LIKELIHOOD RATIO TEST, WALD TEST, AND KUHN-TUCKER TEST IN LINEAR-MODELS WITH INEQUALITY CONSTRAINTS ON THE REGRESSION PARAMETERS

被引:254
作者
GOURIEROUX, C
HOLLY, A
MONFORT, A
机构
[1] UNIV LAUSANNE,CH-1000 LAUSANNE,SWITZERLAND
[2] ECOLE POLYTECH,F-75230 PARIS 05,FRANCE
[3] ECOLE NATL SUPER AERONAUT & ESPACE,MALAKOFF,FRANCE
关键词
D O I
10.2307/1912529
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:63 / 80
页数:18
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