On restricted hypotheses in extreme value regression models
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Kodde, David A & Palm, Franz C, 1986. "Wald Criteria for Jointly Testing Equality and Inequality Restriction s," Econometrica, Econometric Society, vol. 54(5), pages 1243-1248, September.
- Wolak, Frank A., 1989. "Local and Global Testing of Linear and Nonlinear Inequality Constraints in Nonlinear Econometric Models," Econometric Theory, Cambridge University Press, vol. 5(1), pages 1-35, April.
- Wolak, Frank A, 1991. "The Local Nature of Hypothesis Tests Involving Inequality Constraints in Nonlinear Models," Econometrica, Econometric Society, vol. 59(4), pages 981-995, July.
- Wolak, Frank A., 1989. "Testing inequality constraints in linear econometric models," Journal of Econometrics, Elsevier, vol. 41(2), pages 205-235, June.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Paula, Gilberto A., 1999. "One-sided tests in generalized linear dose-response models," Computational Statistics & Data Analysis, Elsevier, vol. 30(4), pages 413-427, June.
- Carlos A. Cardozo & Gilberto A. Paula & Luiz H. Vanegas, 2022. "Generalized log-gamma additive partial linear models with P-spline smoothing," Statistical Papers, Springer, vol. 63(6), pages 1953-1978, December.
- H. K. T. Ng & N. Balakrishnan & P. S. Chan, 2007. "Optimal sample size allocation for tests with multiple levels of stress with extreme value regression," Naval Research Logistics (NRL), John Wiley & Sons, vol. 54(3), pages 237-249, April.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Driessen, Joost & Melenberg, Bertrand & Nijman, Theo, 2005.
"Testing affine term structure models in case of transaction costs,"
Journal of Econometrics, Elsevier, vol. 126(1), pages 201-232, May.
- Driessen, J.J.A.G. & Melenberg, B. & Nijman, T.E., 1999. "Testing Affine Term Structure Models in Case of Transaction Costs," Discussion Paper 1999-84, Tilburg University, Center for Economic Research.
- Joost Driessen & Bertrand Melenberg & Theo Nijman, 2000. "Testing Affine Term Structure Models in Case of Transaction Costs," Econometric Society World Congress 2000 Contributed Papers 0553, Econometric Society.
- Christopher J. Bennett, 2009. "Consistent and Asymptotically Unbiased MinP Tests of Multiple Inequality Moment Restrictions," Vanderbilt University Department of Economics Working Papers 0908, Vanderbilt University Department of Economics.
- Paula, Gilberto A., 1999. "One-sided tests in generalized linear dose-response models," Computational Statistics & Data Analysis, Elsevier, vol. 30(4), pages 413-427, June.
- Martin Huber & Giovanni Mellace, 2015.
"Testing Instrument Validity for LATE Identification Based on Inequality Moment Constraints,"
The Review of Economics and Statistics, MIT Press, vol. 97(2), pages 398-411, May.
- Huber, Martin & Mellace, Giovanni, 2011. "Testing instrument validity for LATE identification based on inequality moment constraints," Economics Working Paper Series 1143, University of St. Gallen, School of Economics and Political Science.
- Christopher J. Bennett, 2013. "Inference For Dominance Relations," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 54(4), pages 1309-1328, November.
- Martin Carree & Boris Lokshin & René Belderbos, 2011.
"A note on testing for complementarity and substitutability in the case of multiple practices,"
Journal of Productivity Analysis, Springer, vol. 35(3), pages 263-269, June.
- Carree, Martin & Lokshin, Boris & Belderbos, René, 2010. "A note on testing for complementarity and substitutability in the case of multiple practices," MERIT Working Papers 2010-056, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
- Susan Athey & Scott Stern, 1998. "An Empirical Framework for Testing Theories About Complimentarity in Organizational Design," NBER Working Papers 6600, National Bureau of Economic Research, Inc.
- Abadir, Karim M. & Distaso, Walter, 2007.
"Testing joint hypotheses when one of the alternatives is one-sided,"
Journal of Econometrics, Elsevier, vol. 140(2), pages 695-718, October.
- K Abadir & W Distaso, "undated". "Testing joint hypotheses when one of the alternatives is one-sided," Discussion Papers 05/13, Department of Economics, University of York.
- Lokshin, B. & Carree, M.A. & Belderbos, R.A., 2004. "Testing for complementarity and substitutability in case of multiple practices," Research Memorandum 002, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Peter Hansen, 2003. "Asymptotic Tests of Composite Hypotheses," Working Papers 2003-09, Brown University, Department of Economics.
