A Simple Specification Test for Models with Many Conditional Moment Inequalities
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More about this item
Keywords
Misspecification; Moment Inequality; Partial identification; Specification Testing;All these keywords.
JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2023-12-04 (Econometrics)
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