Wald, QLR, and score tests when parameters are subject to linear inequality constraints - Fan, Yanqin; Shi, Xuetao (Journal of econometrics, 2023)
Keywords: algorithms; Bonferroni-type correction; class; econometrics; Extremum estimation; Implicit nuisance parameter; Mincer earnings regression; Monte Carlo method; Polytope projection; Random coefficients model; Uniform inference; Implicit nuisance parameter; C12; Uniform inference; Polytope projection; Mincer earnings regression; Extremum estimation; C18; Bonferroni-type correction; Random coefficients model