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Testing inequality constraints in linear econometric models

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Cited by:

  1. Arnaud Lefranc & Nicolas Pistolesi & Alain Trannoy, 2006. "Equality of opportunity: Definitions and testable conditions, with an application to income in France," Working Papers 53, ECINEQ, Society for the Study of Economic Inequality.
  2. Burton Hollifield & Robert A. Miller & Patrik Sandås, 2004. "Empirical Analysis of Limit Order Markets," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 71(4), pages 1027-1063.
  3. Gospodinov, Nikolay & Kan, Raymond & Robotti, Cesare, 2013. "Chi-squared tests for evaluation and comparison of asset pricing models," Journal of Econometrics, Elsevier, vol. 173(1), pages 108-125.
  4. Zhang, Xiang & Liu, Yangyi & Wu, Kun & Maillet, Bertrand, 2021. "Tradable or nontradable factors—what does the Hansen–Jagannathan distance tell us?," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 853-879.
  5. Andrews, Donald W. K., 1998. "Hypothesis testing with a restricted parameter space," Journal of Econometrics, Elsevier, vol. 84(1), pages 155-199, May.
  6. 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.
  7. Bo E. Honoré & Luojia Hu, 2023. "The COVID-19 pandemic and Asian American employment," Empirical Economics, Springer, vol. 64(5), pages 2053-2083, May.
  8. Chiara Monfardini & Joao Santos Silva, 2008. "What can we learn about correlations from multinomial probit estimates?," Economics Bulletin, AccessEcon, vol. 3(28), pages 1-9.
  9. Demos, Antonis & Sentana, Enrique, 1998. "Testing for GARCH effects: a one-sided approach," Journal of Econometrics, Elsevier, vol. 86(1), pages 97-127, June.
  10. Brennan Thompson, 2010. "Statistical inference for vector measures of inequality and poverty," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 8(4), pages 451-462, December.
  11. Emmanuel Apergis & Nicholas Apergis, 2018. "What is extracted from earth is gold: are rare earths telling a new tale to economic growth?," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 45(1), pages 177-192, January.
  12. 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.
  13. Bańbura, Marta & Giannone, Domenico & Modugno, Michele & Reichlin, Lucrezia, 2013. "Now-Casting and the Real-Time Data Flow," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 195-237, Elsevier.
  14. 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.
  15. Lee, Inmoo, 2002. "Insider trading and performance of seasoned equity offering firms after controlling for exogenous trading needs," The Quarterly Review of Economics and Finance, Elsevier, vol. 42(1), pages 59-72.
  16. Dick van Dijk & Dennis Fok & Philip Hans Franses, 2005. "A multi-level panel STAR model for US manufacturing sectors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(6), pages 811-827.
  17. Ornelas, Jose Renato Haas & Silva Jr., Antonio Francisco de Almeida, 2015. "Testing the liquidity preference hypothesis using survey forecasts," Emerging Markets Review, Elsevier, vol. 23(C), pages 173-185.
  18. Cysneiros, Francisco Jose A. & Paula, Gilberto A., 2005. "Restricted methods in symmetrical linear regression models," Computational Statistics & Data Analysis, Elsevier, vol. 49(3), pages 689-708, June.
  19. Philip Hans Franses & Richard Paap, 2011. "Random‐coefficient periodic autoregressions," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 65(1), pages 101-115, February.
  20. Zand, Fardad & Van Beers, Cees & Van Leeuwen, George, 2011. "Information technology, organizational change and firm productivity: A panel study of complementarity effects and clustering patterns in Manufacturing and Services," MPRA Paper 46469, University Library of Munich, Germany.
  21. James Harrigan, 2000. "International Trade and American Wages in General Equilibrium, 1967-1995," NBER Chapters, in: The Impact of International Trade on Wages, pages 171-196, National Bureau of Economic Research, Inc.
  22. Russell Davidson & Jean-Yves Duclos, 2013. "Testing for Restricted Stochastic Dominance," Econometric Reviews, Taylor & Francis Journals, vol. 32(1), pages 84-125, January.
  23. 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.
  24. Chen, Le-Yu & Szroeter, Jerzy, 2014. "Testing multiple inequality hypotheses: A smoothed indicator approach," Journal of Econometrics, Elsevier, vol. 178(P3), pages 678-693.
  25. Vito Peragine & Laura Serlenga, 2008. "Higher education and equality of opportunity in Italy," Research on Economic Inequality, in: Inequality and Opportunity: Papers from the Second ECINEQ Society Meeting, pages 67-97, Emerald Group Publishing Limited.
