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Boundary Distributions in Testing Inequality Hypotheses

Author

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  • Fathali Firoozi

    (University of Texas at San Antonio)

Abstract

Testing inequality hypotheses in econometric models has posed a challenge in terms of identifying an applicable null distribution. This study demonstrates an asymptotic boundary null distribution for testing inequalities and discusses some of the trade o¤s in terms of test errors.

Suggested Citation

  • Fathali Firoozi, 2008. "Boundary Distributions in Testing Inequality Hypotheses," Working Papers 0046, College of Business, University of Texas at San Antonio.
    • Handle: RePEc:tsa:wpaper:0091eco
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    File URL: http://interim.business.utsa.edu/wps/eco/0046ECO-085-2008.pdf
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    References listed on IDEAS

    as
    1. Gourieroux, Christian & Holly, Alberto & Monfort, Alain, 1982. "Likelihood Ratio Test, Wald Test, and Kuhn-Tucker Test in Linear Models with Inequality Constraints on the Regression Parameters," Econometrica, Econometric Society, vol. 50(1), pages 63-80, January.
    2. 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.
    Full references (including those not matched with items on IDEAS)

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    More about this item

    Keywords

    Boundry distributors; Inequality hypothesis;

    JEL classification:

    • C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
    • C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General

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