- Demos, Antonis & Sentana, Enrique, 1998.
"Testing for GARCH effects: a one-sided approach,"
Journal of Econometrics, Elsevier, vol. 86(1), pages 97-127, June.
- Antonis Demos & Enrique Sentana, 1996. "Testing for GARCH Effects: A One-Sided Approach," Working Papers wp1996_9611, CEMFI.
- Fisher, Gordon & Willson, Douglas & Xu, Kuan, 1998. "An empirical analysis of term premiums using significance tests for stochastic dominance," Economics Letters, Elsevier, vol. 60(2), pages 195-203, August.
- Stengos, Thanasis & Thompson, Brennan S., 2012.
"Testing for bivariate stochastic dominance using inequality restrictions,"
Economics Letters, Elsevier, vol. 115(1), pages 60-62.
- Thanasis Stengos & Brennan S. Thompson, 2011. "Testing for Bivariate Stochastic Dominance Using Inequality Restrictions," Working Paper series 32_11, Rimini Centre for Economic Analysis.
- Thanasis Stengos & Brennan S. Thompson, 2011. "Testing for Bivariate Stochastic Dominance Using Inequality Restrictions," Working Papers 1107, University of Guelph, Department of Economics and Finance.
- Chen, Le-Yu & Szroeter, Jerzy, 2014.
"Testing multiple inequality hypotheses: A smoothed indicator approach,"
Journal of Econometrics, Elsevier, vol. 178(P3), pages 678-693.
- Le-Yu Chen & Jerzy Szroeter, 2012. "Testing multiple inequality hypotheses: a smoothed indicator approach," CeMMAP working papers 16/12, Institute for Fiscal Studies.
- Le-Yu Chen & Jerzy Szroeter, 2012. "Testing multiple inequality hypotheses: a smoothed indicator approach," CeMMAP working papers CWP16/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Donald, Stephen G. & Hsu, Yu-Chin, 2011. "A new test for linear inequality constraints when the variance–covariance matrix depends on the unknown parameters," Economics Letters, Elsevier, vol. 113(3), pages 241-243.
- Resende, Marcelo & Strube, Eduardo & Zeidan, Rodrigo, 2014.
"Complementarity of innovation policies in Brazilian industry: An econometric study,"
International Journal of Production Economics, Elsevier, vol. 158(C), pages 9-17.
- Eduardo Strube & Marcelo Resende, 2009. "Complementarity of Innovation Policies in the Brazilian Industry: An Econometric Study," CESifo Working Paper Series 2780, CESifo.
- Kaplan, David M. & Zhuo, Longhao, 2021.
"Frequentist properties of Bayesian inequality tests,"
Journal of Econometrics, Elsevier, vol. 221(1), pages 312-336.
- David M. Kaplan, 2015. "Bayesian and frequentist tests of sign equality and other nonlinear inequalities," Working Papers 1516, Department of Economics, University of Missouri.
- David M. Kaplan & Longhao Zhuo, 2019. "Frequentist properties of Bayesian inequality tests," Working Papers 1910, Department of Economics, University of Missouri.
- David M. Kaplan & Longhao Zhuo, 2016. "Frequentist properties of Bayesian inequality tests," Papers 1607.00393, arXiv.org, revised Jul 2024.
- David M. Kaplan & Longhao Zhuo, 2018. "Frequentist size of Bayesian inequality tests," Working Papers 1802, Department of Economics, University of Missouri, revised 14 Jul 2019.
- Bartolucci F. & Forcina A. & Dardanoni V., 2001. "Positive Quadrant Dependence and Marginal Modeling in Two-Way Tables With Ordered Margins," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 1497-1505, December.
- Satya P. DAS & Chetan CHATE, 2001.
"Endogenous Distribution, Politics, and Growth,"
LIDAM Discussion Papers IRES
2001019, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Satya Das & Chetan Ghate, 2002. "Endogenous Distribution, Politics and Growth," Discussion Papers of DIW Berlin 310, DIW Berlin, German Institute for Economic Research.
- Andrews, Donald W. K., 1998.
"Hypothesis testing with a restricted parameter space,"
Journal of Econometrics, Elsevier, vol. 84(1), pages 155-199, May.
- Donald W.K. Andrews, 1994. "Hypothesis Testing with a Restricted Parameter Space," Cowles Foundation Discussion Papers 1060R, Cowles Foundation for Research in Economics, Yale University.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:csdana:v:25:y:1997:i:2:p:143-157. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/csda .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.