Likelihood ratio test, Wald test, and Kuhn-Tucker test in linear models with inequality constraints on the regression parameters
Year of publication: |
1982
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Authors: | Gourieéroux, Christian ; Holly, Alberto ; Monfort, Alain |
Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 50.1982, 1, p. 63-80
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Subject: | Ökonometrik Schätzung | Statistiktheorie |
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