Specification testing under moment inequalities

C-Tier
Journal: Economics Letters
Year: 2008
Volume: 99
Issue: 2
Pages: 375-378

Score contribution per author:

0.335 = (α=2.01 / 3 authors) × 0.5x C-tier

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

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.

Technical Details

RePEc Handle
repec:eee:ecolet:v:99:y:2008:i:2:p:375-378
Journal Field
General
Author Count
3
Added to Database
2026-01-25