  26. 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.
  27. 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).
  28. Formby, John P. & Smith, W. James & Zheng, Buhong, 2004. "Mobility measurement, transition matrices and statistical inference," Journal of Econometrics, Elsevier, vol. 120(1), pages 181-205, May.
  29. Le-Yu Chen & Jerzy Szroeter, 2009. "Hypothesis testing of multiple inequalities: the method of constraint chaining," CeMMAP working papers 13/09, Institute for Fiscal Studies.
  30. J. Davies & Jonathan Fletcher & Andrew Marshall, 2015. "Testing index-based models in U.K. stock returns," Review of Quantitative Finance and Accounting, Springer, vol. 45(2), pages 337-362, August.
  31. Lefranc, Arnaud & Pistolesi, Nicolas & Trannoy, Alain, 2009. "Equality of opportunity and luck: Definitions and testable conditions, with an application to income in France," Journal of Public Economics, Elsevier, vol. 93(11-12), pages 1189-1207, December.
  32. Goldring, Thomas & Lange, Fabian & Richards-Shubik, Seth, 2016. "Testing for changes in the SES-mortality gradient when the distribution of education changes too," Journal of Health Economics, Elsevier, vol. 46(C), pages 120-130.
  33. Gordon Anderson, 2004. "Making inferences about the polarization, welfare and poverty of nations: a study of 101 countries 1970-1995," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(5), pages 537-550.
  34. Andrew Patton & Allan Timmermann, 2012. "Forecast Rationality Tests Based on Multi-Horizon Bounds," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(1), pages 1-17.
  35. G. Kontogeorgos & K. Lambrias, 2022. "Evaluating the Eurosystem/ECB staff macroeconomic projections: The first 20 years," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(2), pages 213-229, March.
  36. Frank A. Wolak, 2007. "Quantifying the supply-side benefits from forward contracting in wholesale electricity markets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(7), pages 1179-1209.
  37. Zheng, Buhong, 2001. "Statistical inference for poverty measures with relative poverty lines," Journal of Econometrics, Elsevier, vol. 101(2), pages 337-356, April.
  38. Sander Barendse & Andrew J. Patton, 2022. "Comparing Predictive Accuracy in the Presence of a Loss Function Shape Parameter," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(3), pages 1057-1069, June.
  39. Zeng-Hua Lu, 2020. "Bahadur intercept with applications to one-sided testing," Statistical Papers, Springer, vol. 61(2), pages 645-658, April.
  40. 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.
  41. DENUIT, Michel & SAILLET, Olivier, 2001. "Nonparametric Tests for Positive Quadrant Dependence," LIDAM Discussion Papers IRES 2001009, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), revised 01 Apr 2001.
  42. Li, Gang & Gao, Xiong & Huang, Minqiang, 2003. "Testing multivariate one-sided hypotheses," Statistics & Probability Letters, Elsevier, vol. 64(1), pages 63-68, August.
  43. Dennis Fok & Richard Paap & Bram Van Dijk, 2012. "A Rank‐Ordered Logit Model With Unobserved Heterogeneity In Ranking Capabilities," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(5), pages 831-846, August.
  44. Apergis, Nicholas & Mustafa, Ghulam & Dastidar, Sayantan Ghosh, 2021. "An analysis of the impact of unconventional oil and gas activities on public health: New evidence across Oklahoma counties," Energy Economics, Elsevier, vol. 97(C).
  45. Khoa Hoang & Robert Faff, 2021. "Is the ex‐ante equity risk premium always positive? Evidence from a new conditional expectations model," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 61(1), pages 95-124, March.
  46. Arnaud Lefranc & Nicolas Pistolesi & Alain Trannoy, 2008. "Inequality Of Opportunities Vs. Inequality Of Outcomes: Are Western Societies All Alike?," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 54(4), pages 513-546, December.
  47. Gordon Anderson, 2003. "Poverty in America 1970-1990: who did gain ground? An application of stochastic dominance criteria employing simultaneous inequality tests in a partial panel," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(6), pages 621-640.
  48. David M. Kaplan & Longhao Zhuo, 2015. "Bayesian and frequentist inequality tests," Working Papers 1516, Department of Economics, University of Missouri, revised Feb 2018.
  49. Bram Thuysbaert, 2008. "Inference for the measurement of poverty in the presence of a stochastic weighting variable," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 6(1), pages 33-55, March.
  50. Gordon Anderson & Kinda Hachem, 2009. "Institutions and Economic Outcomes: A Dominance Based Analysis of Causality and Multivariate Welfare With Discrete and Continuous Variables," Working Papers tecipa-378, University of Toronto, Department of Economics.
