Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure
This paper is concerned with tests and confi dence intervals for parameters that are not necessarily identifi ed and are de fined by moment inequalities. In the literature, different test statistics, critical value methods, and implementation methods (i.e., the asymptotic distribution versus the...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Article |
| Language: | en_US |
| Published: |
Econometric Society
2012
|
| Online Access: | http://hdl.handle.net/1721.1/73649 |