 10.1016/j.econlet.2007.09.002
关键词
moment inequalities; partial identification; specification test
类别
资金
- Direct For Social, Behav & Economic Scie
- Divn Of Social and Economic Sciences [1022929] Funding Source: National Science Foundation
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 test is not practical because the dual characterization takes the form of a multi-dimensional nonlinear one-sided hypothesis. (c) 2007 Elsevier B.V. All rights reserved.
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