  51. Carlos A. Medel & Sergio C. Salgado, 2013. "Does the Bic Estimate and Forecast Better than the Aic?," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, vol. 28(1), pages 47-64, April.
  52. Reis, Ricardo, 2006. "Inattentive consumers," Journal of Monetary Economics, Elsevier, vol. 53(8), pages 1761-1800, November.
  53. Stengos, Thanasis & Thompson, Brennan S., 2012. "Testing for bivariate stochastic dominance using inequality restrictions," Economics Letters, Elsevier, vol. 115(1), pages 60-62.
  54. Gordon Anderson & Kinda Hachem, 2013. "Institutions and Economic Outcomes: A Dominance-Based Analysis," Econometric Reviews, Taylor & Francis Journals, vol. 32(1), pages 164-182, January.
  55. 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).
  56. Paula, Gilberto A., 1996. "On approximation of the level probabilities for testing ordered parallel regression lines," Statistics & Probability Letters, Elsevier, vol. 30(4), pages 333-338, November.
  57. Gordon Anderson, 2008. "The empirical assessment of multidimensional welfare, inequality and poverty: Sample weighted multivariate generalizations of the Kolmogorov–Smirnov two sample tests for stochastic dominance," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 6(1), pages 73-87, March.
  58. Zeng-Hua Lu & Alec Zuo, 2017. "Child disability, welfare payments, marital status and mothers’ labor supply: Evidence from Australia," Cogent Economics & Finance, Taylor & Francis Journals, vol. 5(1), pages 1339769-133, January.
  59. Franses, Ph.H.B.F. & van der Leij, M.J. & Paap, R., 2005. "A simple test for GARCH against a stochastic volatility," Econometric Institute Research Papers EI 2005-41, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  60. Fletcher, Jonathan, 2019. "Model comparison tests of linear factor models in U.K. stock returns," Finance Research Letters, Elsevier, vol. 28(C), pages 281-291.
  61. 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.
  62. Mario Fiorini & Michael P. Keane, 2014. "How the Allocation of Children's Time Affects Cognitive and Noncognitive Development," Journal of Labor Economics, University of Chicago Press, vol. 32(4), pages 787-836.
  63. Romano, Joseph P. & Wolf, Michael, 2013. "Testing for monotonicity in expected asset returns," Journal of Empirical Finance, Elsevier, vol. 23(C), pages 93-116.
  64. Miguel A. Delgado & Juan Carlos Escanciano, 2013. "Conditional Stochastic Dominance Testing," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(1), pages 16-28, January.
  65. 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.
  66. Jin Lee, 2000. "One-Sided Testing for ARCH Effect Using Wavelets," Econometric Society World Congress 2000 Contributed Papers 1214, Econometric Society.
  67. Zvi Eckstein & Ron Shachar, 2007. "Correcting for bias in retrospective data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(3), pages 657-675.
  68. Fousseni Chabi-Yo & Chukwuma Dim & Grigory Vilkov, 2023. "Generalized Bounds on the Conditional Expected Excess Return on Individual Stocks," Management Science, INFORMS, vol. 69(2), pages 922-939, February.
  69. Stephen G. Donald & Yu‐Chin Hsu & Garry F. Barrett, 2012. "Incorporating covariates in the measurement of welfare and inequality: methods and applications," Econometrics Journal, Royal Economic Society, vol. 15(1), pages 1-30, February.
  70. Franses Philip Hans & Paap Richard, 2013. "Common large innovations across nonlinear time series," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 17(3), pages 251-263, May.
  71. Paola Giuri & Salvatore Torrisi & Natalia Zinovyeva, 2005. "ICT, Skills and Organisational Change: Evidence from a Panel of Italian Manufacturing Firms," LEM Papers Series 2005/11, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  72. Apergis, Nicholas & Poufinas, Thomas, 2020. "The role of insurance growth in economic growth: Fresh evidence from a panel of OECD countries," The North American Journal of Economics and Finance, Elsevier, vol. 53(C).
  73. Paula, Gilberto A. & Rojas, Oscar V., 1997. "On restricted hypotheses in extreme value regression models," Computational Statistics & Data Analysis, Elsevier, vol. 25(2), pages 143-157, July.
  74. Mario Fiorini & Michael P. Keane, 2014. "How the Allocation of Children's Time Affects Cognitive and Noncognitive Development," Journal of Labor Economics, University of Chicago Press, vol. 32(4), pages 787 - 836.
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