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.
Original language | English (US) |
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Pages (from-to) | 375-378 |
Number of pages | 4 |
Journal | Economics Letters |
Volume | 99 |
Issue number | 2 |
DOIs | |
State | Published - May 2008 |
All Science Journal Classification (ASJC) codes
- Finance
- Economics and Econometrics