IDEAS home Printed from https://ideas.repec.org/h/pal/palchp/978-1-349-12221-9_8.html
   My bibliography  Save this book chapter

One-sided and Inequality Tests for a Pair of Means

In: Contributions to Consumer Demand and Econometrics

Author

Listed:
  • Arthur S. Goldberger

Abstract

Consider the regression model y ~ N(Xβ, σ2 I), where X is n × k. Let θ = Rβ — r, where R is J × k of rank j. A familiar classical problem is to test the null hypothesis θ = 0 against the alternative that θ ≠ 0. Recently attention has been directed to these problems: Test the null θ = 0 against the one-sided alternative θ ≰ 0, Test the inequality null θ ⩽ 0 against the alternative θ ≰ 0.

Suggested Citation

  • Arthur S. Goldberger, 1992. "One-sided and Inequality Tests for a Pair of Means," Palgrave Macmillan Books, in: Ronald Bewley & Tran Hoa (ed.), Contributions to Consumer Demand and Econometrics, chapter 8, pages 140-162, Palgrave Macmillan.
    • Handle: RePEc:pal:palchp:978-1-349-12221-9_8
    DOI: 10.1007/978-1-349-12221-9_8
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a search for a similarly titled item that would be available.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Andrews, Donald W. K., 1998. "Hypothesis testing with a restricted parameter space," Journal of Econometrics, Elsevier, vol. 84(1), pages 155-199, May.
    2. Capistrán Carlos, 2007. "Optimality Tests for Multi-Horizon Forecasts," Working Papers 2007-14, Banco de México.
    3. 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.
    4. Murasawa, Yasutomo & Morimune, Kimio, 2004. "Distribution-free statistical inference for generalized Lorenz dominance based on grouped data," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 64(1), pages 133-142.

    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:pal:palchp:978-1-349-12221-9_8. 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.

    We have no bibliographic references for this item. You can help adding them by using 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: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.palgrave.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.