| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5062214 | Economics Letters | 2008 | 4 Pages |
Abstract
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.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Patrik Guggenberger, Jinyong Hahn, Kyooil Kim,