A new test for linear inequality constraints when the variance–covariance matrix depends on the unknown parameters

C-Tier
Journal: Economics Letters
Year: 2011
Volume: 113
Issue: 3
Pages: 241-243

Authors (2)

Donald, Stephen G. (not in RePEc) Hsu, Yu-Chin (Academia Sinica)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We extend Hansen’s (2005) test to testing hypotheses involving general inequality constraints where the variance–covariance matrix of the functions in the constraints depends on the unknown parameters. The test can be applied to a wider class of problems than Wolak’s (1991).

Technical Details

RePEc Handle
repec:eee:ecolet:v:113:y:2011:i:3:p:241-243
Journal Field
General
Author Count
2
Added to Database
2026-02-02